- Paul Thomas Anderson
Wes Anderson (excluding Moonrise Kingdom, which is yet to open where I live)
Larry Bishop (two films)
Adam Curtis (documentaries)
Andrew Dominik (excluding Killing Them Softly, which has only had a Cannes screening thus far)
Charlie Kaufman (only directed one film thus far)
Charles Laughton (only directed one film)
David Michôd (only directed one feature and one feature-length documentary thus far)
Jeff Nichols (excluding Mud, which has only had a Cannes screening thus far)
Christopher Nolan (excluding The Dark Knight Rises, which hasn't opened yet)
Martin Scorsese (just missing a few documentaries, such as the recent one on George Harrison)
Quentin Tarantino (excluding a couple of portmanteau movies to which he contributed)
Lars von Trier
Bertrand Bonello will be added to this list in the next couple of days (having this morning received my copy of the DVD of House of Tolerance from Amazon).
Directors with quite a few movies where I am getting close to having seen their entire oeuvre are: Woody Allen, Robert Altman, Coen brothers (haven't been able to bring myself to watch Intolerable Cruelty or The Ladykillers), Werner Herzog, Stanley Kubrick, Eric Rohmer.