I'm not sure how many times this has ever happened, but I thought I would share. A Homerun Cycle.
In World Series game #2, Matt Holliday hits 4 Homeruns:
A Solo Shot
A 2-Run Shot
A 3-Run Shot
A Grand Slam
5-5 Day with 4HRs, 10RBIs
Not bad for a World Series game.
http://fantasygames.sportingnews.com/stratomatic/playoffs/boxscore.html?group_id=70100&g_id=984