I loved the story told on The One Show last night.
Roger Moore was approached by a young boy for his autograph (he apparently never disappointed). He duly signed the piece of paper "Roger Moore". The little boy showed it to his dad and said "I thought it was James Bond and it says Roger Moore". His dad approached RM and told him what the boy had said. RM called the little boy over and told him that he could not sign James Bond because he was incognito