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A young French cavalry officer of the 19th century was sent on horseback to deliver a message. He rode across the uneven terrain, through enemy lines, and was confronted by a soldier with his sword drawn. Challenged to a duel, the officer won, only to have his horse shot out from under him by another enemy soldier.

After felling that soldier with a single shot, the officer ran on. He swam across a raging river, and then finally he delivered the message. So, legend has it, was born the modern pentathlon.

A young soldier is sent out to deliver a message. Skiing cross country he comes a ravine he ski jumps across, he then jumps across the ravine, he encounters hostile forces he uses his rifle running out of bullets he quickly sprints away from then to ski away down hill.

Cross country skiing
Ski jump
Shooting
Sprinting
Downhill skiing

I am open to suggestions even if you don't think it will happen at the Olympics just make alterations and exchange ideas.