JBroadway said: "As for writing/performing, this is extremelycommon. Aside from the ones already mentioned, a few of therecent examples include: Larry David, Sting, Harvey Fierstein, Nia Vardalos, Shaina Taub, Halley Feiffer, Kate Hammill, Grace McLean, The Bengsons, Ngozi Anyanwu, Amy Staats, David Cale, and many more.
As for writers/directors, this isn't as common, but you do see it. Some examples I can think of off-hand include Enda Walsh, Simon Stone, Richard Nelson, Emma Rice (of Kneehigh), John Patrick Shanley, Alan Ayckbourn, Robert O'Hara, Claire Van Kampen, Jason Robert Brown.
The rarest combination, I think, is acting/directing, mostly because I think it's the most difficult to do well onstage. It's done relatively often in film, but it seems to be much more difficult to do in theatre. Kenneth Branagh has acted in his own productions quite a lot, both onstage and on screen, but he does it much to the detriment of the quality of his performances, in my opinion. Eric Tucker, of Bedlam Theatre Company, also always acts in his own productions. And Fiasco's Ben Steinfeld and Noah Brody also frequently co-directed and act in their productions."
This isn't Broadway, but my local performing arts center did a production of Jesus Christ Superstar where the director also played Jesus. He was excellent - and apparently, he also did the same for a production of Hedwig and the Angry Inch last year.
"I think that when a movie says it was 'based on a true story,' oh, it happened - just with uglier people." - Peanut Walker, Shucked