Angela Bassett
Lawrence Fishboune
Morgan Freeman
Richard Gere
Donald Sutherland
Who is the best actor/actress never to receive an Oscar?
Harrison Ford
Sigourney Weaver
Albert Finney
Liam Neeson
Glenn Close
In addition to the names Rooster mentioned:
Joaquin Phoenix, Johnny Depp, Gary Oldman and felicity huffman (she deserved the oscar the year Reese Witherspoon won)
Joseph Cotten has to be right up there with the greats but my personal choice would be Bruce Dern who received a couple of nominations for Best Supporting Actor, but no awards. He is remarkably versatile.