Christian Bale insisted on getting American Psycho author Bret Easton Ellis's approval, arranged a meeting. Bale showed up, dressed and introduced himself as "Patrick Bateman". After 10 minutes Ellis begged Bale to stop because his hands were shaking.
Leonardo DiCaprio really cut himself when slamming his hand down on the table, accidentally into porcelain tea cup in Django Unchained. He completed his over 4 minute monologue while bleeding. After Tarantino yelled cut, crew gave him a standing ovation.
In Prisoners (2013) for the hammer scene, Hugh Jackman was asked by Denis Villeneuve to be completely brutal for the next take. That take was used in the final film. He went off-script to improvise violent scene which caused Paul Dano to fall to ground.