Sir Steven Redgrave, Great Britian.
5 Gold Medals in Rowing, 1 in 5 consectutive Olympic Games..
1 each in Los Angeles (Straight Four), Seoul (pair), Barcelona (pair), Atlanta (pair), Sydney (Straight Four). In Seoul, he also won a bronze.
He was 38 yrs old when he won his last Gold Medal.
He won as many as Heiden but in order to accomplish it, he had to be the best in his sport for 20 years.
There are a few who have gone 4 for 4, Steven Redgrave went 5 for 5, plus a bronze.
http://www.olympic.org/uk/athletes/heroes/bio_uk.asp?PAR_I_ID=65847