| Fantasy Life (2026) as Lenny |
| Bad Actors (2024) |
| Desperate Souls, Dark City and the Legend of Midnight Cowboy (2023) as Self |
| Asteroid City (2023) as Larkings Executive |
| 80 for Brady (2023) as Mark |
| How Dare You Want More: The Short Film (2022) |
| The French Dispatch of the Liberty, Kansas Evening Sun (2021) as Uncle Nick |
| How Moving (2021) as Uncle Aaron |
| Carl Laemmle (2019) as Himself |
| An L.A. Minute (2018) as Shelley |
| Isle of Dogs (2018) as King (voice) |
| Spielberg (2017) as Self |
| Mike Nichols: An American Master (2016) as Self |
| Mascots (2016) as Sol Lumpkin |
| I Am the Pretty Thing That Lives in the House (2016) as Mr. Waxcap |
| Eva Hesse (2016) as Wilhelm Hesse (voice) |
| Starring Austin Pendleton (2016) as Self |
| Everything Is Copy (2015) as Self |
| À la découverte du tournage de Moonrise Kingdom (2015) as Self / The Narrator |
| Hitchcock/Truffaut (2015) as Narrator (voice) |
| The Grand Budapest Hotel (2014) as M. Martin |
| The Monuments Men (2014) as Pvt. Preston Savitz |
| Muhammad Ali's Greatest Fight (2013) as Lawyer (uncredited) |
| Fading Gigolo (2013) as Sol |
| Girl Most Likely (2012) as Maxwell |
| Do You Like to Read? (2012) as The Narrator |
| Moonrise Kingdom (2012) as The Narrator |
| Thin Ice (2012) as Leonard Dahl |
| The Five Stages of Grief (2011) as Voice of Daniel's father |
| Howl (2010) as Judge Clayton Horn |
| F--K (2010) as Bob |
| Rage (2009) as Mr. White |
| The Windmill Movie (2009) as Self |
| Recount (2008) as Ben Ginsberg |
| Dedication (2007) as Arthur Planck |
| License to Wed (2007) as Jewelry Store Clerk (uncredited) |
| No Reservations (2007) as Therapist |
| Prince of the City: The Real Story (2007) as Self / Santimassino |
| For Your Consideration (2006) as Philip Koontz |
| Lady in the Water (2006) as Harry Farber |
| Controversy and Acclaim: The Timelessness of a Groundbreaking Film (2006) as Self |
| Capote (2005) as William Shawn |
| Trust the Man (2005) as Tobey's Therapist |
| Kramer vs. Kramer: Kenny to Cosmo (2004) as Self |
| Scene Stealers (2004) as Jonathan Crouch Esq. |
| Marie and Bruce (2004) as Roger |
| A Mighty Wind (2003) as Jonathan Steinbloom |
| The Tuxedo (2002) as Winton Chalmers (uncredited) |
| The Making of Gosford Park (2002) as Self |
| Plan B (2002) as James Foster |
| Gosford Park (2001) as Morris Weissman |
| The Majestic (2001) as Elvin Glyde |
| Ghost World (2001) as Enid's Dad |
| The Making of 'Close Encounters of the Third Kind' (2001) as Self |
| The Mexican (2001) as Bernie Nayman |
| Best in Show (2000) as Dr. Theodore W. Millbank, III |
| Tex, the Passive/Aggressive Gunslinger (2000) as Tex |
| Cradle Will Rock (1999) as Harry Hopkins |
| Three to Tango (1999) as Decker |
| Jakob the Liar (1999) as Kowalsky |
| Swing Vote (1999) as Justice Eli MacCorckle |
| The Monster Hunter (1999) as Dr. William Powell |
| Giving Up the Ghost (1998) as Bob |
| Deconstructing Harry (1997) as Richard |
| The Definite Maybe (1997) as Wolfe Rollins |
| Clockwatchers (1997) as Milton Lasky |
| Gespräch mit dem Biest (1997) as Mr. Webster |
| Waiting for Guffman (1997) as Lloyd Miller |
| The Late Shift (1996) as Warren Littlefield |
| Pie in the Sky (1996) as Paul Entamen |
| George Romero's Golden Tales 2 (1995) |
| City Slickers II: The Legend of Curly's Gold (1994) as Dr. Jeffrey Sanborn (uncredited) |
| Greedy (1994) as Ed |
| For Love or Money (1993) as Ed Drinkwater |
| Amos & Andrew (1993) as Dr. R. A. (Roy) Fink |
| Bob Roberts (1992) as Cutting Edge Producer |
| Unnatural Pursuits (1992) as Lou Finkleberg |
| Little Man Tate (1991) as Quizmaster |
| Alice (1990) as Sid Moscowitz |
| The Face of Fear (1990) as Ira Preduski |
| Dead Bang (1989) as Elliott Webley |
| Funny (1988) as Self |
| End of the Line (1987) as Warren Gerber |
| 2010 (1984) as Dr. R. Chandra |
| Nothing Lasts Forever (1984) as Guy with Sunglasses in Espresso Bar |
| 2010 : The Odyssey Continues (1984) as Himself |
| Whose Life Is It Anyway? (1981) as Carter Hill |
| Absence of Malice (1981) as Elliott Rosen |
| Prince of the City (1981) as Santimassino |
| Altered States (1980) as Arthur Rosenberg |
| Girlfriends (1978) as Martin |
| Close Encounters of the Third Kind (1977) as David Laughlin |
| Report to the Commissioner (1975) as Joey Egan |
| Bank Shot (1974) as Victor Karp |
| Marriage: Year One (1971) as Bernie |
| Making It (1971) as Wilkie |
| The Strawberry Statement (1970) as Elliot |
| Catch-22 (1970) as Capt. Orr |
| Me, Natalie (1969) as Morris |
| Midnight Cowboy (1969) as The Young Student |
| Brooklyn, Minnesota Producer |
| Can You Ever Forgive Me? Executive Producer |
| We the Economy: 20 Short Films You Can't Afford to Miss Director |
| Georgia O'Keeffe Director |
| Bernard and Doris Director |
| Bernard and Doris Executive Producer |
| The Exonerated Director |
| The Exonerated Executive Producer |
| Gosford Park Producer |
| Gosford Park Idea |
| The Wedding Toast Director |
| The Wedding Toast Producer |
| Subway Stories Director |
| George Romero's Golden Tales 2 Writer |
| George Romero's Golden Tales 3 Director |
| The Last Good Time Director |
| The Last Good Time Screenplay |
| The Last Good Time Producer |
| My Boyfriend's Back Director |
| Stephen King's Golden Tales Writer |
| Tales from the Darkside Director |
| Parents Director |
| Penn & Teller's Invisible Thread Director |
| Trick or Treat Director |
| The Brass Ring Director |