Before he went from Juve to Milan he went from Inter directly to Milan. In that same move Seedorf also transferred from Inter to Milan.
Inzaghi went from Juve to Milan. Edgar Davids went from Milan to Juve, and then on to Inter after a loan spell at Barca. Roberto Baggio went from Juve to Milan. Vieri went from Inter to Milan. Cassano went from Milan to Inter.
That's just off the top of my head and I've left out players who transferred between big clubs due to Calciopoli (Ibra, Vieira etc).