Off the top of my head: Kevin Costner's Dances with Wolves, and Clint Eastwood's Unforgiven both won Oscars, including Best Picture and Best Director. Affleck himself won Best Picture (but not Director) for Argo.

But yes, it can be tricky when actors turn to directing. In fairness to Affleck, I do like Argo (and some of his earlier films, like Gone Baby Gone). :)