Many filmmakers have directed works which were not commercially released, for example early works by Orson Welles such as his filming of his stage production of Twelfth Night in 1933 or his experimental short film The Hearts of Age in 1934.
Often, these early works were not intended for commercial release by intent, such as film school projects or inability to find distribution.
Notable directors who did their first directorial work in this medium include Robert Altman, Sidney Lumet, and Alfonso Cuarón.
With the success of MTV and the popularity of music videos from the early 1980s, this gave another avenue for directors to hone their skills.
Notable directors whose early work was in music videos include David Fincher, Jonathan Glazer, Michel Gondry, and Spike Jonze.