It seems as if I've run into a few of these recently (Scorsese on Tales of Hoffmann, Bogdonavich on Land of the Pharoahs, Soderbergh on The Third Man and Billy Budd).

Some others anyone can recall?

Tarantino

Kevin Smith on Donnie Darko

Soderbergh loves Mike Nichol's films. He also participates on commentaries for Catch-22, The Graduate, and Who's Afraid of Viriginia Woolf?

Scorsese's commentaries from the laserdisc era are ported over on Criterion's dvd releases of Black Narcissus and The Life and Death of Colonel Blimp.

Kevin Smith on Road house, and Tarantino won't do a commentary on his own movies, but he did one with Robert Rodriguez for From dusk til dawn, and on a few dragon dynasty titles.

Tarantino on, among others, True Romance (although he was the writer...)

In addition to the ones you mention, Soderbergh has done commentaries (sometimes alone, other times with a friend) on quite a few others: Who's Afraid of Virginia Woolf?, Keane, Catch-22, the Graduate, Point Blank, Seabiscuit...

I think Bogdanovich also did one for Citizen Kane

John Carpenter did one for Rio Bravo.

Is Kevin Smith's 'Donnie Darko' commentary any good? I've been considering upgrading to the DC and if his commentary is worth a lesson it might entice me to purchase said DVD.

John Carpenter also discussed various scenes on "The Good, the Bad and the Ugly".

Yeah, I love it.

Nope, that was Once upon a time in the West. Other directors (John Millius and Alex Cox) joined in on that one too.

Martin Scorsese does a commentary on The Set-Up.

Tarantino also did a commentary on Hostel.

Noah Baumbach did one on the Criterion DVD for Sullivan's Travels.

Soderbergh is also on The Third Man.

Soderbergh is on "Apartment Zero"

Tarantino needs to do commentary on Natural Born Killers.

William Friedkin on The Leopard Man and on one of the Warner Film Noir releases. Anyone?

John Carpenter on the The Thing from Another World (1951) on the recent R2 SE, which he paid Universal to let him do! Great track.

A few that I know about:

Bogdonavich on "The Lady from Shanghai"
Tarantino (with Jack Hill) on "Switchblade Sisters"
A bit of a stretch, but Gary Graver (with Oja Kodar) on "F for Fake"

John Milius does a nice commentary on the 1945 "Dillinger."

That's awesome.

Bogdanovich also did one on The Searchers.
The upcoming Eyes Wide Shut edition has one with Sydney Pollack, although he had an acting part in the film.
There's one I can't remember the name of, and I would like to hear, where Francis Ford Coppola does a commentary for something he has never seen. I think it was a set of short films or a documentary.

Friedkin did the commentary for The Narrow Margin