Actually, that has happened twice.
Abebe Bikila of Ethiopia won gold in the marathon at the 1960 Games in Rome and 1964 Games in Tokyo and Waldemar Cierpinski of East Germany won gold in the marathon at the 1976 Games in Montreal and 1980 Games in Moscow.
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Abebe Bikila of Ethiopia won the men's marathon event at the 1960 Games in Rome and 1964 Games in Tokyo.
Two men have won two consecutive Olympic Marathons:
Abebe Bikila (Ethiopia, 1960 and 1964)
Waldemar Cierpinski (East Germany, 1976 and 1980)