Melky Cabrera became the 15th Yankees player and  first Yank in 14 years to hit for the cycle.  His hitting  led New York to an 8-5 victory over the White Sox in Chicago yesterday, August 2, 2009. 

A cycle in baseball means that a hitter, in this case Melky Cabrera, hits safely four times in the game, and those hits have to be: a single, a double, a triple, and a home run.  The hitter may hit those particular types of hits in any order. 

Though Yankee Alex Rodriguez has hit for the cycle, his cycle occurred while he played for the Seattle Mariners.

http://www.nytimes.com/reuters/2009/08/02/sports/sports-us-baseball-yankees.html