Well, a quick search found me this:
A Thai boxer who went from boy to girl:
Thai Boxer
A German Olympic athlete who went from girl to boy:
German Olympic Athlete
an Olympic gold-medallist whose gender is still ambiguous even after her death:
Stella Walsh
and also this article on the issue at hand:
Transgender issues in sports
Personally, I do think women and men's bodies are built differently. What I'm not sure about is whether gender should be a factor in sports or not. Take weight-lifters, or boxers, there are different categories of weight so that people are matched in capacity that way. Couldn't there be a way of matching capacity between men and women (and also transexuals or hermaphrodites, etc.) so that this would not be an issue? Even though they have had a sex-change op or aren't clearly male or female, shouldn't they be allowed to compete on the clear strength of their capabilities? It seems like a waste of someone's natural ability to excel in a sport...and I imagine must be crushing for these athletes, who not only have to deal with social pressure with regards to their personal choices but also are stripped of something they love to do and are amazing at.