Star as their own main character. Not even Horror legend Stephen King has starred as one of his main characters, consider all the films he has made a camo appearance. Here is a small clip of Mickey Spillane, playing the part of Mike Hammer in, The Girl Hunters (1962). He questions a chick in a bikini.
Bit of trivia, the girl he is questioning was the woman painted in gold paint in the James Bond movie, Gold Finger, filmed much later. The actress did pass away from the body paint, a sad note.