After winning the WWE Raw Tag Team Championship last night at SummerSlam, Dean Ambrose is now a “Grand Slam” champion, winning the WWE Championship, a Tag Team Championship, Intercontinental Championship, and United States Championship. He hasn’t won the Universal or SmackDown Tag Team Championships, but apparently only one primary title and tag title are “required” because of the brand split.
He is the 8th wrestler to do that under the “current format” of championships (addition of the United States title and after the European and Hardcore titles became defunct). Other wrestlers who have won every (men’s) title under the current format (though there are technically new titles with the latest Raw/SmackDown split) are:
Kurt Angle
Eddie Guerrero
Edge
Big Show
The Miz
Daniel Bryan
Chris Jericho
Wrestlers who have won every men’s title in the previous format (prior to the US title, including the European and/or Hardcore titles):
Shawn Michaels
Triple H
Kane
Chris Jericho
Kurt Angle
Eddie Guerrero
Rob Van Dam
Booker T
Jeff Hardy
JBL
Christian
Big Show
You can get more details about this on the Wikipedia page.