In a combined experimental and theoretical effort we report on two novel types of ultracold long-range Rydberg molecules. First, we demonstrate the creation of triatomic molecules of one Rydberg atom and two ground-state atoms in a single-step photoassociation. Second, we assign a series of excited dimer states that are bound by a so far unexplored mechanism based on internal quantum reflection at a steep potential drop. The properties of the Rydberg molecules identified in this work qualify them as prototypes for a new type of chemistry at ultracold temperatures.