In men's golf, there are four major championships: The Masters, PGA Championship, US Open and British Open Championship. The modern Grand Slam, as its called, has been the same since 1960, when Arnold Palmer single-handedly re-engineered the four majors with his quest to win them all in a single year. (He came up short.)
With the four majors having been played for different periods of time -- the first Master was in 1934, the first PGA Championship in 1916, the first US Open in 1895 and the first British Open Championship in 1860 -- the golfer with the most major wins over the years is a player who thrived under this modern Grand Slam. Jack Nicklaus won 18 major titles in total, including six Masters, five PGA Championships, four US Opens and three British Open Championships.
While Nicklaus has the most major victories (and Tiger Woods is a sound second place with 14 major titles), Jack Nicklaus doesn't have the most wins in each individual major. In fact, he only has the most wins outright in just one major: The Masters, capped with his 1986 victory at Augusta National Golf Club in 1986.
The Golden Bear shares the honor of having the most US Open titles with four wins. Three other players have also won the US Open four times, including Willie Anderson, Bobby Jones and Ben Hogan.
Harry Vardon, the man whose name is on the Vardon Trophy for the best annual scoring average, has the distinction of winning the most British Open Championship wins. He won the British Open six times in his career.
Jack Nicklaus also shares the record for the most PGA Championship wins, winning the Wanamaker trophy five times in his career. Walter Hagen also won the PGA Championship five times, but all of his victories came when the PGA Championship was a match-play championship. It became a stroke-play championship as we know it now back in 1958.
No player has won any of the four majors more than six times, though in the LPGA-recognized women's golf major championships, Patty Berg won both the Titleholders Championship and the Women's Western Open a remarkable seven times each in her career.