Don Cheadle in Devil in a Blue Dress.
Good one.
“Is there anything that looks like a rudimentary lathe?” 
My fave line in that movie.
A close second on this would be Tony Shalhoub. “That was a helluva thing.”
Emily Blunt in the* Devil Wears Prada*
Which immediately made me think of Kramer entering a room in “Seinfeld.”
I read once Tim Burton’s Beetlejuice was supposed to be far darker than it turned out to be, Michael Keaton so owned his role it changed the dialogue of his character and the mood of the movie.
Already mentioned, but Robert Carlyle’s Begbie in Trainspotting was the first thing I thought of when I saw this thread.
Next would be the great Sterling Hayden; three performances that come to mind would be his turns as Gen. Jack D. Ripper in Dr. Strangelove; as a violent, alcoholic writer in The Long Goodbye and as the corrupt police chief in The Godfather.
Mentioning Dr. Strangelove gets me thinking about the amazing, unexpected screen presence of Slim Pickens, seemingly only needing to show up to own a flick. A classic example, in my mind, is how he shows up at the very end of Peckinpah’s The Getaway and more or less runs away with the last ten minutes of the movie.
And leads on to thinking that one of the archetypal screen muggings of all time would be De Niro’s Johnny Boy in Mean Streets.
Judi Dench as M repeatedly yanks the rug out from under both Pierce Brosnan and Daniel Craig in several of the James Bond flicks. One of the most inspired bits of casting ever, IMO.
A large number of French, German and British actors, most relatively unknown to American audiences shine in smallish parts in John Frankenheimer’s 1964 The Train. Perhaps the best are Michel Simon as the cranky, mountainous train driver Papa Boule, and Wolfgang Priess as a pragmatic Wehrmacht engineer trying against long odds to keep the the trainload of stolen French art on the rails. The whole film is something of an acting masterclass.
OK, that’s enough for now.
Someone mentioned animated movies… Does The Adventures of TinTin count? If so, Snowy, TinTin’s dog, stole quite a few scenes.
Michael Shannon in Before the Devil Knows You’re Dead
I’ll go with:
James Cromwell in “LA Confidential”.
Geoffrey Rush in “Elizabeth”.
The guy who plays the mutant Benny in the original “Total Recall”.
John Candy in “Splash”.
Simon Callow in “Four Weddings And A Funeral”.
John Hurt in “I, Claudius”.
Lou Gossett Jr. in “Roots”.
Vincent Gallo in “The Funeral”.
Lawrence Fishburne in “King Of New York”.
Samuel Jackson in “Jungle Fever”.
This.
Anthony Hopkins 16 minutes (!) as Hannibal Lecter in Silence of the Lambs won an Oscar and created a legend. He was not a major character in the book.
I pick Salma Hayek in From Dusk Til Dawn. I can barely remember the rest of the film, and I’m not even sure if she had any dialogue; I’d never heard of her before, and by rights she should have ended up as one of those anoymous women who appear as strippers in the background of 1980s cop movies. But she had screen presence and a fantastic outfit and also I think she kills Quentin Tarantino, doesn’t she? Always a good thing.
Classic example from MST3K is Dablone from Escape 2000, one of those cheap “future Bronx nightmare” films from Italy. The lead actors were all comatose, and suddenly this chap comes along who seems to be channeling Brian Blessed from Flash Gordon. Fast-forward to 07:40:
Marisa Tomei in My Cousin Vinny. She could have been a caricature, but she played it so earnestly and so sincere and so spot on that she stole the show.
Bill Murray in Zombieland, of course.