I found many of these interesting as I didn't know so many famous celebrities did not keep their name they were born with.
Alan Alda (Alphonso D'Abruzzo)
Albert Brooks (Albert Einstein)
Alice Cooper (Vincent Furnier)
Alice Faye (Ann Leppert)
Angie Dickinson (Angeline Brown)
Ann Miller (Lucille Collier)
Ann Sothern (Harriette Lake)
Anne Bancroft (Anna Maria Italiano)
Anthony Franciosa (Anthony Papaleo)
Arlene Francis (Arlene Kazanjian)
Barbara Eden (Barbara Huffman)
Barbara Hershey (Barbara Herzstine)
Barbara Stanwyck (Ruby Stevens)
Barry Fitzgerald (William Joseph Shields)
Beatrice Arthur (Bernice Frankel)
Bela Lugosi (Bela Ferenc Blasko)
Ben Kingsley (Krishna Banji)
Bernadette Peters (Bernadette Lazzaro)
Bert Parks (Bert Jacobson)
Betty Hutton (Betty Thornberg)
Beverly Sills (Belle Silverman)
Bo Derek (Cathleen Collins)
Bob Dylan (Robert Zimmerman)
Bobby Darin (Walden Waldo Cassotto)
Boris Karloff (William Henry Pratt)
Boy George (George Alan O'Dowd)
Brenda Lee (Brenda Mae Tarpley)
Brigitte Bardot (Camille Javal)
Bruce Lee (Lee Yuen Kam)
Buddy Hackett (Leonard Hacker)
Busby Berkeley (William Berkeley Enos)
Carole King (Carole Klein)
Carole Lombard (Jane Peters)
Cary Grant (Archibald Leach)
Chad Everett (Raymond Cramton)
Chaka Khan (Yvette Stevens)
Charles Bronson (Charles Buchinski)
Cher (Cherilyn Sarkisian)
Cheryl Ladd (Cheryl Stoppelmoor)
Claudette Colbert (Lily Chauchoin)
Clifton Webb (Webb Parmalee Hollenbeck)
Connie Francis (Concetta Franconero)
Connie Stevens (Concetta Ingolia)
Conway Twitty (Harold Lloyd Jenkins)
Crystal Gayle (Brenda Gayle Webb)
Cyd Charisse (Tula Finklea)
Danny Kaye (David Kaminsky)
Danny Thomas (Amos Jacobs)
David Bowie (David Robert Jones)
David Copperfield (David Kotkin)
David Janssen (David Meyer)
David Wayne (Wayne McMeekan)
Dean Martin (Dino Crocetti)
Della Reese (Delloreese Patricia Early)
Demi Moore (Demi Guynes)
Diahann Carroll (Carol Diahann Johnson)
Diana Dors (Diana Fluck)
Diane Keaton (Diane Hall)
Don Johnson (Donald Wayne)
Donna Reed (Donna Belle Mullenger)
Donna Summers (LaDonna Gaines)
Doris Day (Doris von Kappelhoff)
Dorothy Lamour (Mary Kaumeyer)
Douglas Fairbanks (Douglas Ullman)
Eddie Albert (Edward Albert Heimberger)
Edie Adams (Elizabeth Edith Enke)
Edith Piaf (Edith Gassion)
Edward G. Robinson (Emmanuel Goldenberg)
Ellen Burstyn (Edna Gilhooley)
Elton John (Reginald Dwight)
Elvis Costello (Declan Patrick McManus)
Engelbert Humperdinck (Arnold Dorsey)
Ethel Merman (Ethel Zimmerman)
Eve Arden (Eunice Quedens)
Eydie Gorme (Edith Gormezano)
Fanny Brice (Fanny Borach)
Frankie Valli (Frank Castelluccio)
Fred Allen (John Sullivan)
Fred Astaire (Frederick Austerlitz)
Fredric March (Frederick Bickel)
Garry Moore (Thomas Garrison Morfit)
Gene Barry (Eugene Klass)
Gene Wilder (Jerome Silberman)
George Burns (Nathan Birnbaum)
Gig Young (Byron Barr)
Ginger Rogers (Virginia McMath)
Greta Garbo (Greta Gustafsson)
Gypsy Rose Lee (Rose Louise Hovick)
Hal Linden (Harold Lipshitz)
Harry Houdini (Ehrich Weiss)
Harry Morgan (Harry Bratsburg)
Helen Hayes (Helen Brown)
Howard Cosell (Howard Cohen)
Howard Keel (Harold Leek)
Huey Lewis (Hugh Cregg)
Hugh O'Brian (Hugh Krampke)
Jack Benny (Benjamin Kubelsky)
Jack Lord (John Joseph Ryan)
Jack Palance (Walter Palanuik)
James Garner (James Bumgarner)
Jane Alexander (Jane Quigley)
Jane Seymour (Joyce Frankenberg)
Jane Wyman (Sarah Jane Fulks)
Janet Leigh (Jeanette Morrison)
Jayne Mansfield (Vera Jane Palmer)
Jean Arthur (Gladys Greene)
Jean Harlow (Harlean Carpentier)
Jean Stapleton (Jeanne Murray)
Jennifer Jones (Phyllis Isley)
Jerry Lewis (Joseph Levitch)
Joan Crawford (Lucille Le Sueur)
Joan Fontaine (Joan de Havilland)
Joan Rivers (Joan Sandra Molinsky)
Joel Grey (Joe Katz)
Joey Bishop (Joseph Gottlieb)
John Denver (Henry John Deutschendorf Jr.)
