Teddy Pasternak at 2011-07-23 15:20:35:
Not exactly educational, but director cameos could be fun. Here's a classic:
Chinatown (Roman Polanski)
Man with Knife: You're a very nosy fellow, kitty cat. Huh? You know what happens to nosy fellows? Huh? No? Wanna guess? Huh? No? Okay. They lose their noses.
http://www.youtube.com/watch?v=8SPakQ7hH6I
And a few other fun ones.
Badlands (Terrence Malick):
http://www.youtube.com/watch?v=phv5ZMRVn4w
Taxi Driver (Martin Scorsese):
http://www.youtube.com/watch?v=A8gXs04wqGQ
Dune (David Lynch):
http://www.youtube.com/watch?v=TrjhK0bokdE