In The Color Purple, Margaret Avery played Shug Avery
In The Pretender, Andrea Parker played Catherine Elaine Parker.
In Chaplin, Geraldine Chaplin played Hannah Chaplin (her own real-life grandmother).
No counting people playing themselves.
What else?
Technically this was a two-fer, as she played the main villain (Miss Parker) and also her mother (named above).
I suppose in a weird sort of way Redd Foxx did in Sanford and Son. Foxx’s real name was Sanford after all. I always assumed that he requested that the character be named Sanford as something of a joke, but about a year ago, someone told me that the character name came with the show. I have never checked it out though.
In the old days, in the silents and early talkies the characters used to use their own name regularly, Remember Elmo of the Jungle staring Elmo Lincoln. And Harry Houdini played detective Harry Houdini in a silent cliff hanger if I remember correctly. I seem to remember Buster Keaton referred to as “Buster” and “Mr. Keaton” in some of his silents. In both Keaton and Abbot and Costello’s television shows they kept their own names but cavorted around in their characters. that could be said of Roy Rogers and his minions also.
I guess you could argue they were playing themselves, but not really, I mean how many times did “the real” Roy Rogers chase guys over the range firing six shooters.
I seem to remember a couple of Rex Allen “B” Westerns where he played “Rex Allen”.
In Heaven’s Gate, Jeff Bridges plays John L. Bridges.
Jason Scott Lee portrayed Bruce Lee (no relation) in **Dragon: The Bruce Lee Story.
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John Malkovitch played John Horatio Malkovitch in Being John Malkovitch. His middle name is not Horatio.
Eric Bana played Bruce Banner, which is close.
But apart from that, wasn’t he playing himself?
I don’t think so - it was more like a grotesque caricature of himself.
One more: Diane Keaton – real name Diane Hall – played Annie Hall.
Slight hijack: For the movie “John & Yoko: A Love Story” an actor named Mark Lyndsey was set to play John Lennon. He was let go after it was revealed his full name was Mark Lyndsey Chapman, Lennon having been murdered by Mark David Chapman.
I personally would have cast him as the killer.
There’s probably no truth to it, but I heard that the character named Johnny in The Wild One was really named Ralph Brando.
The British series that it was based on was called “Steptoe and Son”, so they came up with the name for the American version. Whether they came up with the name before or after they cast Redd Foxx, I don’t know.
Fred G. Sanford was the name of Redd Foxx’s brother, and the name doesn’t appear anywhere in Steptoe… 's credits. I’d say the name came after.
Do cartoons count? There’s a character named Bill Dautreive (spelling?) on King of the Hill, which has a Dautrieve in the credits.
Daughtrieve? Dautreve? Hmmm…
The character Bill Dauterive is voiced by actor Stephen Root.
Especially with Bana’s aussie accent.
John Wayne played Lt. Tom Wayne in The Three Musketeers (1933)
Tommy Lee Jones played Samuel Jones in The Missing
Will Smith played Will Smith (not himself) in The Fresh Prince of Bel Air
Maggie Smith played Patty Terwilliger Smith in Hot Millions
Didn’t Cary Grant sign (or pretend to) in at a hotel or something like that as Archie Leach (his real name) one time?
Bud Abbott and Lou Costello frequenmtly played characters with their own first names, but in their first (One Night in the Tropics) and last ([Abbott and Costello Meet the Mummy**) films for Universal they played characters named “Abbott” and Costello".
(Actually, their characters in A&CMtM were supposed to be Peter Patterson and Freddy Franklin, but they called each other “Abbott” and “Costello” throughout.) Lou Costello really was from Paterson, N.J., but the part of “Patterson” was played by Bud Abbott.
Karl Malden’s real name was Mladen Sekulovich. according to the SDMB:
Looking over his credits, I find that he played Marko Sekulovic in 1982’s Twilight Time
Dunno about that, but in His Girl Friday Grant’s character talked about a scoundrel he’d once known named Archie Leach.
Not to seem pedantic, but it’s Malkovich (no T).