To win all 4 of major tennis tournaments (Australian Open, French Open, Wimbledon, and US Open) in one season you are said to have won the Grand Slam. Therefore, the 4 major tournaments are also known as Grand Slam events.
If a player wins all four at some point in his or her career, even if not consecutively, it is called a Career Grand Slam. Winning three of the four tournaments in one year is called a Small Slam.

The term Grand Slam, as applied to tennis, was first used by New York Times columnist John Kieran according to Total Tennis, The Ultimate Tennis Encyclopedia by Bud Collins. Collins writes that in 1933, after the Australian player Jack Crawford had won the Australian, French, and Wimbledon Championships, speculation arose about his chances in the U.S. Championships. Kieran, who was a bridge player, wrote: “If Crawford wins, it would be something like scoring a grand slam on the courts, doubled and vulnerable.” Crawford, an asthmatic, won two of the first three sets of his finals match against Fred Perry, then tired in the heat and lost the last two sets and the match.

Only 5 players won the Grand Slam in singles: Don Budge (1938), Rod Laver (1962 and 1969), Maureen Connolly (1953), Margaret Court (1970) and Steffi Graf (1988).