| SNL50: The Homecoming Concert (2025)
As Self | (Not seen) |
| Riff Raff (2024)
As Lefty | (Not seen) |
| Ghostbusters: Frozen Empire (2024)
As Dr. Peter Venkman | (Not seen) |
| Ant-Man and the Wasp: Quantumania (2023)
As Krylar | (Not seen) |
| The Greatest Beer Run Ever (2022)
As The Colonel | (Not seen) |
| Ghostbusters: Afterlife (2021)
As Dr. Peter Venkman | (Not seen) |
| The French Dispatch (2021)
As Arthur Howitzer, Jr. | (Not seen) |
| On the Rocks (2020)
As Felix | (Not seen) |
| The Dead Don't Die (2019)
As Chief Cliff Robertson | (Not seen) |
| Zombieland: Double Tap (2019)
As Bill Murray | (Not seen) |
| Isle of Dogs (2018)
As Boss (voice) | (Not seen) |
| Ghostbusters (2016) (AKA "Ghostbusters: Answer the Call")
As Martin Heiss | (Not seen) |
| The Jungle Book (2016)
As Baloo (voice) | (Not seen) |
| Aloha (2015)
As Carson Welch | (Not seen) |
| Dumb and Dumber To (2014) (AKA "Dumb and Dumber 2")
As Ice Pick | (Not seen) |
| St. Vincent (2014)
As Vincent MacKenna | (Not seen) |
| The Grand Budapest Hotel (2014)
As Monsieur Ivan | (Not seen) |
| The Monuments Men (2014)
As Sgt. Richard Campbell | (Not seen) |
| A Glimpse Inside the Mind of Charles Swan III (2012)
As Saul | (Not seen) |
| Hyde Park on Hudson (2012)
As Franklin D. Roosevelt | (Not seen) |
| Moonrise Kingdom (2012)
As Mr. Bishop | (Not seen) |
| Passion Play (2010)
As Happy Shannon | (Not seen) |
| Fantastic Mr. Fox (2009)
As Clive Badger (voice) | (Not seen) |
| The Limits of Control (2009) (AKA "No Limtis No Control")
As American | (Not seen) |
| Zombieland (2009)
As Bill Murray | (Not seen) |
| City of Ember (2008)
As Mayor Cole | (Not seen) |
| Get Smart (2008)
As Agent 13 | (Not seen) |
| Saturday Night Live in the '90s: Pop Culture Nation (2007) | (Not seen) |
| The Darjeeling Limited (2007)
As The Businessman | (Not seen) |
| Garfield: A Tail of Two Kitties (2006) (AKA "Garfield 2")
As Garfield (voice) | (Not seen) |
| Saturday Night Live in the '80s: Lost & Found (2005) (AKA "Saturday Night Live in the '80s: Lost and Found") | (Not seen) |
| The Lost City (2005)
As spisovateľ | (Not seen) |
| Broken Flowers (2005)
As Don Johnston | (Not seen) |
| Garfield (2004) (AKA "Garfield: The Movie")
As Garfield (voice) | (Not seen) |
| The Life Aquatic with Steve Zissou (2004) (AKA "The Life Aquatic")
As Steve Zissou | (Not seen) |
| Coffee and Cigarettes (2003) (AKA "Coffee & Cigarettes")
As Bill Murray | (Not seen) |
| Lost in Translation (2003)
As Bob Harris | (Not seen) |
| Speaking of Sex (2001)
As Ezri Stovall | (Not seen) |
| Osmosis Jones (2001)
As Frank Detorre | (Not seen) |
| The Royal Tenenbaums (2001)
As Raleigh St. Clair | (Not seen) |
| Charlie's Angels (2000) (AKA "3 Engel fur Charlie")
As John Bosley | (Not seen) |
| Cradle Will Rock (1999)
As Tommy Crickshaw | (Not seen) |
| Rushmore (1998)
As Herman Blume | (Not seen) |
| Wild Things (1998) (AKA "Sex Crimes")
As Kenneth Bowden | (Not seen) |
| The Man Who Knew Too Little (1997) (AKA "Agent Null Null Nix")
As Wallace 'Wally' Ritchie | (Not seen) |
| Larger Than Life (1996) (AKA "Large as Life")
As Jack Corcoran | (Not seen) |
| Kingpin (1996)
As Ernie McCracken | (Not seen) |
| Space Jam (1996)
As Self | (Not seen) |
| Ed Wood (1994)
As Bunny Breckinridge | (Not seen) |
| Mad Dog and Glory (1993)
As Frank Milo | (Not seen) |
| Groundhog Day (1993)
As Phil Connors | (Not seen) |
| What About Bob? (1991)
As Bob Wiley | (Not seen) |
| Quick Change (1990)
As Grimm | (Not seen) |
| Ghostbusters II (1989) (AKA "Ghostbusters 2")
As Dr. Peter Venkman | (Not seen) |
| Scrooged (1988)
As Francis Xavier Cross | (Not seen) |
| Little Shop of Horrors (1986)
As Arthur Denton | (Not seen) |
| Ghostbusters (1984)
As Dr. Peter Venkman | (Not seen) |
| Tootsie (1982) (AKA "Would I Lie to You?")
As Jeff Slater | (Not seen) |
| Stripes (1981)
As John Winger | (Not seen) |
| Caddyshack (1980)
As Carl Spackler | (Not seen) |
| Meatballs (1979) (AKA "Arrete de ramer, t'es sur le sable")
As Triipper Harrison | (Not seen) |
| Next Stop, Greenwich Village (1976)
As Nick Kessel (uncredited) | (Not seen) |