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Yvain comments on Rational Me or We? - Less Wrong
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Leibniz, Da Vinci, Pascal, Descartes, and John von Neumann spring immediately to mind for me.
There's also Poincaré, often considered the last universalist. Kant is famous as a philosopher, but also worked in astronomy. Bertrand Russell did work in philosophy as well as mathematics, and was something of a generalist. Noam Chomsky is the linguist of the 20th century, and if you consider any of his political and media analysis outside of linguistics to be worthwhile, he's another. Bucky Fuller. Charles Peirce. William James. Aristotle. Goethe. Thomas Jefferson. Benjamin Franklin. Omar Khayyám.
Just thought of Gauss, who in addition to his work in mathematics did considerable work in physics.
Herbert Simon: psychology and computer science (got an economics Nobel).
Alan Turing: don't know how I could have forgotten him.
Norbert Wiener.
Good answers. Also, Pierre-Simon Laplace, one of the inventors of Bayesian statistics, was also an excellent astronomer and physicist (and briefly the French Minister of the Interior, of all things)
Yeah, Laplace certainly belongs close to the top of any such list.