Michael Jackson has

Francis Ford Coppola (The Godfather) & George Lucas (Star Wars) directed and produced Captain EO for Disney



John Landis (American Werewolf In London) directed Thriller


But also Black or White


Martin Scorcese (Taxi Driver) directed Bad



John Singleton (Boyz n the Hood) directed Remember the Time


David Fincher (Fight Club) directed Who is It



Spike Lee (Do the Right Thing) directed They Don't Care About Us


Bonus
Not a director, but special effects master Stan Winston (Jurassic Park) directed Ghosts



Such legends.

What about your fave?