Он сам пришел (he himself came)
Мы все пошли гулять (we all went to walk)
Everything's fine until you try to understand the functions of сам and все. First, their meaning is quite hard to describe. As for the second one, I still don't have an idea what does все add to this sentence and how does it differ from Мы пошли гулять. I suspect that there must be the same difference in English translation, but can't state it clearly.
Furthermore, the syntactic behavior is completely weird. It looks as if все was an optional syntactic modifier of мы. But if we change the case, we'll get a very strange construction:
У нас (у) самих ничего нет (we ourselves don't have anything).
До нас (до) всех дошло известие (to us (to) all has come the news).
This optional preposition doubling makes no sense to me, and I don't know how to describe that in both phrase structure and dependency grammar rules. What modifies what in this case?