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Where I can find the classification of 2-transitive and 3-transitive Lie groups?

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Transitive on what? –  Max Horn Mar 15 '12 at 10:34
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I found the following by googling :

Kramer, Linus. Two-transitive Lie groups. J. Reine Angew. Math. 563 (2003), 83-113.

also available as arxiv:math/0106108

It completely classifies locally compact sigma-compact groups $G$ acting effectively and 2-transitively on a non totally disconnected space $X$ (hausdorff I presume) : then $G$ is a Lie group, $X$ is a connected manifold, and the examples are listed sperately, according to wether $X$ is compact or not.

It remains to extract the 3-transitive cases, which should not be too hard.

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