
Robert Blake
Lost Highway
As with the knowledge that a good portion of the crew on Eraserhead died under strange circumstances, knowing that Robert Blake very likely killed his wife makes his already scary cameo even creepier in retrospect. Seeing video footage of him at his home during his trial, wearing a GPS ankle-bracelet and singing demented folk songs about 'not killing his wife', confirmed that Lynch cast the right lunatic for the role.
The former star of Baretta made several such vilainous cameos in the early 90s including Money Train ("I'll fuck you dead!") — but nothing beats his delivery of the line "We've met before. . . ." and that vampiric laugh.