Most of the ones that I can think of have been mentioned already. SocScrim mentioned Nicolas Cage in Fast Times, but did not say that he's listed as Nicolas Coppola in the credits.
A few days back, I mentioned Mischa Barton of The O.C. as the girl in the tent in Sixth Sense.
George Clooney was a jerk boss in a few episodes of Roseanne.
People in Woody Allen movies have been mentioned a few times--seems like he's really good at this. Interestingly, mostly for guys from the Sopranos. If you look up a lot of the major characters from the Sopranos--most of the guys from Tony's crew--you'll notice that they've had bit parts as mobsters or tough guys in Woody Allen movies (Tony Sirico, Paulie Walnuts, has been in five of Woody's movies!).
Another Sopranos one--Michael Imperioli, Christopher, was Spider in Goodfellas...the guy that Joe Pesci shoots in the foot.
Paulie walnuts was also in goodfella's in the late fifties section. Phil leotardo is the guy that gets kicked/stabbed to death, jennifer melfi is harry hill's wife, and larry barese is man whose restaurant Paulie busts out.
Not really a secret there. Big Pussy is also a guy pushing a coatrack. And Karen Hill/Lorainne Bracco's mom in Goodfellas is also Carmella's mom on the Sopranos.
John Ratzenberger, aka Cliff Clavin, was in Empire Strikes Back.
I think I've mentioned this before, but Trini from the original 3-2-1 Contact and Ricardo from 3-2-1 Contact's Bloodhound Gang segments were both in The Warriors.
As I am cutting and pasting large parts of Wikipedia today, this Roger Corman entry is timely and relevant
A number of noted film directors have worked with Corman, including Francis Ford Coppola, Martin Scorsese, Ron Howard, Peter Bogdanovich, Jonathan Demme, Donald G. Jackson, Gale Anne Hurd, Carl Colpaert, Joe Dante, James Cameron, John Sayles, Monte Hellman, Paul Barter, George Armitage, Jonathan Kaplan, and Jack Hill. Many have said that Corman's influence taught them some of the ins and outs of filmmaking. In the extras for the DVD of The Terminator, director James Cameron refers to his work for Corman as, "I trained at the Roger Corman Film School." The British director Nicolas Roeg served as the cinematographer on The Masque of the Red Death.
Actors who obtained their career breaks working for Corman include Jack Nicholson, Peter Fonda, Bruce Dern, Michael McDonald, Dennis Hopper, Talia Shire, and Robert De Niro.