not to many, but maybe four or five.

Quite a few really. There are nine alone who won them for the sames roles on stage and screen. José Ferrer in Cyrano de Bergerac (Tony: 1947/Oscar: 1950), Shirley Booth in Come Back, Little Sheba (1950/1953), Yul Brynner in The King and I (1952/1956), Rex Harrison in My Fair Lady (1957/1964), Anne Bancroft in The Miracle Worker (1960/1962), Paul Scofield in A Man for All Seasons (1962/1966), Jack Albertson in The Subject Was Roses (1965/1968) and Joel Grey in Cabaret (1967/1973). Lila Kedrova did it the other way around. She won an Oscar for Zorba the Greek, and 20 years later won a Tony for the same role in Zorba (1964 Oscar/1984 Tony). These five actresses have won a Tony and an Oscar in the same year. Shirley Booth won a Tony for The Time of the Cuckoo and an Oscar for Come Back, Little Sheba (1953). Audrey Hepburn won a Tony for Ondine and an Oscar for Roman Holiday (1954). Ellen Burstyn won a Tony for Same Time, Next Year and an Oscar for Alice Doesn't Live Here Anymore (1975). Mercedes Ruehl won a Tony for Lost in Yonkers and an Oscar for The Fisher King (1991). Judi Dench won a Tony for Amy's View and an Oscar for Shakespeare in Love (1999). I am sure there are those who won for different roles and in different years as well.