The question is not directed to a particular sport.
In golf, only 5 players have won grand slam. They are: Gene Sarazen, Ben Hogan, Gary Player, Jack Nicklaus and Tiger Woods.
In tennis, many players have won the grand slam title. Roger Federer holds the title for the most grand slams won in men's tennis with 20 grand slam tittles. Next to Roger is Rafael Nadal and Pete Sampras with 16 and 15 titles respectively.
Serena Williams has 23 grand slams titles, she holds the record for the most grand slam tittles won in female tennis. Next to Serena is Steffi Graf with 22 grand slams then Margaret Navratilova with 18 grand slam tittles.