Lieutenant Colonel Bill Kilgore from Apocalypse Now. He has that aura around him that seems like he will come out of the war without a scratch. And he surfs! The Redux, however, subverts his aura of invincibility after the main characters steal his surfboard and he's reduced to sending out pre-taped messages begging for it back.
The Great Leslie from The Great Race is this, causing his less-than-perfect archrival to cry out, "Your hair is always perfect, your clothes are always white!" at him. Leslie is one-half parody of this trope. Since The Ace is already something of a parody, you're really getting 50% more bang for your buck here.
In The Guardian we have Jake Fischer, a champion swimmer who can outperform anyone else in the class, including the instructor, Senior Chief Randall, who held all the records before Fischer arrived.
Sarah Ashburn from The Heat, to the point where the other officers hate her for being so proud.
Nicholas Angel in Hot Fuzz could be a Deconstruction of this. With how good and dedicated he is to his job, he has no room for any other part of his life. His improbably good abilities also get him shunted off to the country because he's making everyone else look bad. This backfires on the Met, because when they want him back he won't go.
Minnesota Fats from The Hustler, unquestioningly recognized by everyone as the best pool player ever.
Elmont from Jack the Giant Slayer is the most brave and capable of the Guardians, and holds Jack in low esteem at first.
John Tucker from John Tucker Must Die. He's awfully handsome, good at sports, rich, and loved by everyone, especially the girls. Even though he's a famous womanizer every single girl still want to be with him. He's so perfect that no attempt to destroy his popularity works and in the end he's still simply awesome.
John Wick: John is basically a Living Legend, everyone that knows him have nothing but respect and fear of him. In the sequel we see him doing one true job (killing a member of the High Table during a public event with a high security level) and only encounter problems after the target is dead.
The diminutive, middle-aged Mr. Miyagi in the original Karate Kid series is an absolutely invincible karate master who never comes close to losing a single fight, in any of the four movies in which he appears, even when he's up against several strong young men who are themselves black belts. Any time someone threatens him, it's a given the character will get his butt whipped before you can say "Banzai!"
Eggsy from Kingsman: The Secret Service was more or less this (badass driver, pretty adept traceur, Royal Marine trainee and high IQ) to begin with and over the course of the movie becomes even more so in several ways. He even successfully impersonated a member of high society, which just three days before would have been, by his own admission, his biggest obstacle as a Kingsman.
In the Leap! trilogy, Shane Turner is a master of parkour, the leader of the crew, and in Rise Of The Beast he is the most knowledgeable about scripture.
Jim Goose dominates the first half of the movie Mad Max. He has a great time even Just Before the Fall.
The Matrix: Neo. Morpheus might be the captain of the ship, but Neo is the star player.
In Our Man Flint, Derek Flint is a ludicrously competent Captain Ersatz of James Bond, with all of the latter's traits turned Up to Eleven. The Government tries to give him a code book? No need, he's designed a better one. They try to get him a plane? He'll fly his own, thanks anyway. Training? He's a master fencer, martial artist, and dancer. He can meditate so deeply that it passes for death, and wake up with no ill effects. He can speak Italian so fluently that it fools natives. He does complicated surgery with a letter opener. He can tell you what city a Bouillabaisse was made in just from tasting it once. The whole movie is like this. And somehow James Coburn makes it awesome instead of annoying.
And speaking of James Bond, the version played by Pierce Brosnan qualifies as well. He has a habit of upstaging people (but usually the villain) at whatever their skillset is. No matter what they can do or how long they've been doing it, Bond will do it better than them with no prep time or practice. At least when it comes to sword fighting, this trope even applies to Brosnan in Real Life, as Toby Stephensnote it's worth noting that Stephens is 16 years Brosnan's junior and has a more muscular build than his older co-star reveals in one of the bonus features on the Die Another Day Blu-Ray.
Stephens: I'm slightly cheesed off with Pierce, who hardly came in, has just picked [the sword fighting] up as we've gone along. I mean, he's brilliant, he's just gone on with it, while I've been practicing it for months!
Kurt Russel's character in Sky High (2005) comes across as this. Gwen seems to be this, too, before the reveal that she's the Big Bad.
Subverted in Spy Kids 3-D: Game Over. An overly heroic super messiah comes at the last minute, gives a rousing speech on how everyone should work together to win the game and singlehandedly bursts through the giant gates. He is instantly shot in the chest and loses all of his 99 lives. Made even funnier by the fact that he's played by Elijah Wood, and instead of having an actual name, he's simply known as "The Guy."
There's a reason You Don't Mess with the Zohan. Everyone is in awe of his skills, he wins a tug of war with six men casually, blocks bullets with his bare hands, and brings a cornerstore barbershop into a business that rivals a corporation with shear zeal and energy. He loses a bit of his mojo with the cultural dissonance when coming to America but quickly regains it.
In the middle section of Sin City, the character of Miho is introduced. She's mysterious and silent, but soon proven to be extremely deadly and efficient in the art of combat. She's a prostitute on top of that, though her skills in that category are never revealed.