The driver, 44-year-old Arthur Reece, was killed.
Also killed were his 5-year-old stepson, Delano Anderson, and his 10-month-old daughter Larissa.
All three were pronounced dead at the scene.
Police say passers-by, including a trucker and an off-duty New York City police officer, who came upon the burning Jeep tried to help but were unable to rescue the occupants.
The mother of the children, who lives in Brookhaven, was not in the car at the time of the crash. She was notified of the crash by police.
The eastbound lanes of the Long Island Expressway were closed for more than five hours for the cleanup.
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