Can actors be affected in real life by the types of role they play? If, for example, they had frequent roles as thieves, or heroes, or deadbeats, would it change their self-image?

interesting question i was watching the movie the shining the other day and was admiring how Jack nicholson played his character and his ability to always portray a dark psychotic individuel and then i realised maybe hes just has some similier characteristics to his roles

Dozy, here is one instance I know for sure, about your Q:

When I was quite young and it was 1965, and oh my the film of our heartbeats was DR. ZHIVAGO, starring Omar Sharif in the title role, loved as he was by the beautiful Julie Christie.

Well it impressed me so much because I still remember: Omar Sharif's housekeeper said that during the filming of this movie, Omar was a changed man and so much more gallant and noble, she said he took on the qualities of the hero there!

It's called Method acting, where an actor get's into character and stays in character.  Nicholas Cage was said to do this in Ghost Rider, he even painted is face even though in the movie his character is all special effects. He said he reads a book called Way of the Actor, and this sometimes includes wearing masks and a form of shamanism.

"It occurred to me, because I was doing a character as far out of our reference point as the spirit of vengeance, I could use these techniques. I would paint my face with black and white make up to look like a Afro-Caribbean icon called Baron Samedi, or an Afro-New Orleans icon who is also called Baron Saturday. He is a spirit of death but he loves children; he's very lustful, so he's a conflict in forces. And I would put black contact lenses in my eyes so that you could see no white and no pupil, so I would look more like a skull or a white shark on attack."On my costume, my leather jacket, I would sew in ancient, thousands-of-years-old Egyptian relics, and gather bits of tourmaline and onyx and would stuff them in my pockets to gather these energies together and shock my imagination into believing that I was augmented in some way by them, or in contact with ancient ghosts. I would walk on the set looking like this, loaded with all these magical trinkets, and I wouldn't say a word to my co-stars or crew or directors. I saw the fear in their eyes, and it was like oxygen to a forest fire, I believed I was the Ghost Rider."

https://en.wikipedia.org/wiki/Baron_Samedi

Health Ledger was another to stay in character during his performance of the Joker. He spent a month locked up in a hotel and wrote a diary as the Joker.

http://www.dailymail.co.uk/tvshowbiz/article-2334159/Inside-Heath-Ledgers-private-diary-Batman-stars-heartbroken-father-shares-personal-notes-dark-Joker-role.html

He did report to the New York times that as the Joker he only managed to sleep two hours a night.

Jack Nicholson has also done the same, in fact Shirley Maclaine said that two voices came out of Jack when she was acting with him, and he replied "I am many different people." She replied "No you was channelling."

Robert Williams said “Yeah! Literally, it’s like possession ‑ all of a sudden you’re in, and because it’s in front of a live audience, you just get this energy that just starts going…But there’s also that thing ‑ it is possession. In the old days you’d be burned for it…But there is something empowering about it. I mean, it is a place where you are totally ‑ it is Dr. Jekyll and Mr. Hyde, where you really can become this other force. Maybe that’s why I don’t need to play evil characters [in movies], ’cause sometimes onstage you can cross that line and come back. Clubs are a weird kind of petri dish environment. I mean, that’s where people can get as dark as they can in comedy ‑ in the name of comedy, be talking about outrageous stuff and somehow come out the other side. I mean, that’s one place where you really want to push it."

Johnny Depp actually chooses not to watch the end product of his films because he doesn't relate himself to that character, maybe that's the best way to go.

So there must be some depersonalisation in it, or whether taking on a character gives you a freedom you wouldn't normally convey. The same as masked balls allows people to behave in a manner in which they wouldn't normally act.

Socates and Plato believed in daimons as inner spirit guides, and was said to use them as inspiration for their works, although the idea was very different to the Christian interpretation.