Using a mass analyzed threshold ionization (MATI) spectrometer, the spectra of the monomer, dimer, and trimer of sodium were measured. Intense dimer signals both at the ionization threshold and at Rydberg resonances of the monomer were observed. Below the adiabatic threshold of the dimer, a trimer spectrum which showed vibrational progressions similar to those of the dimer was also recorded. In both cases, the high energy edge of the heavier cluster was shifted to a lower energy compared with that of the lighter cluster. The monomer time-of-flight spectrum at the Rydberg resonances was diffuse, while the time-of-flight spectrum of the dimer was sharp and intense. Based on the continuity of oscillator strength and further energetic analysis, we conclude that the dimer signal at the Rydberg resonances of the monomer originated from collisional association between a Rydberg state atom and a ground state atom. Similarly, the trimer signal was from the combination between a Rydberg state dimer and a ground state atom. The combined product from collision was in a Rydberg state that can be field ionized during MATI detection. This work offers direct experimental evidence for the formation of high Rydberg state species through collisional recombination.