Our genes influence our athletic ability. However, the causal genetic factors and mechanisms, and the extent of their effects, remain largely elusive. Many studies investigate this association between specific genes and athletic performance. Such studies have increased in number over the past few years, as recent developments and patents in DNA sequencing have made large amounts of sequencing data available for such analysis. In this paper, we consider four of the most intensively studied genes in relation to athletic ability: angiotensin I-converting enzyme, alpha-actinin 3, peroxismose proliferator-activator receptor alpha and nitric oxide synthase 3. We investigate the connection between genotype and athletic phenotype in the context of these four genes in various sport fields and across different ethnicities and genders. We do an extensive literature survey on these genes and the polymorphisms (single nucleotide polymorphisms or indels) found to be associated with athletic performance. We also present, for each of these polymorphisms, the allele frequencies in the different ethnicities reported in the pilot phase of the 1000 Genomes Project - arguably the largest human genome-sequencing endeavor to date. We discuss the considerable success, and significant drawbacks, of past research along these lines, and propose interesting directions for future research.