Just watched the last half-hour of In Cold Blood and Capote does not appear.
Carson Daley plays himself in Joe Dirt
He helps Joe find his parents via call-in
Since it would be the time to mention her, Katharine Hepure played an uptight socialite turned rather wooden and limited actress in Stage Door, at a time when she was widely percived to be an uptight socialite turned rather wooden and limited actress.
(No, I’m not maligning the dead - she turned out to be none of those things 
:()
Larry King has been Larry King in several movies. Not sure I would refer to his bits as “acting” though.
Wasn’t Richard Dawson (from The Family Feud) the game-show host in The Running Man?
Film director Rob Reiner played film director Marti di Bergi in This Is Spinal Tap.
Larry David plays himself in curb your enthusiasm. The episode I say last night had a guy at a party asking him if he got residuals for Seinfeld.
Tom Cruise tends to play good looking young men of no particular talent or intellectual merit.
Mark Wahlberg has played several inner city kid/drug users and in real life he was a drug using inner city kid.
I can’t belive nobody has mentioned SUNSET BLVD. It featured Gloria Swanson as a faded and forgotten silent screen superstar and Erich von Stroheim as a formerly brilliant silent film director turned toady.*
Dana Plato played a former child star in love with her black co-star in a soft core porn film entitled Different Strokes.
Ellen Degeneres played a lesbian named Ellen.
Eddie Izzard played a glam afficianado in VELVET GOLDMINE.
Tammy Faye Bakker had a hilarious cameo as Mimi’s make-up crazed mother on the Drew Carey Show (her entry line: “Oh me, if I’d have known you were coming I’d have thrown on my face…”)
Roseanne Barr Arnold Etc. played a megalomaniacal acid tongued half-Jewish housewife on ROSEANNE, a character closely modelled after her real life persona prior to standup.
Brett Butler played a displaced Alabamian recovering from alcoholism and an abusive marriage in GRACE UNDER FIRE (a series that started well then tanked when it became too morbidly serious).
(Differences: In real life, Gloria was nowhere near as out-of-touch or as rich as Norma [in fact she did the movie for the $50,000 paycheck] and von Stroheim’s career ended because he was impossible to work with and tended to go disastrously over-budget; people who worked on SUNSET said that he drove them nuts by constantly trying to rewrite scenes [among other things he wanted one in which Max washes Norma’s underwear], giving director’s pointers, and waiting until the day that Max is supposed to drive Norma to Paramount to mention the fact that he couldn’t drive [the Isotta Fraschini was pulled by a truck].)