Ultimate crossover sportsman has to be C B Fry in the early 1900's.
i)He equalled the world long jump record in 1893
ii) captained England at cricket and played 26 tests
iii) played Football for Southampton and England, including the 1902 FA Cup Final.
iv) played rugby union for Barbarians
After his sports careers were over, he unsuccessfully stood for Parliament, and was at one point offered the throne of Albania.
Ok, different era, but that's Boys Own stuff.
edit: just found this on Wikipedia, and will quote in full:
In the 1920s, Fry's mental health started deteriorated severely. He had encountered mental health problems earlier in his life, experiencing a breakdown during his final year at Oxford which meant that although academically brilliant, he took a very poor degree. In India in the late 1920s, he had a major breakdown and became thoroughly paranoid. For the rest of his life, he dressed in bizarrely unconventional clothes and had frighteningly eccentric interludes. He developed a horror of Indians, including his friend Ranjitsinhji. He did recover enough to become a popular writer on cricket (and other sports), and even in his fifties, entertained hopes of becoming a Hollywood star.
In 1934, he met Adolf Hitler and became mesmerised by him. He failed to persuade von Ribbentrop that Nazi Germany should take up cricket to Test level, but some Hitler Youth boys were made welcome at the Mercury training ship and Fry was still expressing enthusiasm for them in 1938. He died in 1956, in Hampstead, a "grand old man of sport".