 | The National: I Am Easy to Find, Live from New York's Beacon Theatre (2019) as Self |
 | Fight for Your Right Revisited (2011) as Sir Stewart Wallace |
 | A Short Film About Making Beginners (2011) |
 | The Magnificent Tati (2009) as Self |
| | Family Portrait (2009) |
 | Beautiful Losers (2008) as Self |
 | Creative Life Store (2007) |
 | Thumbsucker - Behind the Scenes (2006) as Self |
 | R.E.M.: In View 1988-2003 (The Best of R.E.M.) (2003) |
| | Not How, Or When, Or Why, But Yes (2000) as Self - Interviewer |
 | Air: Eating, Sleeping, Waiting and Playing (1999) as Self |
 | Affeksjonsverdi Thanks |
 | C'mon C'mon Director |
| | C'mon C'mon Writer |
 | I Am Easy to Find Director |
| | I Am Easy to Find Writer |
 | 20th Century Women Director |
| | 20th Century Women Writer |
 | A Mind Forever Voyaging Through Strange Seas of Thought Alone Director |
 | Beginners Director |
| | Beginners Writer |
 | Where the Wild Things Are Thanks |
 | The Boy and the Creature, 1981 Director |
 | マイク・ミルズのうつの話 Director |
| | マイク・ミルズのうつの話 Producer |
 | Cinema16: American Short Films Director |
 | Thumbsucker Director |
| | Thumbsucker Screenplay |
 | Pulp Hits Director |
 | Paperboys Director |
 | Deformer Director |
| | Not How, Or When, Or Why, But Yes Director |
| | Air: Eating, Sleeping, Waiting and Playing Director |
 | The Architecture of Reassurance Director |
| | The Architecture of Reassurance Writer |
| | Richard June's Backyard Director |
| | Hair Shoes Love and Honesty Director |
 | Skating with Dave and Jared Director |
| | An Introduction to Harmolodics Director |
| | Untitled Mike Mills Project Director |
