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Before he became an actor, Sean Connery worked as a milkman, a coffin-polisher and a nude model. He was also a keen amateur body-builder, going on to come third in the Mr Universe contest. This lead, indirectly, to his first acting job in the chorus of South Pacific. Whilst there, he turned down the offer to become a professional footballer with Manchester United on the basis that an acting career usually lasts longer than a footballing career.

Source: http://www.qi.com/, from bbc.co.uk