 | The Brink of War (2026) as Ronald Reagan |
 | Paddy Chayefsky: Collector of Words (2025) as Self |
 | Super/Man: The Christopher Reeve Story (2024) as Self |
 | Bye Bye Barry (2023) as Self |
 | The Saint of Second Chances (2023) as Narrator (voice) |
 | 9/11: Inside the President's War Room (2021) as Self - Narrator (voice) |
 | Broadway: Beyond the Golden Age (2021) as Self |
 | Adam (2020) as Mickey |
 | Guest Artist (2019) as Joseph Harris |
 | The Emperor's Newest Clothes (2018) as The Emperor |
 | The Catcher Was a Spy (2018) as Bill Donovan |
 | The Russian Five (2018) as self |
 | Allegiant (2016) as David |
 | Steve Jobs (2015) as John Sculley |
 | The Martian (2015) as Theodore "Teddy" Sanders |
 | "That's Awesome!": The Story of 'Dumb and Dumber To' (2015) as Self |
 | Of Miracles and Men (2015) as Self - Narrator |
 | Dumb and Dumber To (2014) as Harry Dunne |
 | James Gandolfini: Tribute to a Friend (2013) as Self |
 | Looper (2012) as Abe |
 | Howl (2010) as Professor David Kirk |
 | Paper Man (2009) as Richard Dunn |
 | Away We Go (2009) as Jerry Farlander |
 | State of Play (2009) as George Fergus |
 | The Answer Man (2009) as Arlen Faber |
 | Traitor (2008) as Carter |
 | Space Chimps (2008) as Zartog (voice) |
 | A Plumm Summer (2008) as Narrator |
 | Sweet Nothing in My Ear (2008) as Dan Miller |
 | Mama's Boy (2007) as Mert Rosenbloom |
 | The Lookout (2007) as Lewis |
 | Infamous (2006) as Alvin Dewey |
 | Barry Sonnenfeld: The Kosher Cowboy (2006) as Self |
 | RV Nation: The Culture of Road Warriors (2006) as Self |
| | Robin Williams: A Family Affair (2006) as Self |
 | RV (2006) as Travis Gornicke |
 | Still Dumb After All These Years (2006) as Self |
 | The Squid and the Whale (2005) as Bernard Berkman |
 | Good Night, and Good Luck. (2005) as Sig Mickelson |
 | Because of Winn-Dixie (2005) as Preacher |
 | The Five People You Meet In Heaven (2004) as Blue Man |
 | Remembering Ragtime (2004) as P. C. O'Donnell (archive footage) |
 | Imaginary Heroes (2004) as Ben Travis |
 | The Goodbye Girl (2004) as Elliot Garfield |
 | Dumb and Dumber - Making Of (2004) as Self |
 | Saturday Night Live: The Best of Chris Farley (2003) as Self (archive footage) (uncredited) |
 | I Witness (2003) as James Rhodes |
 | Gods and Generals (2003) as Lt. Col. Joshua Lawrence Chamberlain |
 | The Hours (2002) as Louis Waters |
 | Blood Work (2002) as Jasper 'Buddy' Noone |
 | Super Sucker (2002) as Fred Barlow |
 | Chasing Sleep (2001) as Ed Saxon |
 | Escanaba in da Moonlight (2001) as Rueben Soady |
 | Cheaters (2000) as Dr. Gerard Plecki |
 | The Crossing (2000) as Gen. George Washington |
 | All the Rage (1999) as Warren Harding |
 | My Favorite Martian (1999) as Tim O'Hara |
 | Pleasantville (1998) as Mr. Johnson |
 | Saturday Night Live: A Tribute to Chris Farley (1998) as Self |
 | Trial and Error (1997) as Charles Tuttle |
 | Walt Disney World's 25th Anniversary Party (1997) as Self |
 | 101 Dalmatians (1996) as Roger |
 | Fly Away Home (1996) as Thomas Alden |
 | 2 Days in the Valley (1996) as Alvin Strayer |
 | Redwood Curtain (1995) as Lyman Fellers |
 | Dumb and Dumber (1994) as Harry Dunne |
 | Speed (1994) as Harry |
 | Gettysburg (1993) as Col. Joshua Chamberlain |
 | Rain Without Thunder (1993) as Jonathan Garson |
 | There Goes the Neighborhood (1992) as Willis Embry |
 | Teamster Boss: The Jackie Presser Story (1992) as Tom Noonan |
 | Timescape (1992) as Ben Wilson |
 | America's Classic Ballparks (1991) as Narrator |
 | The Butcher's Wife (1991) as Dr. Alex Tremor |
 | Welcome Home, Roxy Carmichael (1990) as Denton Webb |
 | Arachnophobia (1990) as Ross Jennings |
 | Love Hurts (1990) as Paul Weaver |
 | No Place Like Home (1989) as Mike Cooper |
 | Checking Out (1988) as Ray Macklin |
 | Sweet Hearts Dance (1988) as Sam Manners |
 | The Caine Mutiny Court-Martial (1988) as Lt. Steve Maryk |
 | The House on Carroll Street (1988) as Cochran |
 | Radio Days (1987) as Biff Baxter |
 | Something Wild (1986) as Charles Driggs |
 | Heartburn (1986) as Richard |
 | Marie: A True Story (1985) as Eddie Sisk |
 | The Purple Rose of Cairo (1985) as Tom Baxter / Gil Shepherd |
 | Terms of Endearment (1983) as Flap Horton |
 | An Invasion of Privacy (1983) as Francis Ryan |
 | Fifth of July (1982) as Jed Jenkins |
 | Ragtime (1981) as P.C. O'Donnell |
| | Gerald R. Ford: A Test of Character as Narrator |
 | Blind Logic: The Ralph R. Teetor Story as Ralph Teetor (voice) |
| | 2034 |
 | Broadway: The Next Generation as Self |
| | Guest Artist Producer |
| | Guest Artist Writer |
| | Super Sucker Director |
| | Super Sucker Writer |
| | Escanaba in da Moonlight Director |
