In Michigan you have to get a "Recreational Double R Endorsement" on your license. However, they only seem to discuss pulling a fith wheel and then another trailer behind that. From the Michigan SOS web site:
A “recreational double” is a pickup truck pulling a fifth wheel trailer designed for recreational living purposes, with a second trailer attached to the rear of the fifth wheel trailer. The pickup truck must have a towing rate equal to, or greater than, the total weight being towed. To operate a recreational double, you must have an “R” endorsement on your driver license. Anyone age 18 or older with a valid driver license may apply for this endorsement at a branch office. A knowledge test is required. There is no skills test. Drivers holding a Group “A” CDL with a “T” double or triple trailers endorsement can operate a recreational double without the “R” endorsement. Triple trailers are not permitted in Michigan. For more information, obtain a copy of the brochure A Recreational Double Endorsement at a Secretary of State branch office or from this web site.
Also check out this:
http://www.michigan.gov/documents/recreational_double_21025_7.pdf
Maybe you can find similar information at the Texas SOS.
Hope this helps!