Doctor Faustus repeatedly refers to himself in third person.
One William Shakespeare editor noted that "Hamlet frequently speaks of himself in the third person; which is characteristic of the philosophic man — reflective, thoughtful, given to moralize and speak in the abstract."
Seen in William Shakespeare's play Julius Caesar, where the self-loving and egotistical soon-to-be dictator Julius Caesar keeps on referring to himself in the third person. After assassinating Caesar, Brutus begins to do so as well on occasion, although not nearly as consistently as Caesar did. This probably derives from Real Life, as the real Caesar did this in his writing.
More or less the central gimmick of Samuel Beckett's Not I, a monologue in which the central character desperately denies that the person whose tormented life she is describing is really herself. Maybe...