For the Royal Ballet, whether they studied in the school:
Cojocaru--studied six months at the school from a Prix de Lausanne scholarship prize
Cuthbertson-spent nearly seven years at the school
McRae-yes, one year at the school
The Bolshoi has foreign students in the school -- Julian and Nicholas MacKay are two of them -- but I don't know if there's a rule or policy about whether they can be accepted into the company, and they still are too young to be chosen, if this is possible. I haven't read anything to show that the same is true at the Mariinsky. I know Paris Opera Ballet has competitions for dancers not trained at their school, and I don't know the policies of either the Vaganova Institute or Paris Opera Ballet School about accepting students in addition to the kids they choose at eight for the sole purpose of making them into professional dancers, which is not the case for any of the company-affiliated schools in the US, which accept local students early and then select most of their professional division students much later.
According to the Paris Opera Ballet website, "Practically all the dancers are trained at the Paris Opera Ballet School."
All of the Etoiles attended the school. Only two of the Premiers Danseurs, Alessio Carbone, who came from Milan, and Ludmila Pagliero, who came from Ballet de Santiago did not attend the school. There are no bios for Sujets and below on the site.
The majority of Etoiles and Premiers Danseurs studied at the school for 5-7 years, joining the school between 9-11 and either being asked to join the corps or auditioned successfully for the corps between the ages of 15-18. Several of them studied at the school for one year before being accepted -- Clairmarie Osta, Jose Martinez, and Laetitia Pujol -- and a few for two years -- Mathieu Ganio, Isabella Ciaravola, and Nowwenn Daniel.
For the Mariinsky, three of the Principal Dancers did not study at the Vaganova Academy: Igor Kolb (Byelorusian State Ballet School), Daniil Korsuntsev (Uzbek School of Ballet), and Denis Matvienko (Kiev State School of Dance). Both Irma Niradze and Igor Zelensky studied at the Tbisili School of Ballet before studying at the Vaganova Academ. No other Principal Dancers or any of the First Soloists have any other school listed in their bios. Of the Second Soloists, Nadezhda Gonchar (Kiev State School of Dance), Maria Shirinkina (Perm State School of Dance), Andrei Ivanov (Byelorussian State School of Dance), and Timur Askerov (Baku School of Dance) were trained outside the Vaganova Academy.
At the Bolshoi, six of the 19 Principals studied outside the Moscow State Choreographic Academy: Nikolai Tsiskaridze (Tbisili Ballet School), Anna Antonicheva (Baku Ballet School), Ivan Vasiliev (Belorussian State Choreographic College), Mikhail Lobukhin (Vaganova Academy), Nadezhda Gracheva (Alma-Ata Ballet School), and Svetlana Zakharova, who studied at the Kiev Choreographic School before being "finished" at the Vaganova Academy. Three of the nine Leading Soloists studied outside Moscow: Yelena Andrienko (Kiev Ballet School), Andrei Merkuriev (Ulfa Ballet School), and Yekateriana Shipulina (Perm Choreographic College). There are only a couple of bios of First Soloists and Soloists.
The Mariinsky and Bolshoi have promoted dancers that were not trained in Moscow, but all of them were trained in schools that had been part of the former Soviet Union training system.