Oscar Olson represented the Milwaukee AC on the winning tug-of-war team in 1904. Like all the members of that team, he was actually from Chicago. There was a team event in the 1904 Olympic athletics (track & field) competition, with the Milwaukee AC a contender for the team title. The club convinced several Chicago athletes, including Olson, to compete for them in tug-of-war, which was considered an event in track & field in that era. Olson also placed fourth in the two-handed weightlifting event at the 1904 Olympics.