Honus Wagner became Sheriff of Allegheny County in 1942 and ran a sporting goods store which still bears his name.
http://www.post-gazette.com/pg/10277/1091233-491.stm
Turkey Mike Donlin left baseball for a brief time to perform on the Vaudeville circuit with his wife.
Fred Merkle worked as a scout after his career and discovered Jim "Mudcat" Grant.