Harry was in possession of all of the Hallows at some point in time, as was Dumbledore. Harry arguably owned all of them for most of Book 7, although he didn't know he owned the Resurrection Stone until the very end. He had the cloak and the stone inside of the Snitch, and he owned the wand, although it was not in his possession. He did briefly physically have the wand as well, but that was after he had dropped the Resurrection Stone. Bottom line, Harry was the closest to mastering all of the Deathly Hallows that is mentioned in the books.