@TomNice,
That would probably be Peter Sellers in
Dr. Strangelove. He played the title role, he played Group Commander Mandrake and he played President Muffley. He was also originally cast as Major "King" Kong, but was replaced by Slim Pickens.
Personally, i don't think you should be throwing out more questions until all the others have been answered, even if you have to supply the answers. For example, i'd like to know what actress you say has three family names. I can think of several with three names, but only two family names--such as Jamie Lee Curtis (sort of--he father was Tony Curtis, and her mother was Janet Leigh), or Helena Bonham Carter.