Before he was troubled, post-apocalyptic alcoholic Bob, Lawrence Gilliard, Jr. played ill-fated drug kingpin D'Angelo Barksdale on the first season of HBO's The Wire.
2. Jeffrey DeMunn - The Shawshank Redemption
Jeffrey DeMunn, also an accomplished character actor, appeared in lots of neat things before playing Dale Horvath on The Walking Dead. Here's a picture of DeMunn playing the prosecuting attorney in the opening scenes of The Shawshank Redemption (a movie which, incidentally, was directed by The Walking Dead show creator, Frank Darabont).
3. Alexandra Breckenridge - American Horror Story
Before she was Jessie, Alexandra Breckenridge played the young version of maid Moira O'Hara in the first season of American Horror Story: Murder House. She has appeared in other seasons of AHS.
4. Andrew Lincoln - Love Actually
Before he led the zombie resistance as Rick, Andrew Lincoln played a sensitive dude in love with his best friend's wife in Love Actually.
5. Emily Kinney - The Good Wife
Before she played Beth, Emily Kinney appeared on The Good Wife as the sister of a famous pop star accused of attempted murder.