Alan Smithee
For anyone who has watched a film that was directed by Alan Smithee, this might come as a surprise. The name is a pseudonym for any director who wanted to disown the project. The name was officially used from 1968 but was formally retired in the year 2000.
Donald Kaufman
Nicholas Cage portrayed Donald Kaufman in the film Adaptation, with Donald being the brother of the film version of actual filmmaker Charlie Kaufman. If you watched the movie, you might have believed that Donald is a real person, but he was actually invented by Charlie for the film and does not actually exist.