Gus Van Sant
Technically, Gus Van Sant didn't actually have a cameo in his own film. Instead, he had another director make a cameo...well, sort of. An actor on the set of the Psycho remake wore prosthetic makeup and was costumed to look like Alfred Hitchcock, an homage to the original film's director. Alfred was well known as a director who liked to make special guest appearances in every movie he made.