John Derek (Derek Harris)
John Ford (Sean O'Fearna)
John Forsythe (John Freund)
John Garfield (Julius Garfinkle)
John Wayne (Marion Morrison)
Joni Mitchell (Roberta Joan Anderson)
Judy Garland (Frances Gumm)
Judy Holliday (Judith Tuvim)
Julie Andrews (Julia Wells)
Karl Malden (Malden Sekulovich)
Kim Hunter (Janet Cole)
Lauren Bacall (Betty Joan Perske)
Laurence Harvey (Larushka Skikne)
Lee Grant (Lyova Rosenthal)
Lee J. Cobb (Leo Jacoby)
Lee Majors (Harvey Lee Yeary 2d)
Leslie Howard (Leslie Stainer)
Lilli Palmer (Lilli Peiser)
Lillian Russell (Helen Leonard)
Lou Costello (Louis Cristillo)
Louis Jourdan (Louis Gendre)
Madonna (Madonna Louise Ciccone)
Maria Callas (Maria Kalogeropoulos)
Marilyn Monroe (Norma Jean Mortenson (later) Baker)
Mario Lanza (Alfredo Cocozza)
Martha Raye (Margaret O'Reed)
Martin Sheen (Ramon Estevez)
Mary Beth Hurt (Mary Supinger)
Mary Pickford (Gladys Smith)
Maureen O'Hara (Maureen Fitzsimmons)
Mel Brooks (Melvin Kaminsky)
Melvyn Douglas (Melvyn Hesselberg)
Meservey Prince (Prince Rogers)
Michael Caine (Maurice Micklewhite)
Michael Connors (Kreker Ohanian)
Michael Crawford (Michael Dumbell-Smith)
Michael Keaton (Michael Douglas)
Michael Landon (Eugene Orowitz)
Michelle Lee (Michelle Dusiak)
Mickey Rooney (Joe Yule Jr.)
Mike Nichols (Michael Igor Peschowsky)
Minnie Pearl (Sarah Ophelia Cannon)
Moe Howard (Moses Horowitz)
Moms Mabley (Loretta Mary Aitken)
Morgan Brittany (Suzanne Cupito)
Morgan Fairchild (Patsy McClenny)
Myrna Loy (Myrna Williams)
Nastassja Kinski (Nastassja Naksyznyski)
Natalie Wood (Natasha Gurdin)
Nelson Tony Randall (Leonard Rosenberg)
Nicolas Cage (Nicholas Coppola)
Omar Sharif (Michael Shalhoub)
Orson Bean (Dallas Burrows)
Pat Benatar (Patricia Andrejewski)
Patsy Cline (Virginia Patterson Hensley)
Patti Page (Clara Ann Fowler)
Paul Muni (Muni Weisenfreund)
Paula Prentiss (Paula Ragusa)
Pee-Wee Herman (Paul Rubenfeld)
Peggy Lee (Norma Egstrom)
Peter Finch (William Mitchell)
Peter Lorre (Laszio Lowenstein)
Peter Marshall (Pierre LaCock)
Phil Silvers (Philip Silversmith)
Phyllis Diller (Phyllis Driver)
Randolph Scott (George Randolph Crane)
Raquel Welch (Raquel Tejada)
Ray Charles (Ray Charles Robinson)
Ray Milland (Reginald Truscott-Jones)
Red Buttons (Aaron Chwatt)
Redd Foxx (John Sanford)
Rex Harrison (Reginald Carey)
Richard Burton (Richard Jenkins)
Ringo Starr (Richard Starkey)
Rita Hayworth (Margarita Cansino)
Rita Moreno (Rosita Alverio)
Robbie Benson (Robert Segal)
Robert Blake (Michael Gubitosi)
Robert Conrad (Conrad Robert Falk)
Robert Preston (Robert Preston)
Robert Taylor (Spangler Arlington Brugh)
Rock Hudson (Roy Scherer Jr. (later Fitzgerald))
Rodney Dangerfield (Jacob Cohen)
Ron Ely (Ronald Pierce)
Ron Moody (Ronald Moodnick)
Roy Rogers (Leonard Slye)
Rudolph Valentino (Rudolpho D'Antonguolla)
Sandra Dee (Alexandra Zuck)
Sheena Easton (Sheena Shirley Orr)
Shelly Winters (Shirley Schrift)
Sheree North (Dawn Bethel)
Shirley MacLaine (Shirley Beaty)
Slim Pickens (Louis Lindley)
