Thanks to boosterspice, a character in Larry Niven's Known Space future history works for a normal life span on Earth, then goes in cold sleep to an extrasolar colony to begin a second career in a different profession there - although not also to change his identity.
Changing identities must be a feature of Intelligence work although Anderson's Dominic Flandry retains the same name and character throughout his career. He does sometimes play different roles and even changes his face once although that is merely a cosmetic exercise - one that would necessitate a change of actors if the Flandry series were filmed.
In Jerry Pournelle's King David's Spaceship, it is recorded that Colonel Nathan MacKinnie fought against the forces of King David at Lechfeld, surrendered to them after the battle and died of his wounds a few weeks later. Shortly after that, Trader Jameson MacKinnie manages King David's shares of an interstellar expedition. Imagine that: setting off with a new first name, a different profession and a new set of acquaintances. However, MacKinnie really goes as a spy. Intelligence is a branch of military work. Spies are soldiers out of uniform.