The Danza (but very easy to mistake for As Himself): John Malkovich as John Malkovich. The former has said the latter bears "only the faintest resemblance" to himself. Among other differences, his middle name is changed (from Gavin to Horatio), he really had never been in "that jewel thief movie" at the time, and he doesn't live in New York.
Defictionalization. A lot of people in the film compliment John Malkovich for his role as a jewel thief. However, as the character repeatedly pointed out, he'd never played a jewel thief by 1999. In 2003, he played a jewel thief in Johnny English.
Hey, It's That Guy!: John Malkovich, better known as Cyrus in Con Air. Also in-universe, everybody recognizes him from various movies they can't name, some of which he was never in.
Octavia Spencer as the woman in the elevator who shows Craig how the 7 1/2 floor works.
Jossed. Spike Jonze made it up - it was actually John Cusack's writing partner who threw the can, and it was Jonze's idea to do it in the first place.
What Could Have Been: If the movie itself made you raise an eyebrow or three, check out the original version of the script. Your head could conceivably explode trying to fathom it ever working on screen. And the movie had Malkovichworld, so that's saying something. Additionally, had Malkovich turned down the role, the film would most likely have been titled Being Steve Buscemi.
Specifically, the original script involves Craig cross-dressing in various female puppeteering jobs, the Great Mantini challenging Malkovich to a dramatic acting duel, Lester leading a Satanic cult bent on using Malkovich to take over the world (and succeeding), and Lotte marrying the chimp.
Charlie Kaufman said that at least one studio offered to fund the movie had he changed it to Being Tom Cruise. Might cross over into Hilarious in Hindsight, if one considers Cruise's behavior from around 2005-2008.