When? Quite a few have,
Patsy Dougherty 07-29-1903
Tris Speaker 06-09-1912
Roy Carlyle 07-21-1925
Moose Solters 08-19-1934
Joe Cronin 08-02-1940
Leon Culberson 07-03-1943
Bobby Doerr 05-17-1944
Bob Johnson 07-06-1944
Ted Williams 07-21-1946
Bobby Doerr 05-13-1947
Lou Clinton 07-13-1962
Carl Yastrzemski 05-14-1965
Bob Watson 09-15-1979
Fred Lynn 05-13-1980
Dwight Evans 06-28-1984
Rich Gedman 09-18-1985
Mike Greenwell 09-14-1988
Scott Cooper 04-12-1994
John Valentin 06-06-1996

Are you looking for the last Red Sox player to do it? That would be John Valentin, on June 6, 1996.

It least most of hall of Famers Like Williams Yaztermski and Doerr have hit for the Cycle at least once, Likely it won't happen.