Are we only talking leading categories here? Because there have been many featured actor/actress winners whose shows weren't nominated--and, in many cases, they themselves garnered their show's only nomination (e.g., Michele Pawk in HOLLYWOOD ARMS).
"You travel alone because other people are only there to remind you how much that hook hurts that we all bit down on. Wait for that one day we can bite free and get back out there in space where we belong, sail back over water, over skies, into space, the hook finally out of our mouths and we wander back out there in space spawning to other planets never to return hurrah to earth and we'll look back and can't even see these lives here anymore. Only the taste of blood to remind us we ever existed. The earth is small. We're gone. We're dead. We're safe."
-John Guare, Landscape of the Body