Oh man, I haven't exactly been looking forward to this entry...
I don't put a lot of stock into the whole 'celebrity role-player' thing.
I mean, I think it's kind of neat if I learn that an artist, actor, writer, or director whose work I like played RPGs as a kid (or still does), but that's about it. It's neat. Nice to know. That's all.
The one exception* is Robin Williams.
It says 'Favorite RPG playing celebrity', but it does not specify living, or deceased. Sadly, to answer the question in all honesty, I must acknowledge that my choice falls into the latter category.
Between 1988 and 1992, I worked at the Forbidden Planet, one of New York City's prime pop-culture, Sci-Fi/Fantasy, and comic book retail stores. Perhaps the biggest, and most well known at the time. I mainly handled the toy section, eventually being an assistant buyer for import toys, and models, the main buyer for RPGs, and related products (like dice and miniatures), and eventually an assistant manager.
Robin Williams was a regular customer, visiting the store every time he was in New York.
I was a huge fan of his, but reigned in my enthusiasm each, and every visit so as not to make him uncomfortable. Most of the staff did the same, with the exception of one, or two who were just so star struck they couldn't help it I suppose.
Over time, he came to ask for me specifically when he came in. I helped him with a number of products, and sometimes we just talked the way fans talk. We'd discuss a particular Anime, Japanese die-cast robot toy, or what film he was working on, or had just finished.
I'll never forget him coming in just after he finished shooting Hook. He looked terrible. He was visibly tired, almost exhausted, and very thin. He didn't stay long. I didn't ask him about it, but did what I could to make him feel like we (the staff) appreciated him coming by. I think that meant something to him. I could see it on his face.
Then there was the time...
I would come to learn that he had played D&D, and a few other games, and at the time got into an occasional game of Warhammer, and Warhammer 40K.
I have a lot of memories of him from those four years. At least one, or two a year that I can easily recollect. The staff, and I never treated him like a celebrity. We treated him like a person. He repaid the gesture in kind.
My favorite celebrity who gamed? No question. The one, the only, Robin Williams.
Rest in Peace fellow gamer.