When he's not winning Oscars for acting in 2003's Mystic River and 2008's Milk, Sean Penn takes the director's seat and gives his chosen material complete focus. So far, Penn has not tried to direct himself as an actor. He started directing with 1991's The Indian Runner (based on Springsteen's "Highway Patrolman") and 1995's The Crossing Guard. But Penn hit his stride with 2001's The Pledge, starring Jack Nicholson as a retired cop tackling one more case. He did his finest, deepest work to date in 2007's Into the Wild, the true story of a college grad (Emile Hirsch) lost in body and mind in the Alaskan wilderness.