There is more than one artist by this name:
1) A film director, writer and musician born in Missoula, MT, United States.
2) An acoustic blues guitarist and songwriter from San Luis Obispo, CA, United States.
3) A Saxophonist born in Los Angeles, CA, United States, currently living in Greece.
4) A jazz musician born in Signal Hill, CA, United States.

1) David Lynch (born 20 January 1946 in Missoula, Montana, United States) is an American filmmaker, television director, visual artist, comic book artist, musician and occasional actor.