#1 Vince McMahon (1999)
This happened while the famous Austin/McMahon rivalry was at its peak. Stone Cold won two back to back Rumbles in 1997 and 1998. Vince McMahon wanted to prevent Austin from winning his third consecutive Rumble match (story-line).
He tried to prevent Austin from entering the match. When that failed, he tried to sabotage his chances of winning the match by announcing The Texas Rattlesnake as the first entrant.
Vince McMahon then inserted himself into the match and after his chances of entering at no. 30 were ruined twice, he was made the no. 2 entrant by then-commissioner Shawn Michaels.
McMahon started training as a competitor. He also offered the man who eliminated Austin from the match a $100,000 bounty. Although McMahon hid under the ring during the entire match (almost), he ended up winning by last eliminating Austin while the latter was being distracted by The Rock.
Thus, Vince McMahon is also among the few Superstars to have won the Rumble in their first attempt.