Marty has said this of the Taxi Driver / Bringing Out The Dead connection: in the first one, the main character is like the angel of death stalking through New York. In the second, it's like the main character is trying to be a guardian angel. Taxi ends in a predominantly ominous and ironic tone, while Dead ends with hope. I think it's nice for a director to explore both sides of one coin.
And isn't there a theory that says all directors just make the same film their whole lives, anyway? It ties in nicely with some bits of auteur theory, and how you can trace a common thread or theme through an artists entire body of work.