Sporting Charts explains Home Run Cycle

This event has never happened in the MLB. This is due to not only the difficulty of hitting four homers in one game but also the many different situations that need to occur for this to be completed.

The only occurrence of this feat in professional baseball was in 1998 during a AA game by Tyrone Horne. A few players in the majors have come close to the feat including Pittsburgh Pirates Andrew McCutchen who hit a solo in the first, 2-run in the fourth and a 3-run in the sixth. Had he hit a grand slam in his last at bat he would have hit a natural home run cycle.