 | Bobby Rahal: True American Racer (2026)
as Self |
 | My Next Guest with David Letterman and Adam Sandler (2025)
as Self - Host |
 | Everybody Loves Raymond: 30th Anniversary Reunion (2025)
as Self |
 | 2025 Rock & Roll Hall of Fame Induction Ceremony (2025)
as Self |
 | Mutineer (2025)
|
 | Downey Wrote That (2025)
as Self |
 | In Whose Name? (2025)
as Self |
 | John Candy: I Like Me (2025)
as Self - Host, Late Show with David Letterman (archive footage) |
 | Andy Kaufman Is Me (2025)
as Self |
 | Untold: The Fall of Favre (2025)
as Self - Host, Late Show with David Letterman (archive footage) |
 | IndyCar: Anything to Win (2025)
as Self |
 | Matthew Perry: A Hollywood Tragedy (2025)
as Self - Host, Late Show with David Letterman (archive footage) |
 | SLY LIVES! (aka The Burden of Black Genius) (2025)
|
 | This Is the Tom Green Documentary (2025)
as Self (archive footage) |
 | Untold: Hope Solo vs. U.S. Soccer (2024)
as Self (archive footage) |
 | The Easy Kind (2024)
as David Letterman |
 | Outstanding: A Comedy Revolution (2024)
as Self (archive footage) (uncredited) |
 | Group Therapy (2024)
as Self - Host, Late Show with David Letterman (archive footage) |
 | Joaquin Phoenix — Schauspieler der Extreme (2024)
as Self - TV Host (archive footage) |
 | My Next Guest with David Letterman and John Mulaney (2024)
as Self - Host |
 | DEVO (2024)
as Self (archive footage) |
 | The Great Heisman Race of 1997 (2023)
as Self (archive footage) |
 | Albert Brooks: Defending My Life (2023)
as Self |
 | Late Night Nightmare (2023)
as Self |
 | Bono & The Edge: A Sort of Homecoming with Dave Letterman (2023)
as Self |
 | The Many Faces of Jim Carrey (2023)
as Self (Archive Footage) |
 | My Next Guest with David Letterman and Volodymyr Zelenskyy (2022)
as Self - Host |
 | Show Business Is My Life (But I Can't Prove It) (2022)
as Self |
 | Norm Macdonald: Nothing Special (2022)
as Self |
 | We Feed People (2022)
as Self (archive footage) |
 | The Super Bob Einstein Film (2021)
as 自己 |
 | The Super Bob Einstein Movie (2021)
as Self |
 | 2021 Rock & Roll Hall of Fame Induction Ceremony (2021)
as Self |
 | Madame X Presents: Madame Xtra Q&A (2021)
as Self |
 | Controlling Britney Spears (2021)
as Self (archive Audio) |
 | Steve McQueen: The Lost Movie (2021)
as Narrator (voice) |
 | Zappa (2020)
as Self (archive footage) |
 | Chuck Leavell: The Tree Man (2020)
as Self |
 | My Darling Vivian (2020)
as Self (archive footage) |
 | Lindsey Vonn: The Final Season (2019)
as Self |
 | My Next Guest with David Letterman and Shah Rukh Khan (2019)
as Self - Host |
 | APEX: The Secret Race Across America (2019)
as Self |
 | Between Two Ferns: The Movie (2019)
as David Letterman |
 | Cola Wars (2019)
as Self (archive footage) |
 | Mike Wallace Is Here (2019)
as Self (archive footage) |
 | This Is Farrah Fawcett (2019)
as Self (archive footage) |
 | Whitney (2018)
as Self (archive footage) (uncredited) |
 | Won't You Be My Neighbor? (2018)
as Self - TV Host (archive footage) |
 | Bathtubs Over Broadway (2018)
as Self |
 | Andre the Giant (2018)
as Self (archive footage) |
 | Robin Williams: Come Inside My Mind (2018)
as Self |
 | Jim & Andy: The Great Beyond (2017)
as Self |
 | Get Me Roger Stone (2017)
as Self (archive footage) |
 | Mike and the Mad Dog (2017)
as Self |
 | Pearl Jam: Rock And Roll Hall Of Fame Induction Ceremony (2017)
|
 | The Making of Trump (2015)
as Self (archive footage) |
 | Mary Tyler Moore: A Celebration (2015)
as Self / Audition Tape (archive footage) |
| | David Letterman: A Life on Television (2015)
as Self |
 | An Open Secret (2014)
as Self (archive footage) |
 | Led Zeppelin Played Here (2014)
as Self (archive footage) |
 | Life Itself (2014)
as Self - TV Host (archive footage) |
| | Don Rickles: One Night Only (2014)
as Self |
 | Mad As Hell (2014)
as Self (archive footage) |
 | The Night That Changed America: A Grammy Salute to the Beatles (2014)
as Self |
 | Me @ the Zoo (2012)
as Self (archive footage) |
 | Johnny Carson: King of Late Night (2012)
as Self |
 | Corman's World (2011)
as Self - TV Host (archive footage) |
 | Ruth Lyons: First Lady of Television (2011)
as Self |
 | The Undefeated (2011)
as Self (archive footage) |
 | I'm Still Here (2010)
as David Letterman |
| | Cutting Edge Comedians of the '60s & '70s (2007)
as Self (archive footage) |
 | Earth to America (2005)
as Self (archived footage) |
 | Warren Zevon: The Letterman Show Collection (2005)
|
 | Late Night with Conan O'Brien: 10th Anniversary Special (2003)
as Self |
 | American Splendor (2003)
as Self (archive footage) |
 | The Ultimate Collection Starring Johnny Carson - The Best of the 60s and 70s (2002)
|
 | NBC 75th Anniversary Special (2002)
as Self (archive footage) |
 | 50 Years of NBC Late Night (2001)
as Self (archive footage) |
 | VH1 News Special: Grunge (2001)
as Self (archive footage) |
 | Pete Townshend - Letterman Compilation 1985-1999 (1999)
as self |
 | Man on the Moon (1999)
as Self (uncredited) |
 | Totally Bill Hicks (1998)
as Self |
| | Sonny & Me: Cher Remembers (1998)
as Self (archive footage) |
 | Private Parts (1997)
as David Letterman |
 | Beavis and Butt-Head Do America (1996)
as Motley Crue Roadie #1 (voice) |
 | Eddie (1996)
as David Letterman (uncredited) |
 | National Lampoon's Favorite Deadly Sins (1995)
as Self (uncredited) |
 | A Night to Die For (1995)
as Self |
| | Rush Limbaugh's America (1995)
as Self (archival footage) |
 | Bill Hicks: It's Just a Ride (1994)
as Self |
 | Cabin Boy (1994)
as Old Salt In Fishing Village |
 | I'm from Hollywood (1989)
as Self (archive footage) |
 | Action Family (1987)
as Self |
 | The Jay Leno Special (1986)
as self |
 | The NBC All Star Hour: Let's All Be There (1985)
|
 | Steve Martin Live! (1984)
as Self |
 | Night of 100 Stars (1982)
as Self |
 | David Letterman: Looking For Fun (1981)
as Self |
 | Fast Friends (1979)
as Matt Morgan |
 | Peeping Times (1978)
as Dan Cochran |
 | Mary (1977)
as Self (Various Characters) |
 | Biography: David Letterman
as Self |
| | Say Hello to Our Good Friend Paul Shaffer
as Self |
| | Darlene Love: I Know Where I've Been
as Self |
