This is a little bit of a strange one. When Leonardo DiCaprio turned down a lead role in 'Boogie Nights,' he had an excellent reason for doing so. He'd been offered big money to appear in 'Titanic' instead, and 'Titanic' was the film that took him from being a reasonably well-known actor to becoming a bonafide Hollywood megastar. The part of Dirk Diggler in 'Boogie Nights' would have boosted his profile - and it would have been interesting to see his take on it - but it wouldn't have been the Oscar-winning star-maker that 'Titanic' was.
For all of the above reasons, we wouldn't have called this a cause for regret - but we include it on this list because DiCaprio himself has said that he wishes he'd taken the part. Speaking to GQ magazine in 2008, he described the decision as the only regret of his career to date. To us, that means one of two things - either he really, really loves 'Boogie Nights,' or he didn't enjoy the harsh glare of the spotlight that came with making one of the biggest movies of all time.