Here is the list of all players, in singles and doubles, who won the first 3 majors of a year and how they performed at the fourth stop. Players who completed the Grand Slam are highlighted in gold.
The list does not include players who won 3 majors in a season if the majors were not the first 3 of that season, so the 2011 and 2015 seasons of Djokovic are not mentioned.
Men's singles:
1933 - Jack Crawford: Lost the US Championships final to Fred Perry. After leading by 2 sets to 1, Crawford lost 12 of the last 13 games. Two years later Perry became the first male player to win the 4 majors in his career. Crawford never won the US Championships and only manged to win 1 more major title for a career total of 6.
1938 - Don Budge: Won the Grand Slam.
1956 - Lew Hoad: Lost the US Championships final to friend Ken Rosewall. Hoad and Rosewall had teamed up to win 3 doubles majors in the same year. Hoad won one more singles major at next year Wimbledon before turning pro. He lost all his pro major finals, 5 of them to Rosewall.
1962 - Rod Laver: Won the Grand Slam.
1969 - Rod Laver: Laver became the first, and still the only, singles player to win the Grand Slam twice.
2021 - Novak Djokovic: Competing at the 2021 US Open.
Women's singles:
1953 - Maureen Connolly: Won the Grand Slam.
1970 - Margaret Court: Won the Grand Slam.
1984 - Martina Navratilova: Navratilova is the only singles player who was aiming to complete the Grand Slam outside the United States. During the late 1970s and early 1980s, the Australian Open was played in December making it the last major of the year. Navratilova arrived in Australia on the back of six consecutive major titles, which motivated Philippe Chatrier, president of the International Tennis Federation, to call Navratilova's holding all 4 majors at once a Grand Slam. Helena Sukova ended Navratilova's longest singles winning streak of 74 unbeaten matches at the semifinal in one of the biggest upsets in tennis history. Navratilova won 7 more majors for a career total of 18. Martina won the doubles Grand Slam in the same year with Pam Shriver.
1988 - Steffi Graf: Won the Golden Grand Slam. In addition to the 4 majors, Graf also won the Olympic Gold Medal at Seoul making her the only player to achieve this feat.
2015 - Serena Williams: Serena was the 3-time defending US Open Champion, holding all four majors at the same time for the second time in her career, and was the heavy favorite to lift the title and complete the Grand Slam, but she lost in the semifinal to Roberta Vinci, who registered her only win in five career meeting against Williams.
Men's Doubles:
1928 - Jacques Brugnon: The Frenchman won both the Australian Championships and French Championships with Jean Borotra and Wimbledon teaming with Henri Cochet, but lost in the quarter final of the US Championships.
1935 - Jack Crawford: The man whose quest in singles led to the achievement being called 'Grand Slam' had a chance to do it in doubles, after winning in Australia with Vivian McGrath and partnering with Adrain Quest to win the French Championships and Wimbledon but he failed again at the last hurdle.
1951 - Ken McGregor / Frank Sedgman: The Aussies are the only team to win the men's doubles Grand Slam.
1952 - Ken McGregor / Frank Sedgman: Picking up where they left the previous year, the pair won the first 3 majors of the year, but could not replicate their title run at the US Championships.
1953 - Lew Hoad / Ken Rosewall: For the third successive year, an Australian team was looking to complete the doubles Grand Slam, but a surprising third round loss to the lowly-ranked American team of Straight Clark and Hal Burrows ended their hopes.
1998 - Jacco Eltingh: Eltingh won the Australian Open with Swede Jonas Bjorkman and both the French Open and Wimbledon with long-time partner Paul Haarhuis. He didn't play the US Open and announced his retirement, thus bypassing the chance to complete the Grand Slam.
2013 - Bob Bryan / Mike Bryan: The brothers entered the US Open as the defending champions, holding all 4 majors at the same time, but lost in the semifinals to eventual champions Leander Paes and Radek Stepanek. The Bryans would win the US Open the following year for the final major title for Bob.
Women's Doubles:
1960 - Maria Bueno: Won the Grand Slam with 2 different partners.
1964 - Lesley Turner Bowrey: Won the Australian Championships with Judy Tegart-Dalton before teaming up with Margaret Court for the remaining 3, winning the French Championships and Wimbledon titles before losing the US Championships final to the American team of Billie Jean Moffitt(King) and Karen Hantze Susman.
1984 - Martinal Navratilova / Pam Shriver: The only team to win the women's doubles Grand Slam.
1986 - Martina Navratilova / Pam Shriver: The pair won all the 3 majors that were held that year, as the Australian Open moved from December to January of the following year. Navratilova/Shriver won that Australian Open title in 1987 to hold all 4 majors at the same time.
1990 - Jana Novotna / Helena Sukova: The Czech team lost to the American Duo of Gigi Fernandez and Martina Navratilova. Navratilova effectively avenging her 1984 singles loss in Australia to Sukova. This was Navratilova's last major title in women's doubles.
1993 - Gigi Fernandez / Natasha Zvereva: Entering the tournament on a 6 major titles win streak, Fernandez and Zvereva held all 4 majors, but were eliminated in the semifinals by Arantxa Sanchez Vicario and Helena Sukova. Sukova got her revenge on Fernandez from 3 years earlier.
1994 - Gigi Fernandez / Natasha Zvereva: Missed out on the Grand Slam for the second consecutive year after losing again in the semifinals against the unseeded team of Katerina Maleeva and Robin White.
1997 - Natash Zvereva: Won in Australia with Martina Hingis before winning the French Open and Wimbledon with long-time partner Gigi Fernandez. Fernandez and Zvereva were the two-time defending US Open women's doubles champions, but lost in the final to Lindsay Davenport and Jana Novotna.
1998 - Martina Hingis: Won the Grand Slam with 2 different partners.
Mixed Doubles:
1963 - Margaret Court / Ken Fletcher: Won the Grand Slam. The only mixed doubles team to do so.
1965 - Margaret Court: Won the Grand Slam with 3 different partners. Court and her partner John Newcombe shared the Australian Championships mixed doubles title with their final opponents Robyn Ebbern and Owen Davidson as the match was canceled due to bad weather.
1967 - Owen Davidson: Won the Grand Slam with 2 different partners.
1979 - Bob Hewitt: Won 3 majors with 2 different partners, but missed out on the Grand Slam as the Australian Open didn't hold the mixed doubles event between 1970-1986
1985 - Martina Navratilova: Won the first 3 majors of the year with 2 different partners, but like Bob Hewitt, couldn't achieve the Grand Slam because the mixed doubles event was not part of the Australian Open program between 1970-1986.