Green’s Dictionary of Slang

third degree n.

[the first and second degrees of interrogation are never specified]
(orig. US Und.)

1. [late 19C+] (also three degrees, fourth degree) the beating up and similar physical abuse of suspects by policemen in order to extract confessions; although allegedly outlawed in the last couple of decades reality proves otherwise.

2. attrib. use of sense 1.

3. [1910s+] used fig., referring to intense questioning but devoid of physical abuse.

4. attrib. use of sense 3.