Way too easy!

Pardon me, John Debono. I didn't know that he had never won despite 5 nominations. Just another example of why the Oscars are not the be all and say all.

From the Oscar trivia site:
Some of the greatest directors of all time have never won an Academy Award for Best Director (and many were never nominated – see Great Directors Who Have Not Won), including Clarence Brown, Charlie Chaplin, King Vidor, Howard Hawks, D. W. Griffith, Brian De Palma, George Sidney, John Cassavetes, Cecil B. DeMille, Alfred Hitchcock, Orson Welles, F.W. Murnau, William A. Wellman, Otto Preminger, Sam Wood, Gregory La Cava, Norman Jewison, Sidney Lumet, Ernst Lubitsch, Terrence Malick, Robert Altman, Robert Rossen, Fritz Lang, Spike Lee, Rouben Mamoulian, W.S. Van Dyke, Stanley Kubrick, Herbert Ross, Tim Burton, Blake Edwards, Stanley Kramer, Joshua Logan, James Ivory, Alan J. Pakula, Paul Mazursky, Arthur Penn, Richard Brooks, George Lucas, Ridley Scott, David Lynch, Peter Weir, Akira Kurosawa, Barbra Streisand, Ingmar Bergman, and Sam Peckinpah.

Definitely your easiest yet.

@Patricia: Terribly sorry, didn't mean to come off as rude. I was just able to figure it out fairly easily mostly from the 4 films on the AFI list. Though I agree 100% that its pretty sad that this director very received a competitive oscar.

@John Debono: No worries. I'm just jealous.