Can't be bothered to check Roddicks stats, but I doubt he had more than 4 finales in a row during his 2003 run.
Obviously, he did the Summer Sweep, just him and Rafter and Nadal.
Roddick's run in 2003 was:
Queen's Club: Winner
Wimbledon: Lost in the SF to Federer
D.C.: Lost in the SF to Henman
U.S. Open: Winner
So, three straight finals/wins and a stretch of seven tournaments w/five wins and two SFs.