I can't deny a certain pleasure when I find out that some Hollywood celebrity leans right, especially if he's talented. I shouldn't, but I even smile if he's a neocon. From Wikipedia:
Politically, Malkovich has described himself as a libertarian, and he is an ardent supporter of the death penalty. When the serial killer John Wayne Gacy was executed in 1994, Malkovich organized a champagne party for himself and his friends. Actor William Hootkins, who worked with Malkovich in BBC Television's Rocket to the Moon, stated, 'In fact, he's so right-wing you have to wonder if he's kidding.'
In a 2002 appearance at the Cambridge Union Society, when asked whom he would most like to "fight to the death," Malkovich replied that he would "rather just shoot" journalist Robert Fisk and British MP George Galloway. Fisk reacted with outrage. When interviewed by The Observer, Malkovich elaborated on his comments: "I hate somebody who is supposed to be a Middle Eastern expert who thinks Jesus was born in Jerusalem. I hate what I consider his vile anti-semitism. This being said, I apologize to both Fisk and Galloway; they seem like good men but if they make such a heinous mistake again, I will not hesitate to murder them brutally by way of the gallows." Malkovich later added: "I'm a Christopher Hitchens fan myself, but no one has thinner skins than journalists, in my experience, and I come from a family of them... They can dish it out but they can't take it. But the reason I don't like the topic, why I don't really say anything about a whiner like Fisk, is it gives them more oxygen."
I wonder if there is a correlation between playing a prick (e.g., Malkovich, Fred Thompson) or a tough guy (e.g., Schwarzenegger, Willis) and having conservative tendencies.