I can't believe nobody's mentioned Humphrey Bogart or Henry Fonda. Both fantastic in whatever they're in.
EDIT: I just saw Fonda mentioned.
Other greats: Philip Seymour Hoffman, Buster Keaton, Clint Eastwood, Heath Ledger, Christian Bale, Brad Pitt, Daniel Day-Lewis, Leo DiCaprio, Michael Caine, Jimmy Stewart.