Aside from the usual rappers:
I've heard that D.L. Hughly ran with Bloods when he was younger.
I know there's more. I just can't think of any.
I do know that many Italian actors from the East Coast were investigated by the FBI years back for actually kicking up money to made Cosa Nostra. Burt Young (Paulie from Rocky), Joe Pesci, and David Proval (Richie Aprile- The Sopranos) were apparantly connected in that way. My guess is that they were just kicking up money so these mob capos could get them whatever ins they could into the film industry, which mob guys have PLENTY, as opposed to being for protection of any kind.
Also, it is pretty well known today that James Caan (Misery, The Program, SONNY from THE GODFATHER) was friends with Carlo Gambino, the former boss of the Gambino Family.
Oh, almost forgot, the old dude on Resevoir Dogs (seen my avatar? lol), " Mr. Blue", played by Edward Bunker. Bunker was good friends with Joe "Pegleg" Morgan. They did time together. Bunker, along with acting, has also worked as a consultant on MANY films; teaching actors how to act more like realistic convicts and parolees. "Heat" was one of these films, where he actually coached DeNiro on how California convicts generally behave.
That's all I can think of for now.