From the making of the Absolute Beginners soundtrack in 1985, here’s David Bowie impersonating other rock stars.
As far as I can tell, he’s doing:
Bruce Springsteen (pretty good, but not quite as dead on as somebody [Joe Piscopo?] singing the Flintstones theme as a Bruce Springsteen epic: The Springstones)
Bob Dylan / Tom Petty (who were collaborating on the Traveling Wilburies and toured together in 1986, which I saw: Petty is a better live performer than Dylan).
Antony Newley / David Bowie
Some countryish singer