The Guest Stars of Futurama

Hank Aaron - Hank Aaron XXIV (S3E16 - A Leela of Her Own)

He also played himself as a head in a jar in the same episode.

Pamela Anderson - Dixie (S1E13 - Fry and The Slurm Factory)

Aside from playing Dixie (the blonde), she also played herself in S1E6 - A Fishful of Dollars

Bea Arthur - Femputer (S3E1 - Amazon Women in the Mood)

Hank Azaria - Harold Zoid (S3E8 - That's Lobstertainment!)

Dan Castellanetta - Robot Devil (multiple episodes)

He is also credited as the voice of the snail announcer in "The Devil's Hands are Idle Playthings"

Emelia Clarke - Marianne (S7E25 - Stench and Stenchibility)

Coolio - Kwanzaabot (multiple episodes)

David Cross - Yivo (The Beast with a Billion Backs)

Nora Dunn - Morgan Proctor (S2E14 - How Hermes Requisitioned His Groove Back)

Chris Elliott - V-GINY (S6E2 - In-A-Gadda-Da-Leela)

Craig Ferguson - Susan Boil (S6E3 - Attack of the Killer App)

John Goodman - Robot Santa (S2E4 - XMas Story)

Mark Hamill - Chanakuh Zombie (Bender's Big Score)

Estelle Harris - Velma Farnsworth (S7E10 - Near-Death Wish)

Phil Hendrie:

The Encyclopod - Into the Wild Green Yonder
Free Waterfall Jr. - (S2E15 - The Problem with Popplers) also apparently shows up in Bender's Game
Free Waterfall Sr. (S3E5 - The Birdbot of Ice-Catraz)
Frida Waterfall - multiple episodes
Hutch Waterfall - Into the Wild Green Yonder
Old Man Waterfall - multiple episodes

Jan Hooks - Angleyne (S3E6 - Bendless Love)

Tom Kenny:

Abner Doubledeal (multiple episodes)
Adlai Atkins (E3E9 - The Cyber House Rules)Andy Goldman (S3E4 - Luck of the Fryrish)
The Masked Unit (S2E8 - Raging Bender)
Robot Judge (S1E5 - Fear of a Bot Planet)
Yancy Fry Jr. (multiple episodes)

He also played several un-named characters in the series such as "robot" and "commercial announcer"

Dawnn Lewis:

Amana (S6E20 - Neutopia)
Jackie Anderson - (S3E16 - A Leela of Her Own)
LaBarara Conrad - multiple episodes
Prison Warden - Into the Wild Green Yonder
Space Bee Queen (S6E13 - The Futurama Holiday Spectacular)

Seth MacFarlane - Seymour Asses (S7E23 - Game of Tones)

Seth only did the voice of Seymour in the Game of Tones episode. He also sang the Viva Mars Vegas in the movie "Into the Wild Green Yonder"

Brittany Murphy - Colleen O'Hallahan (The Beast with a Billion Backs)

Bob Odenkirk - Chaz (S4E10 - The Why of Fry)

Patton Oswalt - Ugly Space Giant (S6E17 - Benderama)

Parker Posey - Umbriel (S2E12 - The Deep South)

Bumper Robinson - Dwight Conrad (multiple episodes)

Katee Sackhoff - Grrrl (S6E11 - Lrrreconcilable Ndndifferences)

Sarah Silverman - Michelle (multiple episodes)

Patrick Stewart - Fox Huntmaster (S7E11 - 31st Century Fox)

Tara Strong - Tonya (S7E25 - Stench and Stenchibility)

Wanda Sykes - Bev (S7E1 - The Bots and the Bees)

Jill Talley - Butterfly Derby Trainer (S7E6 - The Butterjunk Effect)

Sigourney Weaver - Planet Express Ship (S4E3 - Love and Rocket)