I honestly would say Babe Didrikson Zaharias. An incredible story. Check it out...
Mildred 'Babe' Didrikson Zaharias though she gained her greatest professional fame as a golfer, rivalled Jim Thorpe in her remarkable ability to excel at nearly any sport. She began as a basketball All-American, then won two track and field gold medals at the 1932 Olympics. Next she turned professional and began touring the country, exhibiting her prowess in track, swimming, tennis, billiards, and baseball. Zaharias earned the nickname 'Babe' after hitting five home runs in one baseball game. In 1935 Zaharias took up golf and excelled at that, too, winning 82 tournaments in a 20-year career. In 2003 golfer Annika Sorenstam played in a men's PGA tournament amidst intense media coverage and hoopla. What many people didn't realize is that 58 years earlier Babe Zaharias became the first women to play in a men's PGA event, the 1945 Los Angeles Open, and unlike Sorenstam, made the cut. She was only 42 when she died of cancer in 1956.