Some good names but I will post what I always post when this is discussed.
I also think that Donald Bradman, Michael Phelps, Edvin Moses and Sergei Bubka should be mentioned.
(if you are also considering major sports from the rest of the world)
For those that have no idea who he is, here is his professional OG, WC and EC record:
Olympic Games
Competitor for Soviet Union
Gold 1988 Seoul Super heavyweight
Gold 1992 Barcelona Super heavyweight
Competitor for Russia
Gold 1996 Atlanta Super heavyweight
Silver 2000 Sydney 97 – 130 kg
World Championships
Gold Martigny 1989 Up to 130 kg
Gold Ostia 1990 Up to 130 kg
Gold Varna 1991 Up to 130 kg
Gold Stockholm 1993 Up to 130 kg
Gold Tampere 1994 Up to 130 kg
Gold Prague 1995 Up to 130 kg
Gold Wroclaw 1997 Up to 130 kg
Gold Gävle 1998 Up to 130 kg
Gold Athens 1999 Up to 130 kg
European Championships
Gold Kolbotyn 1988 Up to 130 kg
Gold Oulu 1989 Up to 130 kg
Gold Poznań 1990 Up to 130 kg
Gold Aschaffenburg 1991 Up to 130 kg
Gold Copenhagen 1992 Up to 130 kg
Gold Istanbul 1993 Up to 130 kg
Gold Athens 1994 Up to 130 kg
Gold Besançon 1995 Up to 130 kg
Gold Budapest 1996 Up to 130 kg
Gold Minsk 1998 Up to 130 kg
Gold Sofia 1999 Up to 130 kg
Gold Moscow 2000 Up to 130 kg