Write Table instead of Do:
Show[Table[
Graphics3D[Polygon[{{0, 0, 0}, {1, 0, 0}, {1, 1, i}}]], {i, 0, 1}]]
or, even shorter, move Table inside Graphics3D and forget about Show:
Graphics3D[
Table[Polygon[{{0, 0, 0}, {1, 0, 0}, {1, 1, i}}], {i, 0, 1}]]
