The first player to immediately come to mind is Dan Bain. The guy was a champion at pretty much everything — roller skating, gymnastics, cycling, lacrosse, curling, snowshoeing, hockey — probably a bunch more. I’m not aware of any particular training regimen he followed, but I can’t believe he didn’t have one. Competed for titles in a bunch of sports into his mid-50s.
To further on Don Bain and from one of my hockey history books :
- never played professional hockey but did play on 2 Stanley Cup Champions, Winnipeg Victorias 1895-96 and 1900-01
- won championships in various sports over 35 years
- won the 3-mile roller skating first
- champion gymnast of Winnipeg at age 17
- one-mile bicycling racing champion for 3 years 1894-1996
- turned to rifle shooting after hockey capturing the Canadian trap-shooting title
- won championships well into his mid-50's in speed-skating, roller skating, snow-shoeing, lacrosse, and golf