Jonathan Demme had a habit of giving roles in his films to other directors:

John Milius is in Crazy Mama

John Waters and John Sayles are both in Something Wild

Roger Corman and George A. Romero are both in The Silence of the Lambs

Roger Corman was also in Philadelphia

Sidney Lumet and Roger Corman were in The Manchurian Candidate

Corman was also in Rachel Getting Married

Theatre director Andre Gregory was in The Master Builder

Jean-Luc Godard also liked to have other directors in his films:

Jean-Pierre Melville and Jacques Rivette are both in A Bout de Souffle

Michel Piccoli and Fritz Lang are both in Les Mepris

Samuel Fuller was in Pierrot le Fou

Raoul Levy was in Two or Three Things I Know About Her

Jean Eustache was in Weekend

Michel Piccoli was in Passion

Leos Carax and Woody Allen were in King Lear