The amount of living actors who've been nominated for 3 film acting Golden Globes but 0 acting Oscars is pretty surprising:

Billy Crystal
Jamie Lee Curtis
Jeff Daniels
Richard Gere
Andie McDowell
Meg Ryan
Donald Sutherland

And then there are the ones with 4+ GG noms:

Emily Blunt (5)
Carol Burnett (4)
Jim Carrey (6)
Cameron Diaz (4)
Mia Farrow (5)
Hugh Grant (4)
Steve Martin (5)

On a related note, poor John Goodman has only been nominated for 1 film acting Golden Globe in his entire career.