First movie/last movie: Alfred Hitchcock

The Pleasure Garden (1925)
Family Plot (1976)

First movie/last movie: Howard Hawks

Fig Leaves (1926)
Rio Lobo (1970)
Hawks' actual first film, 1926's The Road to Glory (not to be confused with a 1936 Hawks film of the same name), is lost.

First movie/last movie: Robert Hamer

Pink String and Sealing Wax (1946)
School for Scoundrels (1960)

First movie/last movie: D.W. Griffith

Judith of Bethulia (1914)
The Struggle (1931)
Once again, I need to point out that I'm only talking about feature-length films here. Griffith made a ton of notable short films before Judith of Bethulia.

First movie/last movie: Samuel Fuller

I Shot Jesse James (1949)
Street of No Return (1989)

First movie/last movie: John Frankenheimer

The Young Stranger (1957)
Reindeer Games (2000)

First movie/last movie: John Ford

Straight Shooting (1917)
7 Women (1966)

First movie/last movie: Victor Fleming

When the Clouds Roll By (1919)
Joan of Arc (1948)

First movie/last movie: Robert Flaherty

Nanook of the North (1922)
Louisiana Story (1948)

First movie/last movie: Federico Fellini

Variety Lights (1950)
The Voice of the Moon (1990)

First movie/last movie: Rainer Werner Fassbinder

Love Is Colder Than Death (1969)
Querelle (1982)

First movie/last movie: Sergei Eisenstein

Strike (1925)
Ivan the Terrible, Part II (1958, filmed in the mid-1940s)

First movie/last movie: Carl Theodor Dreyer

The President (1919)
Gertrud (1964)

First movie/last movie: Gene Kelly

This is just Kelly as a director, not a dancer/actor.
On the Town (1949, with Stanley Donen)
The Cheyenne Social Club (1970)

First movie/last movie: Vittorio De Sica

Maddalena, Zero for Conduct (1940)
The Voyage (1974)

First movie/last movie: Basil Dearden

The Black Sheep of Whitehall (1942)
The Man Who Haunted Himself (1970)

First movie/last movie: Jules Dassin

Nazi Agent (1942)
Circle of Two (1980)

First movie/last movie: Merian C. Cooper & Ernest B. Schoedsack

Grass: A Nation's Battle for Life (1925)
This Is Cinerama (1952)

First movie/last movie: Jean Cocteau

The Blood of a Poet (1930)
The Testament of Orpheus (1960)

First movie/last movie: Rene Clement

The Battle of the Rails (1946)
Wanted: Babysitter (1975)