Sophia Loren (Sophia Scicoloni)
Sophie Tucker (Sophia Kalish)
Soupy Sales (Milton Hines)
Stan Laurel (Arthur Jefferson)
Stephanie Powers (Stefania Federkiewcz)
Stepin Fetchit (Lincoln Perry)
Steve Lawrence (Sidney Leibowitz)
Stevie Wonder (Stevland Morris)
Stewart Granger (James Stewart)
Sting (Gordon Sumner)
Susan Hayward (Edythe Marriner)
Susan Sarandon (Susan Tomaling)
Susan St. James (Susan Miller)
Suzanne Somers (Suzanne Mahoney)
Talia Shire (Talia Coppola)
Ted Knight (Tadeus Wladyslaw Konopka)
Tina Turner (Annie Mae Bullock)
Tom Cruise (Thomas Mopother)
Tom Ewell (S. Yewell Tompkins)
Tom Jones (Thomas Woodward)
Tony Bennett (Anthony Benedetto)
Tony Curtis (Bernard Schwartz)
Veronica Lake (Constance Ockleman)
Vic Damone (Vito Farinola)
Victor Borge (Borge Rosenbaum)
Vikki Carr (Florencia Casillas)
Vincent Gardenia (Vincent Scognamiglio)
Vivien Leigh (Vivien Hartley)
W.C. Fields (William Claude Dukenfield)
William Holden (William Beedle)
Woody Allen (Allen Konigsberg)
Yves Montand (Ivo Levi)
Yvonne De Carlo (Peggy Middleton)
Alan Alda (Alphonso D'Abruzzo)
Albert Brooks (Albert Einstein)
Alice Cooper (Vincent Furnier)
Alice Faye (Ann Leppert)
Angie Dickinson (Angeline Brown)
Ann Miller (Lucille Collier)
Ann Sothern (Harriette Lake)
Anne Bancroft (Anna Maria Italiano)
Anthony Franciosa (Anthony Papaleo)
Arlene Francis (Arlene Kazanjian)
Barbara Eden (Barbara Huffman)
Barbara Hershey (Barbara Herzstine)
Barbara Stanwyck (Ruby Stevens)
Barry Fitzgerald (William Joseph Shields)
Beatrice Arthur (Bernice Frankel)
Bela Lugosi (Bela Ferenc Blasko)
Ben Kingsley (Krishna Banji)
Bernadette Peters (Bernadette Lazzaro)
Bert Parks (Bert Jacobson)
Betty Hutton (Betty Thornberg)
Beverly Sills (Belle Silverman)
Bo Derek (Cathleen Collins)
Bob Dylan (Robert Zimmerman)
Bobby Darin (Walden Waldo Cassotto)
Boris Karloff (William Henry Pratt)
Boy George (George Alan O'Dowd)
Brenda Lee (Brenda Mae Tarpley)
Brigitte Bardot (Camille Javal)
Bruce Lee (Lee Yuen Kam)
Buddy Hackett (Leonard Hacker)
Busby Berkeley (William Berkeley Enos)
Carole King (Carole Klein)
Carole Lombard (Jane Peters)
Cary Grant (Archibald Leach)
Chad Everett (Raymond Cramton)
Chaka Khan (Yvette Stevens)
Charles Bronson (Charles Buchinski)
Cher (Cherilyn Sarkisian)
Cheryl Ladd (Cheryl Stoppelmoor)
Claudette Colbert (Lily Chauchoin)
Clifton Webb (Webb Parmalee Hollenbeck)
Connie Francis (Concetta Franconero)
Connie Stevens (Concetta Ingolia)
Conway Twitty (Harold Lloyd Jenkins)
Crystal Gayle (Brenda Gayle Webb)
Cyd Charisse (Tula Finklea)
Danny Kaye (David Kaminsky)
Danny Thomas (Amos Jacobs)
David Bowie (David Robert Jones)
David Copperfield (David Kotkin)
David Janssen (David Meyer)
David Wayne (Wayne McMeekan)
Dean Martin (Dino Crocetti)
Della Reese (Delloreese Patricia Early)
Demi Moore (Demi Guynes)
Diahann Carroll (Carol Diahann Johnson)
Diana Dors (Diana Fluck)
Diane Keaton (Diane Hall)
Don Johnson (Donald Wayne)
Donna Reed (Donna Belle Mullenger)
Donna Summers (LaDonna Gaines)
