Grand Slam of Thoroughbred racing
The Grand Slam of Thoroughbred racing is an informal name for winning of four major races in one season. This term has been applied under at least two different configurations upon which it was accomplished. The first known completed grand slam, which pertains only to eligible three-year old thoroughbred horses, occurred in 1941 when Whirlaway won the four major races that season (Triple Crown races Kentucky Derby, Preakness Stakes, and Belmont Stakes, as well as the Travers Stakes). The other winner of a grand slam was American Pharoah, who won the Triple Crown and the Breeders' Cup Classic (which is not limited to three-year old thoroughbreds).

Background
The Kentucky Derby, Preakness Stakes and Belmont Stakes constitute the American Triple Crown of horse racing, and since 1919, only 13 horses have accomplished the feat. The Travers Stakes, which follows the Triple Crown races, is the third-ranked race for American three-year-olds according to international classifications, behind only the Kentucky Derby and Belmont Stakes. These four races are the oldest for three-year olds in the United States, with the Travers (1864) being the oldest, followed by the Belmont (1867), Preakness (1873), and Kentucky Derby (1875). Four horses that have won the triple crown attempted to complete the grand slam. Whirlaway accomplished the feat in 1941, while Gallant Fox (1930), Affirmed (1978), and American Pharoah (2015) came up short in their attempts. Over the years, twenty-one three-year old thoroughbred horses have won three of the four legs of the grand slam, with only Whirlaway having accomplished the feat of winning all four.

The Breeders' Cup series of year-end championship races began in 1984, which was well after the racing career of Affirmed, who in 1978 had been the 11th horse to win the Triple Crown. The Breeders' Cup traditionally has the highest purse of any race in the U.S. and one of the highest purses of any race in the world. It differs from the Triple Crown, other than in its relative newness, in that it is not held at the same location each year.

The term "Grand Slam" to describe the four-race sequence was used on June 7, 2015, by Bob Ehalt of ESPN,  announcing, "The Grand Slam era has officially begun," following American Pharoah's win in the 2015 Belmont Stakes, when owner Ahmed Zayat committed the colt to racing for the remainder of the 2015 season rather than immediately retiring the horse to stud. Other sports writers quickly picked up the concept and made the term a part of the horse racing lexicon. However, the term was first used by race historian Edward Hotaling when Whirlaway won his historic grand slam in 1941 by winning the Travers Stakes following his Triple Crown achievement.

The Breeders' Cup Classic, in contrast to the races in the Triple Crown, is not restricted to any age group and has traditionally been contested by three-year and four-year-old horses. The preliminary use of the term has suggested that a horse would have to win all four races in the same year to claim a Grand Slam title. To do so means that after the Triple Crown, the horse would have to compete against, and defeat, older, more physically developed and more experienced horses to win the Breeders' Cup Classic.

American Pharoah is the only horse to attempt both grand slam configurations, having lost in his attempt in the Travers Stakes, but winning the Breeders' Cup Classic.

Triple Crown series plus Travers Stakes winners

Note: Every thoroughbred horse that won at least three of the four grand slam event races was declared American Champion Three-Year-Old Male Horse except Shut Out in 1942 who was overshadowed by Alsab (winner of the Preakness Stakes) for that honor.

Triple Crown series plus Breeders Cup Classic winners

 

An ongoing challenge for young horses who win races in the Triple Crown series is remaining sound and healthy for future races. In the case of their owners, it can also be difficult to resist the temptation to protect a valuable horse from future risk of injury and retire them early to stud following a major win. 

Since the Breeders' Cup Classic was first run in 1984, 12 winners were three-year-olds, but only nine had contested any of the Triple Crown races in the same year, and only five had won one or more of the earlier races. Overall, fewer than half of the Breeders' Cup Classic winners of any age had entered any of the Triple Crown races when they were three-year-olds. Only eight Classic winners, including American Pharoah, had also won at least one of the Triple Crown series races.  Some did not win in the same three-year-old season, but did so as older horses.  

