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The Bellboy, Jerry Lewis: The living legend hasn't directed a film in over 30 years, but he directed most of his classic comedies from the '60s, starting with The Bellboy.
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Monty Python and the Holy Grail, Terry Gilliam and Terry Jones: Monty Python's first movie was directed by two of its members, both of whom went on to direct several more movies. Jones is best known for directing the subsequent Python films on his own, whereas Gilliam established himself as one of the most idiosyncratic directors of the last 40 years.