I second David Cronenberg! Notably, he's done guest appearances on television's "Alias", he was the best thing about the otherwise dismal "Jason X" ("I don't want him frozen, I want him soft.") and, of course, he played the pivotal role of the psychologist in Clive Barker's under-rated "Nightbreed"... and he has a few neat cameo's in his own films.
If you're referring to the first Rocky movie from 1976, Sylvester Stallone didn't direct it but he did write the script. It was directed by John G. Avildsen.
All of those listed above were actors before or at least at the same time that they became directors. I can't speak for the starter of this thread, but the way I understand it, they should be a director first, and actor second.
Good examples are certainly Sydney Pollack, Werner Herzog and Francois Truffaut. Pollack in Tootsie and Truffaut in The Green Room, Day For Night and The Wild Child were all marvelous performances.
Eastwood is almost in a class by himself. He was an actor for many, many years, and he learned the art of directing by working with some of the best (Unforgiven has a dedication to Don Siegel and Sergio Leone). I don't think he really fits the profile, along with all of the others in Ted Todorov's list.
How about Cameron Crowe? I thought he brought an amazing amount of heft and gravity to his performance in Minority Report
I always liked Roman Polanski's acting in Chinatown. I thought he was at once hilarious and frightening. He has a lot more acting credits that I ever thought he would.
Mathieu Kassovitz was great in Amelie, among others, and The Crimson Rivers is one of the great action movies of the last five years
I thought Lawrence Kasden was hilarious in As Good as it Gets
Vin Diesel also started out as a director, just before he got a little too involved with the whole "diesel" lifestyle
James Toback is a serviceable actor, for the most part.
I think Richard Linklater has a natural nack for acting, although he tends to get a little marble mouthed sometimes.
Well I didn't get that impression. But even so, many of them were directors at the same time, if not earlier, than they were actors (in films). That's certainly true for Welles, Tati, Brooks and others on that list.