Based on the below list, we may be able to identify more players that have won respective continental titles, before moving into / after moving out of European Leagues: http://en.wikipedia.org/wiki/List_of_European_Cup_and_UEFA_Champions_League_winning_players
Updated as below... Player (Country) Champions League Copa Libertadore Intercontinental Cup/ Club World Cup Nelson de Jesus Silva “Dida” (BRA) Milan 2002-03 & 2006-07 Cruzeiro 1997 FIFA Club World Championship: (Corinthians) 2000, FIFA Club World Championship: (Milan) 2007 Marcos Evangelista de Moraes “Cafu” (BRA) Milan 2006-07 São Paulo 1992 & 1993 Intercontinental Cup (2): (São Paulo) 1992, 1993, FIFA Club World Cup (1): (Milan) 2007 Juan Pablo Sorín (ARG) Juventus 1995-96 River Plate 1996 None José Vítor Roque Júnior (BRA) Milan 2002-03 Palmeiras 1999 None Carlos Alberto Tévez (ARG) Manchester United 2007-08 Boca Juniors 2003 Intercontinental Cup (1): (Boca) 2003, FIFA Club World Cup (1): (Man U) 2008 Walter Adrián Samuel (ARG) FC Internazionale 2009-10 CA Boca Juniors 2000 FIFA Club World Cup (1): (Inter) 2010