The Futility Closet notes,

Only nine people have won an Emmy, a Grammy, an Oscar, and a Tony award:

• Mel Brooks
• John Gielgud
• Marvin Hamlisch
• Helen Hayes
• Audrey Hepburn
• Rita Moreno
• Mike Nichols
• Jonathan Tunick
• Richard Rodgers

If you count honorary awards, then Barbra Streisand and Liza Minnelli also qualify. If you count “daytime Emmys,” then so does Whoopi Goldberg.