R, 132 bytes
This recursive approach is probably not the shortest way to do it, but it was fun to code up.
-1 thanks @Giuseppe
f=function(n,b=c("(",")"),x=b){if(!n)return(Reduce(paste0,x));sort(unique(unlist(lapply(seq(x),function(i)f(n-1,,append(x,b,i))))))}