Robert Rodriguez has a series of 'Ten Minute Film School' things for El Mariachi/Desperado/Once Upon a Time in Mexico, which are pretty cool. Also a ten minute cooking school :). It's interesting to listen to him because he's obviously really involved in his films (and also makes you believe you really *could* go out and shoot a film).

Of course, the commentaries-and-extras to end all c&e are on the Lord of the Rings DVDs...