Alfred Hitchcock was the most famous director who ever lived, perhaps because he had an instinct for self-promotion. He created a wry comedic persona --the director who winks at the audience as he sets out the scare the bejeezus out of them. (See the infamous "Psycho" promo below in which the director gives us a tour of the Bates Motel, shower and all.) He also was known for putting himself in a cameo --often wittily--in almost every film. Even "Lifeboat"!
Check out another video below, which collects all his cameos.