Has any of the Harry potter actors won an Academy Award?

No.

Five of the eight have been nominated, but none have won an Oscar.

2001 Harry Potter and the Sorcerer's Stone: Best Art Direction, Costumes and Score.

2004 Harry Potter and the Prisoner of Azkaban: Best Visual Effects and Score.

2005 Harry Potter and the Goblet of Fire: Best Art Direction.

2009 Harry Potter and the Half-Blood Prince: Best Cinematography.

2010 Harry Potter and the Deathly Hallows - Part 1: Best Art Direction and Visual Effects.