The first horse to contest the Triple Crown series and then win the Classic, as well as the first horse to win the Classic as a three-year-old was Proud Truth, who had finished fifth in the 1985 Kentucky Derby and won the Classic the same year.  The first horse to win both a Triple Crown series race and the Classic was Ferdinand, who won the 1986 Kentucky Derby as a three-year-old and then the 1987 Classic as a four-year-old. Of the five horses to win at least one Triple Crown race and the Classic in the same three-year-old season, the first was Sunday Silence, who won the Derby and the Preakness, and was second in the Belmont.  He was the horse who came the closest to winning the Grand Slam prior to American Pharoah's success. The only other horse to win three of the four Grand Slam races was Alysheba, but that horse won the Classic as a four-year-old.  Three other horses won a Triple Crown series race and then the Classic in their three-year-old season: Unbridled, A. P. Indy, and Curlin.  Unbridled and Curlin contested the Classic again as four-year-olds, but did not win.  

Triple Crown series race winners who also won the Breeders' Cup Classic in the same year were:
1989: Sunday Silence, winner of the 1989 Kentucky Derby and 1989 Preakness Stakes, second in the 1989 Belmont Stakes; the first winner of both a Triple Crown race and the Classic as a three-year-old.
1990: Unbridled, winner of the 1990 Kentucky Derby, winner of the Classic as a three-year-old, also third in the 1991 Classic as a four-year-old. Unbridled was also the great-grandsire of American Pharoah.
1992:  A. P. Indy, winner of the 1992 Belmont Stakes, winner of the Classic as a three-year-old.
 2007: Curlin, winner of the 2007 Preakness Stakes, winner of the Classic as a three-year-old, also fourth in the 2008 Classic as a four-year-old.
 2015:  American Pharoah, first winner of the Grand Slam.

Triple Crown series race winners who won the Breeders' Cup Classic in a later year were:
1987: Ferdinand, winner of the 1986 Kentucky Derby, winner of the Classic as a four-year-old.
1988: Alysheba, winner of the 1987 Kentucky Derby and 1987 Preakness Stakes, second to Ferdinand in the Classic as a three-year-old, winner of the Classic as a four-year-old.
 2011:  Drosselmeyer, winner of the 2010 Belmont Stakes, winner of the Classic as a four-year-old.
Three-year-old winners Unbridled and Curlin each returned to defend their Breeders' Cup Classic titles the following year, but without winning.

Other winners of the Breeders' Cup Classic who had entered, but not won, a Triple Crown series race included:
Skywalker, sixth in the 1985 Derby before winning the 1986 Classic as a four-year-old. 
Concern three-year-old Classic winner in 1994, third in that same year's Preakness.  
Skip Away 1997 Classic winner, contested all three Triple Crown races the year prior, finishing twelfth in the 1996 Derby, then second in both the Preakness and the Belmont. 
Cat Thief, a three-year-old winner of the 1999 Classic, was third in the 1999 Kentucky Derby and seventh in the Preakness.
 Mucho Macho Man, five-year-old winner of the Classic in 2013, had contested all three legs of the Triple Crown in 2011, finishing third in the Derby, sixth in the Preakness and seventh in the Belmont. 
Bayern three-year-old winner of the 2014 Classic finished second-to-last in the Preakness. 

An interesting "Triple Crown" winner was Invasor, who won the 2006 Classic, and had been the 2005 winner of Uruguay's Triple Crown.  Invasor won his Triple Crown by November 2005 and won the Classic in the ensuing year (the Uruguay version races through the time period that the Classic is raced, so he swept the three races in 2005 and then finished it off in his first Classic opportunity at four years of age).  Other horses who won major races in other nations prior to a Breeders' Cup Classic win included 1998 winner Awesome Again, who had won the 1997 Queen's Plate, a Canadian Classic race.

Individual race winners

[Fy] denotes a filly.