I'd +rep this several times over, but I apparently have to spread the love.
Lesser known current directors that I find quite brilliant would be:
Bela Tarr --- Werckmeister Harmonies; Satantango; The Man From London
Janos Szasz --- Opium, Diary of a Mad Woman; Woyzeck; The Notebook
Nuri Bilge Ceylan --- Uzak; Winter Sleep; Once Upon A Time in Anatolia
Roy Andersson --- Songs From the Second Floor; You, The Living
Jafar Panahi --- The White Balloon; The Circle; Offside
Joachim Trier --- Oslo, August 31; Reprise
Abbas Kiarostami --- Close-Up; Taste of Cherry; Like Someone in Love
Leos Carax --- Girl On the Bridge --- Holy Motors --- Mauvais Sang
Jacques Audiard --- Rust And Bone; The Beat My Heart Skipped; Read My Lips
Corneliu Porumboiu --- Police, Adjective; When Evening Falls On Bucharest
Kim-Ki Duk --- Pieta; Moebius; Arirang; Real Fiction
Catalin Mitulescu --- Loverboy; The Way I Spent The End of the World
Yorgos Lanthimos --- Dogtooth; Alps
Sarunas Bartas --- Koridorius; Few Of Us; Seven Invisible Men
Cristi Puiu --- The Death of Mr Lazarescu; Aurora
Gyorgi Palfi --- Taxidermia; Free Fall
Lech Majewski --- Field of Dogs; The Mill and The Cross; The Garden of Earthly Delights
Peter Strickland ---Katalin Varga; Berberian Sound Studio
PAtrice Leconte --- Girl on the Bridge; Man on the Train
Kira Muratova --- Asthenic Syndrome; Melody for a Street Organ
Lucrecia Martel --- La Cienaga; La Mujer Sin Cabeza
Jens Lien --- The Bothersome Man; Johnny Vang; Sons Of Norway
Ana Lily Amirpour --- A Girl Walks Home Alone At Night
Davide Manuli --- Beket; The Legend of Kaspar Hauser
Athina Tsangari --- Attenberg
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That's an interesting point from Soderbergh. It is rather telling, and somewhat depressing. I suppose the greater length and the freedom being allowed directors in TV currently makes for a market conducive to creating interesting television...