Thus far, no director who has worked for Marvel Studios has been a part of multiple franchises - but that doesn't mean that it's an impossibility. After all, director James Gunn has already had huge success with Guardians of the Galaxy and is currently working on Guardians of the Galaxy 2, but that's not stopping him from thinking about other projects he would be interested in making within the larger Marvel Cinematic Universe.
The filmmaker was a recent guest on the podcast The Q&A With Jeff Goldsmith, and when asked about the potential of a non-Guardians future project at Marvel he delivered a very interesting answer. To start, he noted that he has spoken in the past about his desire to make a Hit-Monkey film or a feature about the Thunderbolts - but he added that the idea of doing the latter is probably now kaput thanks to dealings going on over at DC Comics and Warner Bros. Said Gunn,
"DC is doing Suicide Squad, so I'm not so sure Thunderbolts are applicable anymore, sadly. But [I'm] looking forward to Suicide Squad."
For those unfamiliar with the source material, Marvel's Thunderbolts are similar to DC's Suicide Squad in that they are a team of villains who are brought together for heroic missions. Still, it's too bad that James Gunn seems to be giving up on this dream. The Thunderbolts do actually distinguish themselves from their rival's equivalent by A) actually replacing The Avengers after they are presumed to be dead, and B) actively having large-scale, sinister ulterior motives (actually being the Masters of Evil in disguise). Obviously it would have to be implemented many years down the road, but I could totally still see Marvel Studios at some point making a Thunderbolts film.
So with Hit-Monkey and Thunderbolts seemingly sidelined, what could James Gunn actually see himself doing with Marvel that's not Guardians of the Galaxy related? Apparently something that will keep him in the stars and discovering more about the furthest reaches of the galaxy. The director said on the podcast,
"For me, it's really is about... whatever I do for Marvel will probably be characters within Marvel Cosmic - which would be characters which are connected to this part of the universe. And if I told you too much who I'm interested in, then I would probably give out too many secrets."
So what else could he possibly be interested in? Maybe a Nova film? A story about Adam Warlock? Personally, I think he has already introduced the character that his non-Guardians of the Galaxy movie should be about:
The world is ready for a new Howard The Duck. Make it happen, James Gunn!