Probably the most obvious is Claudius. He has coveted the position of King, so he plots to murder his own brother and marry Gertrude in order to secure the throne--literally stealing it from Hamlet to whom is should rightfully go after King Hamlet's death. In addition, Claudius is sending for Hamlet's friends to see if they can find out from Hamlet what he knows about the true nature of King Hamlet's death, and then he goes so far as to plot Hamlet's death with Laertes. All the while, he is hiding his true feelings from the public, his wife, and everyone else in the castle.
Rosencrantz and Guildenstern are summoned from school by the King to seek information from Hamlet. They are stupid, so they don't conceal very well their intent from Hamlet, but they are supposed to just be friends with him when they are really only there at the King's bidding.
Ophelia also is asked to hide her true emotions from Hamlet. Both her father and her brother warn her about getting involved with Hamlet who they say is "out of your star" or not in her league. Polonius orders Ophelia to reject his letters and small trinkets and not to be alone with him. This order, along with the murder of Polonius, and the strange behavior of Hamlet is what drives Ophelia off the edge and to her death.
Laertes to some extent is guilty of hiding his true self when he plots with Claudius to kill Hamlet through the ruse of the fencing match. Of course, he comes clean earlier than Claudius and publically asks for Hamlet's forgiveness for murdering him.
Some critics also say Gertrude is hiding her own feelings and part in King Hamlet's murder. Some propose that she was in on the plan with Claudius to do away with her husband and marry his brother. They point to the scene with Hamlet and his mother in the bedchamber to prove that she has some guilt that she has covered up by wearing a "mask" for her emotions in public. You will have to interpret that for yourself.
Concerning Shakespeare's Hamlet, I'll add the one character that isn't mentioned in the previous answer: Hamlet himself.
Though he resents his mother asking him why he seems to still be so troubled by his father's death--he goes on a bit of a rant because, he says, he just doesn't seem to be depressed, he is depressed (Act 1.2)--he actually does plenty of acting and pretending in the play himself.
Most notably, he announces that he will put an antic disposition on (pretend to be mad or insane), and then he does it. His mistreatment of Polonius, Ophelia, Ros. and Guil., are all done under the guise of madness.
Plus, he arranges for the players to perform a murder scene that mimics what the Ghost has told him about his father's murder, then watches intently the king's reaction, in order to determine the king's guilt or innocence.
He also, presumably, acts like nothing has changed, to Ros. and Guil. once he turns the king's plot to have him executed against Ros. and Guil.
Hamlet, who seems to detest the deception others would employ against him, certainly practices his share.
Polonius hides his true agenda, which is to remain fixed at court. Gertrude hides the fact that she has been forced into a second marriage she doesn't want. Hamlet's father hides whatever wrongs he has done and appears to be the wronged soul.