There are a couple of folks I would put into this category. Since you said "Cowboy" and not "Player", I'm going to go about this a little differently.
Offensively I think of two players:
Dandy Don Meredith - Never won a championship, was always next years champion QB, didn't play with as much talent IMO as other great Cowboy QBs, played hurt, delt with the wrath of the fans for not winning, played well for a long time and retired just as we were getting really good. Fans didn't love Meredith and many times, they hated him to the point of threats on his life. He really only became loved after his career in Dallas was over and when he joined Monday Night Football. He endured the very hard times so that players like Roger and White and Troy and Romo could be what they were.
Hershel Walker - Hershel only played 3 full seasons with the Cowboys and one partial seasons before being traded. He played at a time when we had nothing in the way of talent. It was after the great teams and good teams of the 70s and 80s and before the great teams and good teams of the early 90s. Never complained, always gave 110%, never a bad thing to say about the organization or his team mates. Never in the papers for acting a fool. In three years, he posted seasons of 1574 TYFS, 1606 TYFS and 2019 TYFS. He was truly a dominating player at a time when we had nothing else and yet he is best remembered for being the player traded that allowed us to become champions. That is true, he was the player who allowed for that but he was much more then that.
Defensively I think of one play (although I think a case is quickly being made for Woody):
Cornell Green - Green, IMO, is the best Defensive Player who ever played for the Cowboys who is not in the HOF. He was a 5 time Pro Bowler and a 3 time 1st Team All Pro who played both CB and Safety for the Cowboys. His nickname was "Boards" because he never played a down of Football in College. He was a 6'4" Guard for Utah St. who was named a Two Time All American. He was the 5th all time leading scorer for the Aggies and to this day is still their all time leading rebounder. He was offered an NBA contract but decided to give the Cowboys a shot just in case. In 13 seasons, he never missed a game. He was truly an athlete that was ahead of his time in the NFL yet, he is not even in the Cowboy Ring of Honor, let alone the HOF.
On the none player side:
Clint Murchison - Founding Owner of the Dallas Cowboys. Murchison is a figure in Cowboy History that is, for the most part, forgotten. He was an owner who was wise enough to understand that he was an owner and smart enough to understand that he needed to hire the best people he possibly could to run the team ( Tex Schramm and Tom Landry). Having lived through the Bum Bright era and now the Jerry Jones era, I have much, much more appreciation for Clint Murchison. He was a business man who understood who and what he was and what he was was the Founder of The Dallas Cowboys.