While at NYU, Martin Scorsese produced this short film "The Big Shave" (1967). It is a metaphor for the bloody affairs of the Vietnam War.
PT Anderson’s second short film “Cigarettes & Coffee” (1993) which bares resemblance to his first feature "Hard Eight" (1996) and introduces his interwoven-narrative style.
PT Anderson’s first short film "The Dirk Diggler Story" (1988) which he later turned into his second feature "Boogie Nights" (1997).
Quentin Tarantino’s first short film "My Best Friend’s Birthday" (1987).
Quentin Tarantino & Fiona Apple - two old friends meet for the first time in 5 years and discuss their creativity, careers, insecurities, and more. A real gem.
Kubrick’s full 76 minute rare interview from 1965
Harmony Korine on Spring Breakers 
Richard Linklater on the making of Boyhood (2014) : VICE