STOCKHOLM—Nathan Chen already has established himself as one of America’s greatest figure skaters. His performance Saturday lifted him into the company of history’s best worldwide. In becoming the first American since Scott Hamilton to win a third consecutive World Figure Skating Championships men’s title, the 21-year-old Chen also outskated two-time Olympic champion Yuzuru Hanyu of Japan. And Chen believes he has been—and can be—even better. “I wouldn’t say this is my best free program ever,” he said. “But it’s one I will definitely remember forever and cherish, being able to skate like that and skate this piece here at worlds.” Russia completed its medals run when Victoria Sinitsina and Nikita Katsalapov took the ice dance gold. Anna Shcherbakova won the women’s competition, and Anastasia Mishina and Aleksandr Galliamov earned pairs gold. Chen was dynamic in easily surpassing short program winner Hanyu and stamp himself as the man to beat at …