I was actually thinking of Daniel Craig in The Young Indiana Jones Chronicles, where he plays a German officer, but in the interest of continuing with this thread, I'll allow it.
Connery wasn't the wizard in Zardoz, btw. He was an exterminator.
The guy I'm thinking of played a knight, a wizard, a bandit, a king and a sheriff... he might have even played a queen (but it's not a mainstream role so it probably doesn't count).
Sheriff in Silverado, knight in Monty Python and the Holy Grail, maître d in Monty Python and the Meaning of Life, wizard in Harry Potter, bandit in Time Bandits (Robin Hood), king in Shrek 2, and chef in Monty Pythons Flying Circus.