Great topic. Billy Preston came to mind immediately, but I didn't know the rest (should've known Ian Stewart).

They may not be considered famous (though they're well-known and highly respected in most prog circles), but Caravan regularly features sax and flute player Jimmy Hastings (brother of guitarist Pye Hastings) on their albums. His signature sound is a critical part of their opus. He also guests on prog outings by Soft Machine, Hatfield and the North, and National Health. Many have heard him (without knowing it) thanks to his clarinet work on Radiohead's "Life in a Glass House." Hastings has also played with various jazz ensembles, including the BBC Jazz Orchestra.