I always enjoy seeing alumni of the James Bond series in Game of Thrones.
Sean Bean (Ned Stark) - GoldenEye
Diana Rigg (Queen of Thorns) - On Her Majesty's Secret Service
Charles Dance (Tywin Lannister) - For Your Eyes Only
Julian Glover (Master Pycelle) - For Your Eyes Only
Tobias Menzies (Edmure Tully) - Casino Royale
Patrick Malahide (Balon Greyjoy) - The World Is Not Enough
Johnathan Pryce (High Sparrow) - Tomorrow Never Dies
Oona Chaplin (Talisa Maegyr) - Quantum of Solace
Plus Max von Sydow (Three Eye Raven) appeared in the unofficial Bond movie Never Say Never Again.
That's all I can think of off the top of my head. There could be more.