Mani - 3rd century AD Persian mystic and founder of the Manichean religion, which for 400 years directly competed with Christianity and just about everybody else, including Buddhism. Manicheism is almost certainly the most significant religion to have died out completely due to ruthless suppression by Christians, Muslims, Zoroastrians, and even Buddhists.
Had it won out against Christianity, as it easily could have, the major Western religion would have preached asceticism in all things of the world and the flesh, and that personal spiritual growth, along with a suitable lifestyle, could free the human soul from a corrupt cosmos created by a flawed demi-god and achieve direct experience of a true God entirely outside our world.
This of course clashed horribly with the increasingly wealthy and authoritarian Christain church's rigid imposition of dogma and absolute insistence that salvation was attainable only through its officially appointed representatives. Manichean Europe would presumably not have needed a Reformation, and since to them Jerusalem was just one little part of an intrinsically evil world, there would have been no Crusades either.
Julian the Apostate - Another fellow who could have change the course of history massively, had he not died in battle in 363 AD at the age of 31 when in his determination to decisively rout the enemy he rushed into the fray without putting on his coat of mail and got a spear through his liver.
A brilliant (though slightly reckless) military commander and dedicated reformer, Julian sought to replace Christianity with Neo-Platonic Paganism as the official religion of the Roman Empire, seeing Christianity as a narrow, intolerant, hypocritical faith that only weakened Rome. However, he decreed that all religions were to be treated with equal tolerance under the law, even Christianity, so long as it had no opportunity to dominate.
If Julian had lived considerably longer and reigned for more than 8 years, allowing his reforms to become permanent, the future Eastern Empire would presumably have had no problem getting along with the Muslims. Thus, again, no Crusades, and a much faster assimilation of Arabic knowledge and ideas, thus speeding up the growth of science - would we currently have 23rd century technology?
Léon Theremin - Best known as the inventor of the weirdest ever musical instrument, this guy should almost certainly be as well-known as a hyper-intelligent inventor of loads of weird stuff as Tesla. Unfortunately he spent a large part of his very long life (1896-1993) working for Stalin whether he wanted to or not (mostly he didn't).
Back in the 1920s he was a few months too late to create the very first television, but his version, arrived at independently, was much more advanced than John Logie Baird's. Stalin immediately made it top secret because he wanted to use it for video surveillance along Russia's enormous border, though being a delicate and very expensive prototype, it was completely useless for this application.
During WWII, Theremin attempted to persuade Stalin that his talents would be best employed designing advanced long-range rocket weapons. Stalin insisted on his instead designing a super-bomber from specifications drawn up by non-scientist party officials who wanted something massively bigger than anything the Germans had just for the sake of it. He protested in vain that this monster broke the laws of aerodynamics. When it strangely failed to fly, he ended up spending a few uncomfortable years in Siberia.
However, he did design two incredibly sophisticated bugging devices, one of which was in the office of the US Ambassador in Moscow for 7 years before it was found by mistake (and then it took the CIA another 5 years to figure out how it worked).
He also invented the first drum machine, the first disco - a machine which not only produced different notes in response to the movements of a dancer, but had a psychedelic light-show synchronized to the music - and claimed in the 1930s that in the future everyone in the world would be able communicate through a fantastic network of interlinked electronic typewriters.
He also suggested some pretty far-out things, such as force-field motorway bridges, harnessing the Earth's magnetic field to turn the whole planet into a spaceship, and raising Lenin from the dead, a plan he only abandoned because the embalming process had included the removal of his brain.
If Stalin had let him develop Russian V2-type weapons, they probably wouldn't have affected the war very much, but would the Space Race have been more interesting? Or alternatively, had he stayed in America having a high old time instead of returning to Russia shortly before WWII (for patriotic reasons, to avoid paying tax, or because Stalin had him kidnapped - accounts vary), would we have had rave culture in the 1940s and a crude internet in the 1950s?
By the way, it has been seriously (?) suggested that Theremin was a "Man Who Fell To Earth"-type space alien. You can probably see why.