I watched a movie recently called "Waterloo", an epic reconstruction of the battle which Napoleon nearly won, but just lost when the Prussians under Blucher finally turned up to put some muscle into Wellington's campaign. Rod Steiger played Napoleon, and I have no quarrel with that piece of casting. But have you noticed how some actors are always themselves, whatever part they are playing? You look at Napoleon, and you say "Oh, that's Rod Steiger playing Napoleon". John Gielgud is another such. Remember him in "Arthur"? Sure he was Arthur's valet, but he was never anything but John Gielgud.
Very few actors have the gift of being self-effacing. I guess the top of my list would be Alec Guinness, who always seemed to disappear into his character.
Actresses on the whole seem to be much better at disappearing into their roles, with the exception of Elizabeth Taylor. But that may just be my prejudice.