Props to Yakmanev for being the first to say Todd Barry. One of the best.
Off the top of my head:
Woody Allen
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.)
Louis CK
Don Rickles
Garry Shandling (again, great standup but made one of the 2 or 3 best TV shows ever)
Todd Barry
Dave Chappelle
Mitch Hedberg
Bill Hicks
Neil Hamburger
Patton Oswalt
Lenny Bruce
Eddie Murphy
Dylan Moran
Chris Rock
Norm MacDonald
Ok, that is lengthy. Big comedy nerd here.