Before David Fincher directed Se7en, Gone Girl, and Fight Club he was making music videos for Madonna, Foreigner and George Michael.
Spike Jonze (Her, Where The Wild Things Are, Being John Malkovich), is perhaps the most sought after Music Video director in the industry, working with Weezer, REM, Sonic Youth, Jay-Z, Kanye West, Nirvana, U2, Beastie Boys, everyone...
Francis Lawrence is known for I am Legend and The Hunger Games but has also made Music Videos for high profile artists in the early stages of his career.
Remember Eternal Sunshine of the Spotless Mind? That was Michel Gondry, he also made a lot of other great feature films and a bunch of Music Videos for the White Stripes. And Foo Fighters.. And Daft Punk.. And Beck..
The list goes on..
You don't see this same correlation with TV Commercial Directors making the jump to Oscar Winning feature films. Ridley Scott is the only example I can think of. There are several who climbed up the television series ladder before working on major movies like JJ Abrams, The Russo Brothers and Rian Johnson, but that seems to be a given, actors do the same thing all the time.
There's an oddly high number of Music Video Directors from the 90s dominating the Feature Film cycle in the early 2000s and on. But more importantly because they're making great feature films, its worth examining the causation.
One theory suggests that a director capable of crafting performances that tell a compelling story without dialogue and within the bounds of 2 verses, 3 choruses and a bridge should easily be able to do so without the limitations of telling stories around a song and using words and such. I'm always approaching Music Videos like a movie, with a first, second and third act. Establishing characters, setting mood, forming a plot. This is admittedly harder when you're trying to give all your characters exposition and depth without any dialogue, and before you go anywhere with it the first chorus starts and the film has to veer with the song.
But the thing is, while a lot of the Directors I've mentioned are known for great storytelling in their movies, if you look to their most well known Music Videos, they're performance driven, they have no story most of the time. You would expect more examples like Zack Snyder, who makes great music videos, and is known for making blockbusters more driven by kick ass slow motion and stylized compositions than engaging stories. I would think this would be the norm for MV Directors turned FF Directors, but its not.
Even with Music Videos that are just a bunch of fancy shots of the band juxtaposed with neat B-roll footage, shot planning and storyboarding are super important for creating a fluid sequence. This translates really well to narrative driven, feature length films with well-thought-out plots. I think the approach taken to planning out a Music Video shot for shot works well for a full length movie. I used to direct comedy sketches for one of my TV Series, and I learned that when I applied the approach I take to TV Spots I made the best sketches. I just had to translate: attention grab, info, call to action (TV Spot) to attention grab, set-up, punchline (Sketch). My funniest sketches ended up being loose parodies of my own product ads and public service announcements because I had already practiced the formula. In the same way, planning a narrative film is a lot like planning film built around music, rhythm is just like pacing. Verse, pre chorus, chorus is just like first, second and third act. The combination of tone and music isn't so different from tone and story.
In execution, and by that I mean performances, it can be very simplified. Actors in Tv Commercials are typically addressing the camera, or speaking directly to the audience. In both Music Videos and Feature Films, actors are typically addressing each other, eyes away from the camera. This is another way of saying its the difference between narrative and information. Its fiction and non-fiction. they're two opposite categories and Music Videos and feature films fall on the same side.
Really, it would be very difficult for a director accustomed to advertising to make the transition to Feature Films because all the rules change. Ads are supposed to be transparent and forward, movies are supposed to be subtle. Ads should give an answer, movies should ask a question. Lots of other things but you get it. When you start listing vaguely what a Music Video should be, it sounds a lot more like a feature film. Its no wonder Directors easily jump between the two and succeed.