To solve this question, the user needs to have knowledge of the history of the Olympic Games and the athletes who have participated in the games.
Option A: Nero of Rome is not the correct answer. Nero was a Roman Emperor who never took part in the Olympic Games.
Option B: Milo of Kroton is a possible answer. Milo was a Greek wrestler who won six Olympic titles in the 6th century BC. However, he did not win three events in four consecutive stagings of the Olympic Games.
Option C: Herodoros of Megara is not the correct answer. Herodoros was a runner who won the stadion race in the 78th Olympiad in 468 BC. He did not win three events in four consecutive stagings of the Olympic Games.
Option D: Leonidas of Rhodes is the correct answer. Leonidas was a Greek runner who won three foot races in the Olympic Games of 164 BC, 160 BC, 156 BC, and 152 BC. He is the only athlete to have achieved this feat.
Therefore, the answer is: D. Leonidas of Rhodes.