2001_the Others, by Alejandro Amenabar.
The ranks of directors who have also composed the music for their films are not very crowded; among these, we find authors of the caliber of Chaplin, Eastwood, Carpenter, Kusturica, Tykwer, and Figgis. The Chilean-Spanish director Amenabar also rightfully belongs to this category, and he certainly does so as a well-prepared musician, unlike many of the aforementioned names who lack specific musical training. This is because the score of The Others is a small classic of haunting and spectral symphonic composition.
2007_I’m Not There, by Todd Haynes, music by Bob Dylan.
The director’s brilliant insight is to portray Dylan’s elusive nature by splitting him into six characters played by six different actors, each associated with a different phase of his artistic life. The soundtrack consists entirely of songs by the Great One, performed by the top names of the reigning indie scene of those years.