Some solutions for $n=3$ can be found at http://www.research.att.com/njas/sequences/A010330 where there is also a reference to J. Leech, Some solutions of Diophantine equations, Proc. Camb. Phil. Soc., 53 (1957), 778-780, MR 19, 837f (but from the review it seems that paper deals with ${x\choose n}+{y\choose n}={z\choose n}+{w\choose n}$). 

There are some other solutions at http://www.numericana.com/fame/apery.htm

**EDIT** Here are some more references for $n=3$: 

Andrzej Krawczyk, A certain property of pyramidal numbers, Prace Nauk. Inst. Mat. Fiz. Politechn. Wrocƚaw. Ser. Studia i Materiaƚy No. 3 Teoria grafow (1970), 43--44, MR 51 #3048. 

The author proves that for any natural number $m$ there exist distinct natural numbers $x$ and $y$ such that $P_x+P_y=P_{y+m}$ where $P_n=n(n+1)(n+2)/6$. (J. S. Joel)

M. Wunderlich, Certain properties of pyramidal and figurate numbers, Math. Comp. 16 (1962) 482--486, MR 26 #6115. 

The author gives a lot of solutions of $x^3+y^3+z^3=x+y+z$ (which is equivalent to the equation we want). In his review, S Chowla claims to have proved the existence of infinitely many non-trivial solutions. 

W. Sierpiński, Sur un propriété des nombres tétraédraux, Elem. Math. 17 1962 29--30, MR 24 #A3118. 

This contains a proof that there are infinitely many solutions with $n=3$. 

A. Oppenheim, On the Diophantine equation $x^3+y^3+z^3=x+y+z$, Proc. Amer. Math. Soc. 17 1966 493--496, MR 32 #5590. 

Hugh Maxwell Edgar, Some remarks on the Diophantine equation $x^3+y^3+z^3=x+y+z$, Proc. Amer. Math. Soc. 16 1965 148--153, MR 30 #1094. 

A. Oppenheim, On the Diophantine equation $x^3+y^3-z^3=px+py-qz$, Univ. Beograd. Publ. Elektrotehn. Fak. Ser. Mat. Fiz. No. 230-241 1968 33--35, MR 39 #126.