It's hard enough developing the skills to be a quality actor/actress, with the emotional nuances needed and the memory of the screenplay, of course. Imagine, then, directing AND acting in the same film. That would require a tremendous amount of skill, and obviously not many can pull it off.
Basically all of these movies are ones in which the director has a significant role, if not the lead. This isn't a list about cameos - there are perhaps three that fall into that category, with the master of old-fashioned thrillers/horrors needing a spot. Thus, hats off to these directors and actors.