Hitchcock does this...

Hitchcock will match the character’s conversations to the “problem”… example; in Rear Window, the characters talk about marriage and how awful it is, then meanwhile there is the whole “man murders his spouse.” In Shadow of a Doubt, the father and his friend are obsessed with murder… meanwhile, Murderin’ Uncle Charlie is in town.

Does any other director do this? I think it’s pretty cool, it can be cheesy sometimes but it’s a nice little device…

It’s called subtext. A “point” that’s definitely there, but which nobody ever directly says exists.

Hitchcock himself was in love with the macabre as it applied to conversation, and many of his films feature conversations from “normal people” (and, in many cases, upper class and vacuous characters) that show a dark undertone to people’s fascinations with the macabre. However, he was not without a sense of humor and his poking at these subjects are part of why it works so well. Sure, Hitchcock provides commentary on our fascination with the macabre while presenting characters talking about what the theme of the movie is unawared, but he is also an entertainer and provides an argument in his own movies as to why we keep going to watch them.

—PolarisDiB

As Bolo Tie implies, MOST good screenwriters and directors utilize this subtextual dialogue technique of having a conversation have multiple meanings, with one discussion topic commenting on another situation — often regarding the characters who are talking to each other.

A more exotic example occurs in Antonioni’s L’avventura. Toward the end of the film, Sandro makes fun of the mechanical gestures of a hotel employee and says, “Why don’t they have a real robot?” Sandro is unaware that, as an “organization man,” HE has many robotic traits himself but the perceptive viewer can pick up the irony and subtext.