Check out commentaries with Fincher, Philp Seymour Hoffman, Scorcese, Ridley Scott, and the ones for The Simpsons, Futurama, Family Guy, and The Sorpanos. Great stuff. I would avoid William Friedkin's commentaries though. He takes the term 'commentary' too literally. Yipes and a half.
Also, where did the names come from, you ask? I'm fan of the Scorcese and Woody Allen segments of New York Stories.