Actors who can sing, dance and act? Didn't anyone ever see a Fred Astaire, Ginger Rogers movie? In the good old days and actor had to have chops and legs to make it on Broadway and in films. Some of the greats from yesteryear include Gene Kelly, Donald O'Connor, Judy Garland, Debby Reynolds, Gordon MacRae, John Raitt (Bonnie's father), Mary Martin, Julie Andrews, Yul Brynner, Gertrude Stein, Maurice Chevalier, Marlene Dietrich (although some don't really think she acted so much as posed -- she started on stage in Berlin), Shirley Jones (yes, Mama Partridge was a GREAT musical singer, just get the dvd of Oklahoma -- she was a particular favorite of Richard Rodgers), Diahann Caroll, Leslie Uggams, and the lady out on a limb, Shirley MacLaine who also had her breakout when she understudied the lead in The Pajama Game on a night when a critic was in the audience. Rita Moreno, Chita Rivera, Robert Preston, Hal Linden, were all stars of Broadway musicals and could sing and dance up a storm. And let's not forget Marilyn -- she was dynamite in Gentlemen Prefer Blondes -- she did her own singing and dancing.
Nowadays we still have actors that sing and act (and some that dance as well): Raoul Julia's breakout role (remember Gomez Adams?) was at Lincoln Center in the Three Penny Opera, and Angela Lansbury revived her career by doing Mame on broadway (movie made with Lucille Ball), Sweeney Todd and now does singing for Disney Cartoons (Mrs. Kettle in Beauty and the Beast). Let's not forget about Patty Lupone (the original Broadway Evita as well as Reno Sweeney in Anything Goes), Betty Buckley (Broadway's Mehitabel Cat and London's Sunset Boulevard), Jon Cipher (did Man of La Mancha on tour; he played the general on Major Dad), and of course Glenn Close (Sunset Blvd. on Broadway). Another note, everyone knows that Jason Alexander was George Costanza, but how many people saw him as the singing and dancing numerous roles in Jerome Robbins' Broadway? He was terrific -- acting, dancing and singing. Anyone going to see the movie of The Producers? You can see Matthew Broderick and Nathan Lane singing up a storm as well. Sarah Jessica Parker also started as a child star on Broadway and can sing and strut with the best of them.
It's not unusual for an actor to know how to sing, or dance -- it's how they make their living, after all.
Btw, I thought Moulin Rouge was an awesome movie. I love all of Baz Luhrman's movies and I also loved his production of La Bohème that he did on Broadway as well.