Several famous musicians have made albums on which they played all (or most) of the instruments.
Stevie Wonder and Paul McCartney have both done this at one time or another.
Don Henley was the drummer of the Eagles, but he mostly plays guitar or keyboards in his live solo concerts.
Wikipedia says John Fogerty plays guitar, bass, drums, percussion, dobro, harmonica, keyboards, saxophone. IIRC, he took forever between albums largely because, as a total control freak, he wanted to play all the instruments himself. Which meant that first he had to learn all the instruments. But that could just be music press BS.
Also played harmonica, but stopped doing it fairly early on. Too bad.
Zach Condon, who formerly was the entirety of the band Beirut, played all the instruments on his albums before adding more people to the band. Wikipedia says he plays banjo and trumpet, though I think he may also play drums.
Except for the drums and perhaps bass, I think he already played all those instruments on Creedence albums. (And it’s really splitting hairs to consider dobro a separate instrument from guitar.)
I’ve seen him in concert several times and a couple of times when they introduced the band he went around and took their instrument and played it while they bowed and mugged for the crowd. He played each one like it was nothing. Drums, bass, guitar, horns, keyboards, …
Also in jazz, Eric Dolphy was a virtuoso on alto sax, bass clarinet, and flute; Ira Sullivan plays trumpet and sax; many tenor sax players double on soprano sax and many trumpters on fluegelhorn. Trombonist Steve Turre also plays conch shells.