Vincent Price and (of course) Kevin Bacon

Vincent Price had a well-known cameo on Michael Jackson's Thriller and a less well-known cameo on Alice Cooper's Welcome To My Nightmare.

Kevin Bacon is in The Bacon Brothers with Michael Bacon.  They had Jon Bon Jovi as a guest musician on their recording Forosoco.

Over at the Oracle of Bacon, you can find that Vincent Price is connected to Kevin Bacon in one step via movies.

In song however, Kevin Bacon and Vincent Price are slightly further apart.