Which of these actors did not win an Oscar for playing multiple roles in a film?

The very well known actor in this instance who did not win an Oscar for playing multiple roles in a film was Peter Sellers. He is best known for playing several roles in "Dr. Strangelove or: How I Learned to Stop Worrying and Love the Bomb" (aka "Dr. Strangelove"), a 1964 political satire black comedy film. Sellers was Group Captain Lionel Mandrake, a British RAF exchange officer; President Merkin Muffley, the President of the United States; and Dr. Strangelove, the wheelchair-using nuclear war expert and former Nazi in the film. He was nominated for the Academy Award the Best Actor for his performance in "Dr. Strangelove".

Sir Laurence Olivier received a Best Actor in a Leading Role Academy Award for "Hamlet" (1948). He was Hamlet, Prince of Denmark and the conflicted son of the late King, who died a suspicious death. Olivier was also Hamlet's father, the king and Claudius' older brother, who appears as the Ghost of Hamlet's Father.

Lee Marvin won the 1965 Academy Award for Best Actor in a Leading Role for his performance in "Cat Ballou" (1965). He was both Kid Shelleen (and) Tim Strawn in the movie.

Fredric March played a possessed doctor who tests a new formula that can unleash his inner demons in the 1931 American film "Dr. Jekyll and Mr. Hyde". March as Dr. Henry Jekyll is a kind English doctor who lives in Victorian London. After he drinks a concoction of drugs, he unleashes his evil side that of Edward Hyde. March is Dr. Henry Jekyll / Mr. Edward Hyde.