Are you sure this is a Columbo episode? It don't sound familiar. The only episodes that I can think of that deals with actors is Nora Chandler in Requiem for a Falling Star, Grace Wheeler in Forgotten Lady and Ward Fowler in Fade In To Murder.
You could be right on this one, BR. I heard "actor" and incorrectly assumed that Kyra meant "male"....but yeah, I think when Dr. Allenby becomes call girl "Lisa" and kills her boyfriend, is the only time I recall even something close to this question happening.
hmmmm...if this is a serious question, then I want to say you have it mixed up with a Brian De Palma movie called "Dressed to Kill"...Michael Caine cross-dressed and became quite a lethal killer when doing so...