In the matter of Shakespeare, evidence exists for the playwright and actor as a member of the Lord Chamberlains' Men, later the Kings' Men. Evidence also exists for the merchant and real estate dealer in Stratford.

However, nothing exists which proves them to be the same man. Back then, it would take 4-5 days to travel between London and Stratford on horseback and there were no stagecoaches. I seriously doubt that a respectable merchant with a wife, family and business would find time for a five-day journey once or twice a month to become a hell-raising writer and actor in London!

English was a less homogenous language back then, and spelling had few if any rules. It wasn't really until the 19th Century that this identification was made, and it was done with little real evidence. But the difference between Willem Shaksper, Esq of Stratford and Master Will Shakespere of London, in terms of pronounciation as well as identity, may have been greater than we modern types think!