According to the Internet Movie Data Base:

Rita is listed in the Guinness Book of World Records for being the first performer to win an Oscar, a Tony, an Emmy and a Grammy.

Rita Moreno made a guest appearance on "Father Knows Best" as an exchange student from India who attends school with Betty. Bud teaches her how to play football.

Appeared in the pilot for the TV series "Empty Nest", which was an episode of "The Golden Girls". The premise was changed in the final version of "Empty Nest", in which she did not appear.

Rita Moreno was not the first person to win a Grammy, an Oscar, a Tony, and an Emmy, despite what the Guinness Book may say. Barbra Streisand won all 4 by 1970 (though the Tony was a non-competitive award for Star of the Decade), and Helen Hayes won all 4 by 1976 (the last being a Grammy for her recording of the Bill of Rights). Rita did not win her Emmy until 1977.

So apparantly Rita was the third person so honored. The piece doesn't mention who the first man (if any) may have been but he'd have had to be fourth at best.

      - Mark