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.