Chris Jericho is now a “Grand Slam” champion after his United States title win on Raw, having won the WWE Championship, the Intercontinental Championship, the United States Championship, and the Tag Team Championship.

He is the 7th wrestler to do that under the “current format” of championships (including the United States title and after the European and Hardcore titles became defunct). Jericho has also won the European and Hardcore titles. Other wrestlers who have won every (men’s) title under the current format (though it gets a bit confusing with the latest Raw/SmackDown split) include:

Kurt Angle
Eddie Guerrero
Big Show
The Miz
Daniel Bryan

The term was originally used in WWE/WWF by Shawn Michaels after he won the European championship in 1997. He had previously held the WWF title, Intercontinental title, and Tag Team titles.

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
Chris Jericho
Kurt Angle
Eddie Guerrero
Rob Van Dam
Booker T
Jeff Hardy
Big Show

You can read more about this on the Wikipedia page.