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Kathryn Pilgrim is the great niece of Olympic Gold medalsist Paul Henry Pilgrim, who won three gold medals at the 1904 and 1906 Summer Olympics.
He was a member of the Norwegian Olympic Committee at the 1906 and 1908 Summer Olympics.
He represented Denmark at the 1906 Summer Olympics in Athens, participating in the unofficial football tournament, which Denmark won.
He was selected for the unofficial Danish national team at the 1906 Summer Olympics in Athens, which Denmark went on to win.