This is a non-exhaustive listing of famous alumni of Carnegie Mellon University.
  1. Blair Underwood, actor, City of Angels
  2. Jack Klugman, actor, The Odd Couple
  3. Steven Bochco, producer, NYPD Blue
  4. Ted Danson, actor, Cheers (was actually cut from the Drama department, but is counted as an "alumnus" thanks to his success)
  5. Judith Resnik, engineer and professional astronaut1, perished in the 1986 Challenger explosion. A residence hall is named in her memory.
  6. Laura San Giacomo, actress, sex, lies and videotape and Just Shoot Me
  7. Ann Roth, costume designer, won an Academy Award for work on The English Patient
  8. Ming-Na (also known as Ming-Na Wen), actress, The Joy Luck Club and Final Fantasy: The Spirits Within
  9. Rene Auberjonois, actor, best known as Odo on Star Trek: Deep Space Nine
  10. Holly Hunter, actress, The Piano
  11. Barbara Feldon, actress, Get Smart
  12. Sonia Manzano, actress, Maria Figueroa Rodriguez on Sesame Street
  13. John Wells, producer and writer, ER, The West Wing, Third Watch
  14. James Gosling, inventor of Java
  15. John Nash, Nobel Prize winner, subject of the movie A Beautiful Mind
  16. E. L. Konigsburg, author, From the Mixed-up Files of Mrs. Basil E. Frankweiler and other children's books
  17. Judith Light, actress, Who's the Boss?
  18. Paul Alaire, CEO, Xerox Corporation
  19. Alan Newell, one of the fathers of artificial intelligence, and also a professor at Carnegie Mellon. An academic building is named after him and colleague Herb Simon.
  20. Robert Dennard, inventor of DRAM
  21. George Peppard ("I love it when a plan comes together"), actor, The A-Team
  22. Stephanie Louise Kwolek, inventor of Kevlar
  23. Kent Ford, a World Cup kayaker
  24. Elizabeth Delhagen, a guest MTV VJ for the 2002 Winter Olympics. She won her job through an on-line vote. (Not technically an alumna, because she is still an undergrad.)
  25. Mary Kate Schellhardt, actress, What's Eating Gilbert Grape? (Also still an undergrad.)
  26. Sally Jessy Raphael, daytime talk show host
  27. Lourdes Benedicto, actress, NYPD Blue, ER
  28. Frederick Koehler, actor, Kate & Allie, The Storyteller
  29. Jill Eikenberry and Michael Tucker, actors, L.A. Law. Tucker graduated about 20 years before Eikenberry. They played a married couple on L.A. Law and are married in real life.

1 Thanks to ignoratio for correcting me on this.
Thanks also to the helpful regulars of cmu.misc.market for providing more of these.