Haha a very odd question, but now that I think about it... I think there is a general rule I stick to subconsiously.

If it's a movie or specific episode of a tv show (say for a guest star) I say they were "in" The Sisterhood or "in" episode 6 of Joan of Arcadia.

If they were a main character in a show, or a regular anyway, then I'd say either "on" or "in", depending on whether you say "played" or "plays".

E.g.

Ron Cook played Mr Magpie in the Doctor Who episode "The Idiot's Lantern".
Vin Diesl played Riddick in Pitch Black
Michael Shanks played Daniel Jackson on Stargate SG-1
Michael Shanks plays Daniel Jackson in Stargate SG-1
Michael Shanks plays Daniel Jackson on Stargate SG-1

When you say that some played a certain character do you say they played on a tv show and played a certain character in a movie?

For example:

Movie
Amber Tamblyn Played Tibby in The Sisterhood
or
Amber Tamblyn Played Tibby on The Sisterhood

TV Show
Amber Tamblyn Played Joan on Joan of Arcadia
or
Amber Tamblyn Played Joan in Joan of Arcadia

I know it is a strange question but any imput would be greatly appreciated.