Hence the sig. Lord of the AO.
The only major Australian record he doesn't own is the streak (Agassi), but that comes with a caveat because he took a year off. Lendl is one ahead of him, after the SF loss to the Djoker. Lendl also still owns the consecutive finals (3), which Roger only needs one more next year to tie.
The only other major 'consecutive' record that he doesn't own is a big one. Consecutive slams entered owning at least one. He's 2 shy of Sampras, and can tie the record at Wimbledon this year.
WIM 1993, 1994, 1995, USO 1995, 1996, WIM 1997, 1998, 1999, 2000, 2001. Federer ended this streak of slam ownership by defeating him in WIM 2001.
So in all the streak is 33 slams.
WIM 2003, 2004, 2005, 2006, 2007, USO 2007, 2008, FO 2009, AO 2010, AO 2011 currently.