 | Marty, Life Is Short (2026) as Self (archive footage) |
 | On a Mission from God: The Story of the Blues Brothers (2025) as Self |
 | I'm Chevy Chase and You're Not (2025) as Self |
 | You Had to Be There: How the Toronto Godspell Ignited the Comedy Revolution... (2025) as Self |
 | John Candy: I Like Me (2025) as Self - Mainstage Cast, The Second City |
 | Ladies & Gentlemen... 50 Years of SNL Music (2025) as Self (archive footage) |
 | Jim Henson Idea Man (2024) as Self (archive footage) |
 | Ghostbusters: Frozen Empire (2024) as Ray Stantz |
 | The Greatest Night in Pop (2024) as Self (archive footage) |
 | Zombie Town (2023) as Len Carver |
 | Our Soho (2023) as self |
 | 2022 Rock & Roll Hall of Fame Induction Ceremony (2022) as Self (archive footage) |
 | Ghostbusters: Afterlife (2021) as Ray Stantz |
 | Who Saw the Men in Black (2021) as self |
 | The Go-Go's (2021) as Self (archive footage) (uncredited) |
 | Belushi (2020) as Self (archive footage) |
 | Cleanin' Up the Town: Remembering Ghostbusters (2020) as Self |
 | Le Fantastique Mr Murray (2019) as Self - Interviewee |
 | Defend, Conserve, Protect (2019) as Narrator |
 | Chris Farley: Anything for a Laugh (2019) as Self |
 | Good Fortune (2016) as Self |
 | Ghostbusters (2016) as Cabbie |
 | Ghostheads (2016) as Self |
 | Being Canadian (2015) as Self |
 | I Am Chris Farley (2015) as Self |
 | Pixels (2015) as 1982 Championship MC |
 | Who You Gonna Call?: A Ghostbusters Retrospective (2014) |
 | Time Is But a Window: Ghostbusters 2 and Beyond (2014) |
 | Get On Up (2014) as Ben Bart |
 | Tammy (2014) as Don |
 | Legends of Oz: Dorothy's Return (2014) as Scarecrow (voice) |
 | Saturday Night Live: Thanksgiving (2013) as Rick Phillips |
 | Behind the Candelabra (2013) as Seymour Heller |
 | Born In Chicago (2013) as Narrator |
 | Tales from the Warner Bros. Lot (2013) as Self |
 | WWII: Saving the Reality (2013) as Self - Narrator (voice) |
 | The Campaign (2012) as Wade Motch |
 | Sunset Strip (2012) as Self |
 | Yogi Bear (2010) as Yogi Bear (voice) |
 | The Women of SNL (2010) as Various (archive footage) |
 | Presidential Reunion (2010) as Jimmy Carter |
 | Julie & Julia (2009) as Self (archive footage) (uncredited) |
 | War, Inc. (2008) as Mr. Vice President |
 | Shortcut to Happiness (2007) as Julius Jensen |
 | I Now Pronounce You Chuck & Larry (2007) as Captain Tucker |
 | Saturday Night Live in the '90s: Pop Culture Nation (2007) as Self |
 | Working with a Master: John Landis (2006) as Self |
 | Saturday Night Live: The Best of Dan Aykroyd (2005) as Various Characters (archive footage) |
 | The Blues Brothers: Transposing The Music (2005) as Self |
 | Just the Two of Us (2005) as Self |
 | Saturday Night Live: The Best of John Belushi (2005) as Self / Various (archive footage) (uncredited) |
 | Dan Aykroyd Unplugged On UFOs (2005) as Self |
 | Life O' The Party: On the Road with Prince and the New Power Generation (2005) as Self |
 | Live from New York: The First 5 Years of Saturday Night Live (2005) as Self |
 | Christmas with the Kranks (2004) as Vic Frohmeyer |
 | Ronnie Hawkins: Still Alive and Kickin (2004) as Narrator |
 | Intern Academy (2004) as Dr. Cyrill Kipp |
 | 50 First Dates (2004) as Dr. Keats |
 | James Brown: Soul Survivor (2003) |
 | Bright Young Things (2003) as Lord Monomark |
 | Saturday Night Live: 25 Years of Music Vol. 5 (2003) as Self |
 | Toronto Rocks (2003) as Self |
 | The Making of ‘Sneakers’ (2003) as Self |
 | Unconditional Love (2002) as Max Beasley |
 | Crossroads (2002) as Pete Wagner |
 | On the Nose (2001) as Dr. Barry Davis |
 | Earth vs. the Spider (2001) as Det. Insp. Jack Grillo |
 | The Curse of the Jade Scorpion (2001) as Chris Magruder |
 | Evolution (2001) as Governor Lewis |
 | Pearl Harbor (2001) as Captain Thurman |
 | Stardom (2000) as Barry Levine |
 | The House of Mirth (2000) as Augustus 'Gus' Trenor |
 | Loser (2000) as Dad |
 | Diamonds (1999) as Lance Agensky |
 | Saturday Night Live: Christmas (1999) as Self |
 | Ghostbusters 1999 (1999) as Self |
 | Saturday Night Live: The Best of Dana Carvey (1999) |
 | Saturday Night Live: 25th Anniversary Special (1999) as Self |
 | Tales from the Crypt: The Robert Zemeckis Collection (1999) as Captain Milligan |
 | Susan's Plan (1998) as Bob |
 | Antz (1998) as Chip (voice) |
 | The Stories Behind the Making of 'The Blues Brothers' (1998) as Self |
 | Blues Brothers 2000 (1998) as Elwood Blues |
