I agree with Lichtenhart above: Spielberg played RPG's and maybe still does.
Emilio Estevez (sp?) played D&D.
Jacque Villeneuve (Formula 1 racing driver) plays MtG.
In the UK, Jonathan Ross plays some sort of adventure game. He's been spotted several times at Orc's Nest buying stuff for himself.
Ben Elton played D&D (1E) on TV once. I have a feeling that he played at home. At least one of the jokes in Blackadder seems to have been inspired by the PC he had when he played D&D on telly.
I suspect that Sir Richard Branson plays/played, but I have no hard evidence of it.