Barrack Obama is not the first famous Kenyan to have made it in the US, but he might be the only one who retained his Kenyan name while many others americanised theirs. Here is a sample of those Kenyans who made it big in the US but changed their names to become more 'Americans.'

They include: Clarence Carter, Billy Ocean , Barry White, and Otis Redding.

Alicia Keys real name is Alice Akinyi, then we have Billy Ochieng, who changed his name to Billy Ocean once he hit the American shores; and Otis Redding whose real name is Otieno Rading, comes from the Kisumu.
Brian Mac Otieno was Brian Mc night

Note they are all Luos

There may be others out there, but these are the ones who came to my mind immediately. Something common with these Kenyans is that they were/are all great musicians. If they went into politics like Obama, perhaps they would have retained their Kenyan tags. If they were preachers, they would have changed their minimally like Martin Oludhe King who changed to Martin Luther King and T.D. Jaoko who became T.D. Jakes.