At this Olympics, there're some mixed events. A few relays--track and field and swimming--with two men and two women. They worked out well.
And I think at least some of the firearms events feature both sexes. And of course the equestrian events have always had both male and female riders and horses.
Here are more, in a report from the Tokyo Games in 2020:
Tokyo 2020 is hosting 18 mixed-gender events in archery, athletics, badminton, equestrian, judo, sailing, shooting, swimming, table tennis, tennis and triathlon.
Additionally, four International Federations (IFs) have moved to gender-balanced events for the first time (canoe, rowing, shooting and weightlifting).