I don't think there are any movies based solely around these peoples lives, but if there are please inform me because I want to watch it. These people have badass stories, what is Hollywood waiting for? As always you can add on to this list. If you do add something please add a brief description of why you want to see them in a movie.
http://www.ranker.com/list/people-i-want-to-watch-a-movie-about/stokified,
Charles Bukowski
Hunter S. Thompson
Joe Strummer
Keith Richards
Steve McQueen
Theodore Roosevelt
William S. Burroughs
Cleopatra
She was the last active pharaoh of ancient Egypt. She also had Greek nationality, which doesn't get portrayed nowadays. She aligned with Mark Antony after Caesar was assassinated in 44 BC. Was Caesars mistress and had his child. Apparently died from suicide.
John McEnroe
Won 7 tennis grand slams. Epic rivalries with Borg, Connors and Lendl. First "bad boy" of tennis? Military brat as a kid.
Lou Gehrig
Attended Columbia University and was a frat boy getting an engineering degree on a football scholarship. 2-time AL MVP. He even has a disease named after him (I"m not trying to be disrespectful.)