Doris Day (Doris von Kappelhoff)
Dorothy Lamour (Mary Kaumeyer)
Douglas Fairbanks (Douglas Ullman)
Eddie Albert (Edward Albert Heimberger)
Edie Adams (Elizabeth Edith Enke)
Edith Piaf (Edith Gassion)
Edward G. Robinson (Emmanuel Goldenberg)
Ellen Burstyn (Edna Gilhooley)
Elton John (Reginald Dwight)
Elvis Costello (Declan Patrick McManus)
Engelbert Humperdinck (Arnold Dorsey)
Ethel Merman (Ethel Zimmerman)
Eve Arden (Eunice Quedens)
Eydie Gorme (Edith Gormezano)
Fanny Brice (Fanny Borach)
Frankie Valli (Frank Castelluccio)
Fred Allen (John Sullivan)
Fred Astaire (Frederick Austerlitz)
Fredric March (Frederick Bickel)
Garry Moore (Thomas Garrison Morfit)
Gene Barry (Eugene Klass)
Gene Wilder (Jerome Silberman)
George Burns (Nathan Birnbaum)
Gig Young (Byron Barr)
Ginger Rogers (Virginia McMath)
Greta Garbo (Greta Gustafsson)
Gypsy Rose Lee (Rose Louise Hovick)
Hal Linden (Harold Lipshitz)
Harry Houdini (Ehrich Weiss)
Harry Morgan (Harry Bratsburg)
Helen Hayes (Helen Brown)
Howard Cosell (Howard Cohen)
Howard Keel (Harold Leek)
Huey Lewis (Hugh Cregg)
Hugh O'Brian (Hugh Krampke)
Jack Benny (Benjamin Kubelsky)
Jack Lord (John Joseph Ryan)
Jack Palance (Walter Palanuik)
James Garner (James Bumgarner)
Jane Alexander (Jane Quigley)
Jane Seymour (Joyce Frankenberg)
Jane Wyman (Sarah Jane Fulks)
Janet Leigh (Jeanette Morrison)
Jayne Mansfield (Vera Jane Palmer)
Jean Arthur (Gladys Greene)
Jean Harlow (Harlean Carpentier)
Jean Stapleton (Jeanne Murray)
Jennifer Jones (Phyllis Isley)
Jerry Lewis (Joseph Levitch)
Joan Crawford (Lucille Le Sueur)
Joan Fontaine (Joan de Havilland)
Joan Rivers (Joan Sandra Molinsky)
Joel Grey (Joe Katz)
Joey Bishop (Joseph Gottlieb)
John Denver (Henry John Deutschendorf Jr.)
John Derek (Derek Harris)
John Ford (Sean O'Fearna)
John Forsythe (John Freund)
John Garfield (Julius Garfinkle)
John Wayne (Marion Morrison)
Joni Mitchell (Roberta Joan Anderson)
Judy Garland (Frances Gumm)
Judy Holliday (Judith Tuvim)
Julie Andrews (Julia Wells)
Karl Malden (Malden Sekulovich)
Kim Hunter (Janet Cole)
Lauren Bacall (Betty Joan Perske)
Laurence Harvey (Larushka Skikne)
Lee Grant (Lyova Rosenthal)
Lee J. Cobb (Leo Jacoby)
Lee Majors (Harvey Lee Yeary 2d)
Leslie Howard (Leslie Stainer)
Lilli Palmer (Lilli Peiser)
Lillian Russell (Helen Leonard)
Lou Costello (Louis Cristillo)
Louis Jourdan (Louis Gendre)
Madonna (Madonna Louise Ciccone)
Maria Callas (Maria Kalogeropoulos)
Marilyn Monroe (Norma Jean Mortenson (later) Baker)
Mario Lanza (Alfredo Cocozza)
Martha Raye (Margaret O'Reed)
Martin Sheen (Ramon Estevez)
Mary Beth Hurt (Mary Supinger)
Mary Pickford (Gladys Smith)
Maureen O'Hara (Maureen Fitzsimmons)
Mel Brooks (Melvin Kaminsky)
Melvyn Douglas (Melvyn Hesselberg)
Meservey Prince (Prince Rogers)
Michael Caine (Maurice Micklewhite)
Michael Connors (Kreker Ohanian)
Michael Crawford (Michael Dumbell-Smith)
Michael Keaton (Michael Douglas)
Michael Landon (Eugene Orowitz)
Michelle Lee (Michelle Dusiak)
Mickey Rooney (Joe Yule Jr.)
