A search for CP violation in charmless three-body Xi(-)(b) -> pK(-)K(-) decays is performed using pp collision data recorded with the LHCb detector, corresponding to integrated luminosities of 1 fb(-1) at a center-of-mass energy root S = 7 TeV, 2 fb(-1) at root S = 8 TeV and 2 fb(-1) at = 13 TeV. A good description of the phase-space distribution is obtained with an amplitude model containing contributions from Sigma(1385), Lambda(1405), Lambda(1520), Lambda(1670), Sigma(1775) and Sigma(1915) resonances. The model allows for CP violation effects, which are found to be consistent with zero. The branching fractions of Xi(-)(b) -> Sigma(1385)K-, Xi(-)(b) -> Lambda(1405)K-, Xi(-)(b) -> Lambda(1520)K-, Xi(-)(b) -> Lambda(1670)K-, Xi(-)(b) -> Sigma(1775)K- and Xi(-)(b) -> Sigma(1915)K- decays arc also reported. In addition, an upper limit is placed on the product of ratios of Omega(-)(b) and Xi(-)(b) fragmentation fractions and the Omega(-)(b) -> pK(-)K(-) and Xi(-)(b) -> pK(-)K(-) branching fractions.