I've not had any such characters in any D&D game I've run. I did have a few in a Shadowrun game I ran, but they were not celebrities except in the strange sense - one was the "Crazed Squatter" who showed up repeatedly in the news over many many months both real and game time before they had a chance encounter with him - he first showed up in the news in a department store, dressed in a trenchcoat, shouting "there can be only one" while chopping off the heads of mannequins with a katana.
He was later joined by the "Dockside Apparation" - a glowing, floating monstrosity that came up out of the water onto the docks - though this one was not planned. He was a PC - one player was inspired to make a bounty-hunter type character with a jetpack, funky armor (think Boba Fett), and various weapons. A session involved going into this underwater facility off the docks - suffice it to say, he ended up as a radioactive zombie due to various misfortunes, the final one being a rather large explosive device he dropped down into a confined space which I believe he ended up falling into. (Details are sketchy now...)
So after that, the "Docside Apparation" was sometimes seen in the news (once he even sparred with the "Crazed Squatter"
The last one was a Rigger named "Murdoch" - think the A-Team - crazy pilot. Even more crazy because he was a Sasquatch, one who could talk (which no one caught on as unusual for a long time) - but he only showed up when they called him. Usually when they were in trouble and needed an airlift out. The problem was, he would come no matter what he was doing, even if he was in the middle of another run. This often meant that when he showed up, he'd have various miscellanous things on his tail, like for instance a helicopter gunship, shooting at him. It generally got worse over time, so the players only called him sparingly. I think the last straw was when they called him and he was chased by a squadron of high-tech jet fighters and a half dozen helicopter gunships. Most of the PCs decided to opt out of a ride there, though the two that went along almost died in a rather spectacular fashion involving jumping out of Murdoch's helicopter into an adjacent skyrise while going at 100mph, shooting automatic weapons in front of them to break the glass and get inside while at the same time several heatseeking missiles were slamming into Murdoch's helicopter, blowing it up in a huge fireball right behind them as they jumped. Or maybe they did die. I forget now.