Mike Nichols (Michael Igor Peschowsky)
Minnie Pearl (Sarah Ophelia Cannon)
Moe Howard (Moses Horowitz)
Moms Mabley (Loretta Mary Aitken)
Morgan Brittany (Suzanne Cupito)
Morgan Fairchild (Patsy McClenny)
Myrna Loy (Myrna Williams)
Nastassja Kinski (Nastassja Naksyznyski)
Natalie Wood (Natasha Gurdin)
Nelson Tony Randall (Leonard Rosenberg)
Nicolas Cage (Nicholas Coppola)
Omar Sharif (Michael Shalhoub)
Orson Bean (Dallas Burrows)
Pat Benatar (Patricia Andrejewski)
Patsy Cline (Virginia Patterson Hensley)
Patti Page (Clara Ann Fowler)
Paul Muni (Muni Weisenfreund)
Paula Prentiss (Paula Ragusa)
Pee-Wee Herman (Paul Rubenfeld)
Peggy Lee (Norma Egstrom)
Peter Finch (William Mitchell)
Peter Lorre (Laszio Lowenstein)
Peter Marshall (Pierre LaCock)
Phil Silvers (Philip Silversmith)
Phyllis Diller (Phyllis Driver)
Randolph Scott (George Randolph Crane)
Raquel Welch (Raquel Tejada)
Ray Charles (Ray Charles Robinson)
Ray Milland (Reginald Truscott-Jones)
Red Buttons (Aaron Chwatt)
Redd Foxx (John Sanford)
Rex Harrison (Reginald Carey)
Richard Burton (Richard Jenkins)
Ringo Starr (Richard Starkey)
Rita Hayworth (Margarita Cansino)
Rita Moreno (Rosita Alverio)
Robbie Benson (Robert Segal)
Robert Blake (Michael Gubitosi)
Robert Conrad (Conrad Robert Falk)
Robert Preston (Robert Preston)
Robert Taylor (Spangler Arlington Brugh)
Rock Hudson (Roy Scherer Jr. (later Fitzgerald))
Rodney Dangerfield (Jacob Cohen)
Ron Ely (Ronald Pierce)
Ron Moody (Ronald Moodnick)
Roy Rogers (Leonard Slye)
Rudolph Valentino (Rudolpho D'Antonguolla)
Sandra Dee (Alexandra Zuck)
Sheena Easton (Sheena Shirley Orr)
Shelly Winters (Shirley Schrift)
Sheree North (Dawn Bethel)
Shirley MacLaine (Shirley Beaty)
Slim Pickens (Louis Lindley)
Sophia Loren (Sophia Scicoloni)
Sophie Tucker (Sophia Kalish)
Soupy Sales (Milton Hines)
Stan Laurel (Arthur Jefferson)
Stephanie Powers (Stefania Federkiewcz)
Stepin Fetchit (Lincoln Perry)
Steve Lawrence (Sidney Leibowitz)
Stevie Wonder (Stevland Morris)
Stewart Granger (James Stewart)
Sting (Gordon Sumner)
Susan Hayward (Edythe Marriner)
Susan Sarandon (Susan Tomaling)
Susan St. James (Susan Miller)
Suzanne Somers (Suzanne Mahoney)
Talia Shire (Talia Coppola)
Ted Knight (Tadeus Wladyslaw Konopka)
Tina Turner (Annie Mae Bullock)
Tom Cruise (Thomas Mopother)
Tom Ewell (S. Yewell Tompkins)
Tom Jones (Thomas Woodward)
Tony Bennett (Anthony Benedetto)
Tony Curtis (Bernard Schwartz)
Veronica Lake (Constance Ockleman)
Vic Damone (Vito Farinola)
Victor Borge (Borge Rosenbaum)
Vikki Carr (Florencia Casillas)
Vincent Gardenia (Vincent Scognamiglio)
Vivien Leigh (Vivien Hartley)
W.C. Fields (William Claude Dukenfield)
William Holden (William Beedle)
Woody Allen (Allen Konigsberg)
Yves Montand (Ivo Levi)
Yvonne De Carlo (Peggy Middleton)
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