He won his Olympics events very easily in the pentathalon and decathalon. He was greeted with great fanfare when he got home from Stockholm, Sweden, and he went on to continue his athletic career that he had begun before the Olympics.
That was what caused him problems. In that time, professional athletes could not compete in the Olympics. It was discovered in early 1913 that he had played baseball semi-professionally. He was stripped of his medals, but he still went on to have a pretty good athletic career. Interestingly enough, his gold medals were returned in 1983 (he died in 1953).
For more information, please check out:
http://www.biography.com/people/jim-thorpe-9507017
http://www.cmgww.com/sports/thorpe/bio/bio.html
http://en.wikipedia.org/wiki/Jim_Thorpe
http://en.wikipedia.org/wiki/Athletics_at_the_1912_Summer_Olympics
http://famousdaily.com/history/jim-thorpe-worlds-greatest-athlete-olympics.html