One role that of McGoohan's that seems to be escaping mention is that of the villain in Arthur Hiller's very under-rated Gene Wilder-Richard Pryor romantic comedy thriller "Silver Streak".
If you've never seen it, mild-mannered author Wilder is basically caught up in the classic Hitchcockian "Richard Thornhill" mistaken identity role, and steps up to save the fetching 'Hilly' (Jill Clayburgh). McGoohan is truly menacing in the James Mason-style role as scheming art dealer Roger Devereau.
The supporting cast was extremely notable with Ray Walston (!) as a McGoohan henchman; Scatman Crothers as a porter on the Silver Streak ("Goodbye Los Angeles"... "Hello Chicago"); and Ned Beatty as an undercover FBI agent. Clifton James and Fred Willard too..
Pryor as Grover is along for comic relief of course. This scene where he blackfaces Wilder with shoe polish and teaches him to jive walk to escape police monitoring the train station is a classic:
http://www.youtube.com/watch?v=Yu1TZVX72Aw