#1 The Undertaker never became a Grand Slam Champion in WWE
The Undertaker has had multiple reigns with multiple championships throughout his historic 30-year run in WWE. He has been a World Champion seven times, a Tag-Team Champion seven times, and even a Hardcore Champion on a single occasion. However, a secondary championship, such as the Intercontinental or United States Championship (or even previously the European Championship) has always eluded The Deadman.
The Undertaker has however challenged for both the Intercontinental and US Championships in the past.
'Taker challenged for the United States Championship on just two occasions. The first of those occasions was while the championship was still dubbed the WCW US Championship, during the 2001 Invasion storyline.
The Undertaker challenged the WCW US Champion, Kurt Angle, in November 2001 on Monday Night Raw. Undertaker won this match due to DQ, following Stone Cold Steve Austin interfering to attack 'Taker, meaning the title did not change hands. The second attempt at this championship was actually a non-televised Smackdown house show, in which 'Taker challenged Orlando Jordon, but again would end up winning by DQ.
As for the Intercontinental Championship, The Undertaker challenged for this title 11 times between 1994 and 2001, however, 7 of these matches were untelevised (either a dark match or at a house show/live event). For the four televised attempts 'Taker had at the Intercontinental title, he was only actually defeated once. That loss came tduring his first televised Intercontinental Championship match. The Undertaker losr a Casket match to the champion, Goldust, at In Your House 8 in May 1996, when Mankind interfered and help Goldust retain.
The Undertaker next challenged Hunter Hearst Helmsley in 1997 on WWF Shotgun Saturday Night, which The Deadman won via DQ. In December of 1997, Taker challenged the future People's Champion, in a bout that was declared a no-contest after Kane and Paul Bearer appeared just as 'Taker was about to wrap up the victory. The Phenom's final Intercontinental title match was on RAW on 2nd July 2001, when he challenged Albert for the championship, another match that ended in a DQ. This time, the American Badass was attacked by DDP.
Overall, that is five televised Intercontinental/US title matches for The Undertaker, with only one loss (which was even due to interference). This really does make it seem like even more of a crime that The Undertaker never became a Grand Slam winner in WWE.