I seem to recall Howard Cosell playing himself at last a couple of times on The Odd Couple, too. in story lines involving Oscar’s job as a sportswriter.
Back in the early days of MTV, one of the original veejays, Martha Quinn, played herself in a cameo on ER. She had to come into the emergency room for some ailment or other, and she was brought in via her personal chauffeur-driven limousine and carried herself like Queen Elizabeth.
Lots of celebrities played themselves in Silent Movie (1976).
Cosell also played himself in Woody Allen’s Bananas. The final scene is fun to watch him – evidently Woody was ad libbing, and Howard keeps losing it, ducking his head down so his arm disguised the fact he was laughing.
Bing Crosby played a fictionalized version of himself as a cameo in My Favorite Brunette.
Bill Cosby played himself in the live-action Fat Albert movie. In addition, Cosby’s brother Russell and Cosby’s other surviving friends upon whom the Fat Albert characters were based, made cameo appearances at the end of the movie.
Frank Sinatra in Cannonball Run II.
Ed Koch in a whole lot of stuff. Check out his imdb page. Most professional actors would give their eyeteeth for a resume that long!
“Is Wayne Brady gonna have to choke a bitch?”
Stephen Hawking appeared as a holodeck version of himself playing poker with Newton, Einstein and Data on ST: TNG.
Larry Thomas (the Soup Nazi) played himself on Scrubs once, and wouldn’t admit it was him. JD knew it was him and finally tricked him into saying “No soup for you!” There was also an episode where everybody thought the Janitor had appeared in The Fugitive. That would have meant that Neil Flynn was playing himself as a janitor.
Tori Amos played a version of herself in So NoTORIous which was actually a pretty funny show.
That wasn’t AHP, that was Columbo.
That should be Tori SPELLING obviously. I’m apparently dumb today.
Seth Green on Entourage plays a hyper-douchebaggy version of himself.
Not to mention Charlie Sheen in the same film.
Mayor Adam West in Family Guy is voiced by Adam West.
Lots of celebrities played themselves over the years on the old Lucille Ball shows. I can remember Milton Berle and Bob Crane off the top of my head.
Another: Peter Falk plays Peter Falk, former Columbo star in Wings of Desire/Der Himmel über Berlin. Except that he became an actor after he stopped being an angel.
Arnold in The Last Action Hero?
Fred Astaire in Royal Wedding is part of a brother and sister dance act that breaks up because the sister marries a European aristocrat. Just like Fred and his sister.
That was a wonderful part, one of the best examples of this type of thing:
Dr. Michael Hfuhruhurr: You. You’re the elevator killer. Merv Griffin.
Merv Griffin: Yeah.
Dr. Michael Hfuhruhurr: Why?
Merv Griffin: I don’t know. I’ve always just loved to kill. I really enjoyed it. But then I got famous, and - it’s just too hard for me. And so many witnesses. I mean, everybody recognized me. I couldn’t even lurk anymore. I’d hear, “Who’s that lurking over there? Isn’t that Merv Griffin?” So I came to Europe to kill. And it’s really worked out very well for me.
Missed the edit window:
And a Christmas obsessed version of himself in an episode of Just Shoot Me. Recurring character Kevin (Brian Posehn) was retconned into being his cousin.
He was also in some recent comedy the name of which escapes me at the moment. Maybe it’s called I Love You Man? Anyway, in the commercials he chokes out one of the main characters who’s barely able to spit out “HE’S SO STRONG!”
Billy Gibbons of ZZ Top occasionally plays himself (as Angela’s dad) on Bones. And bandmate Dusty Hill turned out to be Hank (King of the) Hill’s cousin.
Pro wrestler Vader played himself as one of the character’s dads on Boy Meets World.
There’ve been a lot of these on the Simpsons, but the one where Homer hangs out with Alec Baldwin, Kim Basinger, and Ron Howard stands out to me.