I know of gay actors who haven't come out: Michael Douglas

Actor Michael Douglas says that he knows of gay Hollywood actors who have stayed in the closet in order to protect their careers.
The Oscar-winning actor and producer recently starred as entertainer Liberace, who denied being gay during his lifetime, in the Steven Soderbergh-directed biopic "Behind the Candelabra", reported Digital Spy.
Asked if he thought the public would struggle to accept an openly gay actor playing a straight character, Douglas replied, "It's a good question. Without naming names, I certainly think there are a couple of people out there who have not come out in the spirit of protecting their careers and livelihoods. It's probably a little bit more difficult going that way. I think that's true."

Douglas also recalled meeting Liberace with his father Kirk Douglas when he was 12.
"He just stopped to say hello, this guy in this Rolls-Royce convertible with sunlight bouncing off the gold and diamonds round his fingers, round his neck.
"His hair was perfect. And he just looked like this happy guy. He was a wonder, really well-liked, really popular, very generous, great party thrower. That was about the only time.