Props to Yakmanev for being the first to say Todd Barry. One of the best.
Off the top of my head:
Richard Pryor (really, nobody has mention him?)
Albert Brooks (and his standup isn't even his best work. The guy was so far ahead of everyone else. Amazing. And made 3 or 4 absolute masterpiece films)
Mel Brooks/Carl Reiner (not really standup, more a comedy duo, but funnier than anything there is. Period.)
Garry Shandling (again, great standup but made one of the 2 or 3 best TV shows ever)
Ok, that is lengthy. Big comedy nerd here.