Scorsese with Boardwalk Empire.
Fincher with House of Cards.
Coen Brothers with Fargo.
Soderbergh with The Knick.
Throw in Game of Thrones, True Detective, Breaking Bad and [your favorite long-form episodic drama here], and it's quite clear that quality drama is moving away from the world of feature film.
It's also interesting to note that most (all?) of these do a very limited number of episodes per season, compared with the cookie-cutter likes of Law&Order/CSI/NCIS/OMGWTFBBQ cable variety.