 | Bang My Box: The Robin Byrd Story (2026) as Self |
 | Marty Supreme (2025) as Judy |
 | Out of Order (2025) as Judge Stevenson |
 | Lilith Fair: Building a Mystery (2025) as Self |
 | Outstanding: A Comedy Revolution (2024) as Self |
 | Babes (2024) as Dr. Shirley |
 | Turn Up the Love: Connecting to Pride (2023) |
 | Stand Out: An LGBTQ+ Celebration (2022) |
 | 69 Parts (2022) as The Landlady |
 | Pose-a-Thon for Pride (2020) as Self |
 | I Am Richard Pryor (2019) as Self - Actress and Comedian |
 | Secs & Execs (2017) as Kath Fairchild |
 | Dying Laughing (2017) as Self |
 | Alone With Chrissie Hynde (2017) as Herself |
 | Jewel's Catch One (2017) as Self |
 | Roseanne for President! (2015) as Self |
 | Inside Rupert Pupkin (2014) as Self (archive footage) |
 | Diving Normal (2013) as Carmella |
 | Why We Laugh: Funny Women (2013) as Self |
 | The Undefeated (2011) as Self (archive footage) |
 | Looking for Lenny (2011) as Self |
| | Lez Chat (2010) as Folk Music Lover |
 | Rappin' With The Rickster (2010) as Self |
 | See You in September (2010) as Charlotte |
 | Dare (2009) as Dr. Serena Mohr |
 | Disney Heroes Volume 1 (2005) as Cassandra (voice) |
 | Searching for Bobby D (2005) as Sherri Dansen |
 | The Easter Egg Adventure (2004) as Claralyne Cluck (voice) |
 | Spider-Man vs. Doc Ock (2004) as Sarah Baker (voice) |
| | Silver Lake (2004) as Sheila Fontana |
 | The Third Date (2003) as Ola |
 | Totally Gay! (2003) as Self |
 | A Shot at the Top: The Making of 'The King of Comedy' (2002) as Self |
 | Stormy Weather: The Music of Harold Arlen (2002) as Herself |
 | Method Acting (2002) |
 | Zoolander (2001) as Sandra Bernhard |
 | One Hell of a Guy (2000) as God (voice) |
 | Dinner Rush (2000) as Jennifer Freely |
 | Playing Mona Lisa (2000) as Bibi Carlson |
 | The N.Y. Friars Club Roast of Jerry Stiller (1999) as Self |
 | Hercules: Zero to Hero (1999) as Cassandra (voice) (archive sound) |
 | I Woke Up Early the Day I Died (1998) as Sandy Sands |
 | Wrongfully Accused (1998) as Doctor Fridley |
 | I'm Still Here... Damn It! (1998) as Self |
 | Somewhere in the City (1998) as Betty |
 | An Alan Smithee Film: Burn, Hollywood, Burn (1998) as Ann Glover |
 | Exposé (1998) as Janet |
 | Lover Girl (1997) as Marci Guerra / 'Angel' |
 | The Apocalypse (1997) |
 | Plump Fiction (1997) as Bunny Roberts |
 | Rodney Dangerfield's 75th Birthday Toast (1997) as Self |
 | Museum of Love (1996) as Kitty |
 | The Late Shift (1996) as Sandra Bernhard |
 | Catwalk (1995) as Self |
 | The Reggae Movie (1995) as Self |
 | Unzipped (1995) as Self |
 | Freaky Friday (1995) as Frieda Debny |
 | Les Cent et Une Nuits de Simon Cinéma (1995) as First Seeker (uncredited) |
 | Dallas Doll (1994) as Dallas Adair |
 | Sandra Bernhard: Confessions of a Pretty Lady (1994) as Self |
 | Inside Monkey Zetterland (1992) as Imogene |
 | Hudson Hawk (1991) as Minerva Mayflower |
 | Madonna: Truth or Dare (1991) as Self |
 | Without You I'm Nothing (1990) as Sandra Bernhard |
 | Decade (1989) as Self |
 | Heavy Petting (1989) as Self |
 | Track 29 (1988) as Nurse Stein |
 | Casual Sex? (1988) |
 | The Whoopee Boys (1986) as Extra (uncredited) |
 | Follow That Bird (1985) as Grouch Waitress |
 | The House of God (1984) as Angel Dutton |
 | The King of Comedy (1982) as Masha |
 | Nice Dreams (1981) as Girl Nut |
 | Shogun Assassin (1980) as Voice (voice) |
 | The Richard Pryor Special? (1977) as Writer |
 | Broadway: The Next Generation as Self |
| | I'm Still Here... Damn It! Writer |
| | Without You I'm Nothing Writer |
