Sam Mendes won for his first movie, “American Beauty”.
Hazanavicius won for The Artist, which I believe was his 2nd feature.
Chazelle won for La La Land. His 2nd feature.
Dances With Wolves was Costner’s first director credit.
Bradley Cooper was nominated just last year, and should’ve won, in his directorial debut.
Those are just off the top of my head.