 | Roswell Top Secret (1998) as Self |
 | Grosse Pointe Blank (1997) as Grocer |
 | The Arrow (1997) as Crawford Gordon Jr. |
 | Heritage Minutes: Avro Arrow (1997) as Crawford Gordon |
 | My Fellow Americans (1996) as President William Haney |
 | Feeling Minnesota (1996) as Det. Ben Costikyan |
 | Rainbow (1996) as Sheriff Wyatt Hampton |
 | Celtic Pride (1996) as Jimmy Flaherty |
 | Getting Away with Murder (1996) as Jack Lambert |
 | Sgt. Bilko (1996) as Colonel Hall |
 | Canadian Bacon (1995) as OPP Officer (uncredited) |
 | Casper (1995) as Dr. Raymond Stantz (uncredited) |
 | Tommy Boy (1995) as Ray Zalinsky |
| | The Random Factor (1995) as Dexter (voice) |
 | Exit to Eden (1994) as Fred Lavery |
 | North (1994) as Pa Tex |
 | My Girl 2 (1994) as Harry Sultenfuss |
 | A Century of Cinema (1994) as Self |
 | The Best of the Blues Brothers (1993) as Elwood Blues / Self |
 | Coneheads (1993) as Beldar |
 | Chaplin (1992) as Mack Sennett |
 | Sneakers (1992) as Mother |
 | This Is My Life (1992) as Arnold Moss |
 | Two-Fisted Tales (1992) as Captain Miligan |
 | My Girl (1991) as Harry Sultenfuss |
 | Nothing But Trouble (1991) as Judge Alvin 'J.P' Valkenheiser / Bobo |
 | Seriously... Phil Collins (1990) as Self |
 | Masters of Menace (1990) as Johnny Lewis |
 | The Earth Day Special (1990) as Vic's Buddy |
 | Life of Python (1990) as Self |
 | Loose Cannons (1990) as Ellis Fielding |
 | Driving Miss Daisy (1989) as Boolie Werthan |
 | Saturday Night Live: 15th Anniversary (1989) as Self |
 | Ghostbusters II (1989) as Ray Stantz |
 | Mel Gibson's Unauthorized Video Diary (1989) as Self |
 | My Stepmother Is an Alien (1988) as Steven Mills |
 | Caddyshack II (1988) as Captain Tom Everett |
 | The Great Outdoors (1988) as Roman Craig |
 | She's Having a Baby (1988) as Roman (uncredited) |
 | The Couch Trip (1988) as John W. Burns, Jr. |
 | Dragnet (1987) as Sgt. Joe Friday |
 | Citizen Steve (1987) as Chial Dushane |
 | Spies Like Us (1985) as Austin Millbarge |
 | The Best of John Belushi (1985) as Various Characters |
 | Into the Night (1985) as Herb |
 | We Are the World: The Story Behind the Song (1985) as Self |
 | B.B. King: Into the Night (1985) as Self |
 | On the Scene with the Ghostbusters (1984) |
 | Nothing Lasts Forever (1984) as Buck Heller |
 | Ghostbusters (1984) as Ray Stantz |
 | Indiana Jones and the Temple of Doom (1984) as Art Weber |
 | The Coneheads (1983) as Beldar (voice) |
 | Twilight Zone: The Movie (1983) as Passenger |
 | Trading Places (1983) as Louis Winthorpe III |
 | Doctor Detroit (1983) as Clifford Skridlow / Doctor Detroit |
 | E.T. and Friends: Magical Movie Visitors (1982) as Beldar Conehead |
 | It Came from Hollywood (1982) as Self |
 | Neighbors (1981) as Vic |
 | Steve Martin's Best Show Ever (1981) as Yortuk Festrunk / Irwin Mainway / Alexander Haig / Dr. Treves |
 | The Blues Brothers (1980) as Elwood Blues |
 | 1941 (1979) as Sgt. Frank Tree |
 | Mr. Mike's Mondo Video (1979) as Church of Jack Lord Leader / Self |
 | The Blues Brothers Live at Winterland (1978) as Elwood Blues |
 | Grateful Dead: The Closing of Winterland (1978) as Self |
 | The Things We Did Last Summer (1978) as Self |
 | The Rutles: All You Need Is Cash (1978) as Brian Thigh |
 | Love at First Sight (1977) as Roy |
 | The Beach Boys: It's OK (1976) as Cop #1 |
 | The Beach Boys: It's OK (1976) as Cop #1 |
 | The Gift of Winter (1974) as Goodly / Rotten / Maple (voice) |
 | Keeper of the Cup as The Keeper |
 | Getting Lost as (voice) |
| | That's Amore! |
| | Ghostbusters: Frozen Empire Original Film Writer |
| | Ghostbusters: Frozen Empire Executive Producer |
| | Ghostbusters: Afterlife Original Film Writer |
| | Ghostbusters: Afterlife Executive Producer |
| | Ghostbusters Characters |
| | Ghostbusters Executive Producer |
| | Born In Chicago Executive Producer |
| | Blues Brothers 2000 Writer |
| | Blues Brothers 2000 Producer |
| | The Best of the Blues Brothers Writer |
| | Coneheads Screenplay |
| | Nothing But Trouble Director |
| | Nothing But Trouble Screenplay |
| | Ghostbusters II Screenplay |
| | Ghostbusters II Characters |
| | Dragnet Screenplay |
| | Citizen Steve Director |
 | One More Saturday Night Executive Producer |
| | Spies Like Us Screenplay |
| | Ghostbusters Screenplay |
| | Steve Martin's Best Show Ever Writer |
| | The Blues Brothers Writer |
| | The Beach Boys: It's OK Writer |
| | The Beach Boys: It's OK Writer |
| | Belushi Executive Producer |
