I'm not talking about superior athletes like Babe Ruth or Wayne Gretzky who changed their sports by their very existence. These are people whose innovations changed the way the sport was done. (I was going to write this earlier but Donald Trump couldn't keep his pie hole shut.)
Candy Cummings - Curveball (Baseball)
In 1870, a new catcher, Nat Hicks, brought the new technique of crouching right behind the batter where he could catch Candy's curves. Batters have been cursing the curveball ever since.
Duke Kahanamoku - Modern Freestyle (Swimming)
Later swimmers like Brit John Trudgen and Aussie Dick Cavill relearned the stroke from Native Americans and Pacific Islanders. American swimmer Charlie Daniels added the "six-beat kick" while winning early Olympic contests. In the 1912 Olympics Duke further modified the stroke into the freestyle form still used today. Oh, and Duke introduced surfing to the world, so there's that too.
Sonja Henie and Dick Button - Figure Skating
Ulrich Salchow invented the jump that bears his name in 1909, towards the end of his career, but it took Dick Button in post WWII competitions to demonstrate that skaters can add power to grace. He landed the first triple jump and invented new routines like the flying camel.
Jacques Plante - Goalie Mask (Hockey)
Prior to the mask goaltenders stayed on their feet because dropping to your knees to block a slapshot was an invitation to having your face redesigned by frozen vulcanized rubber. With the mask goalies can fearlessly be on their knees with their legs spread in the "butterfly" technique making it virtually impossible to score a goal along the ice.
Dick Fosbury - Fosbury Flop (High Jump)
The unknown Fosbury went to the 1968 Mexico City Olympics and set a new world record. Within a couple of years most high jumpers had switched to the easier and more efficient flop.