Man United have done it 5 times, Arsenal and Sunderland 4 each, Liverpool and Chelsea once each. Other clubs to have done it include Preston, Leicester and Falkirk.
hi Les, A lot of fees around the early 1900's have not been included in Wikipedia yet, so some of the above clubs you mention might be knocked out in due course.
I have a list of 3 or 4 players that could be added to that list, which may change your figures,