"The Grandmother" (1970)
* Laura Dern as The Young Girl
* Jack Nance as The Boy
"The Amputee" (1974)
* Jack Nance as The Man
* Judith Roberts as The Woman
* Patrick Bauchau as The Doctor
"The Alphabet" (1968)
* David Lynch
"Six Men Getting Sick (Six Times)" (1967)
* David Lynch
"Premature Burial" (1962)
* David Lynch
"The Last Supper" (1967)
* David Lynch
"The Interview" (1967)
* David Lynch
It's worth noting that these short films are often experimental and feature minimal dialogue, so many of the "characters" are more like abstract representations than fully fleshed-out individuals.
If you're interested in exploring the specific roles of each actor or actress within each short film, I recommend searching for the film's credits online.