| 2025 | One Battle After Another | Sensei Sergio | ★ 0.0 |
| 2025 | Der Phönizische Meisterstreich | Zsa-zsa Korda | ★ 0.0 |
| 2025 | Teofilo: Boxing's Most Revolutionary Champion | Narrator | ★ 0.0 |
| 2023 | Reptile | Tom Nichols | ★ 6.7 |
| 2022 | Hollywoods Casting-Queen: Bonnie | Self | ★ 5.0 |
| 2021 | The French Dispatch | Moses Rosenthaler | ★ 7.0 |
| 2021 | No Sudden Move | Ronald Russo | ★ 6.4 |
| 2019 | Raúl Juliá: The World’s a Stage | Self | ★ 0.0 |
| 2019 | Dora und die goldene Stadt | Swiper (voice) | ★ 6.6 |
| 2019 | Other Music | Self | ★ 6.8 |
| 2019 | Nice Girls Don't Stay for Breakfast | Self - Actor | ★ 5.5 |
| 2018 | Sicario 2 | Alejandro Gillick | ★ 6.9 |
| 2018 | Avengers: Infinity War | The Collector | ★ 8.2 |
| 2018 | Der Regisseur und der Jedi | Self | ★ 7.2 |
| 2017 | Star Wars: Die letzten Jedi | DJ | ★ 6.8 |
| 2015 | Take Flight | Self - Performer | ★ 6.5 |
| 2015 | The Poet of Havana | Self | ★ 0.0 |
| 2015 | Sicario | Alejandro Gillick | ★ 7.4 |
| 2015 | A Perfect Day | Mambrú | ★ 6.7 |
| 2015 | Der kleine Prinz | The Snake (voice) | ★ 7.6 |
| 2014 | Inherent Vice - Natürliche Mängel | Sauncho Smilax | ★ 6.6 |
| 2014 | Guide to the Galaxy with James Gunn | Self | ★ 7.9 |
| 2014 | Escobar: Paradise Lost | Pablo Escobar | ★ 6.3 |
| 2014 | Guardians of the Galaxy | The Collector | ★ 7.9 |
| 2013 | Thor - The Dark Kingdom | Taneleer Tivan / The Collector (uncredited) | ★ 6.5 |
| 2013 | Jimmy P. – Psychotherapie eines Indianers | Jimmy Picard | ★ 6.1 |
| 2012 | Savages | Lado | ★ 6.4 |
| 2010 | Somewhere | Celebrity (uncredited) | ★ 6.1 |
| 2010 | The Rolling Stones: Stones in Exile | Self | ★ 6.6 |
| 2010 | Wolfman | Lawrence Talbot | ★ 5.9 |
| 2010 | Making Che | Self | ★ 0.0 |
| 2008 | Che - Teil 2: Guerrilla | Ernesto Che Guevara | ★ 6.7 |
| 2008 | Che - Teil 1: Revolución | Ernesto Che Guevara | ★ 6.8 |
| 2008 | Shine a Light | Self - Concert Audience (uncredited) | ★ 6.8 |
| 2008 | The Upsetter: The Life and Music of Lee Scratch Perry | Narrator (voice) | ★ 6.5 |
| 2007 | Things We Lost in the Fire | Jerry Sunborne | ★ 6.6 |
| 2006 | Buy the Ticket, Take the Ride | Self | ★ 7.2 |
| 2005 | Trailer for a Remake of Gore Vidal's Caligula | Macro | ★ 6.1 |
| 2005 | Sin City | Det. Lt. Jack "Jackie Boy" Rafferty | ★ 7.5 |
| 2004 | Sam Peckinpah's West: Legacy of a Hollywood Renegade | Self | ★ 7.3 |
| 2004 | Creature Feature: 50 Years of the Gill-Man | Self | ★ 7.0 |
| 2004 | 21 Grams: In Fragments | Self | ★ 0.0 |
| 2003 | 21 Gramm | Jack Jordan | ★ 7.3 |
| 2003 | Filming “The Hunted” | Self | ★ 0.0 |
| 2003 | The Cutting Edge | Self | ★ 0.0 |
| 2003 | Pursuing “The Hunted” | Self | ★ 0.0 |
| 2003 | Breakfast with Hunter | Self | ★ 6.7 |
| 2003 | Declaration of Independence | Self | ★ 10.0 |
| 2003 | Die Stunde des Jägers | Aaron Hallam | ★ 6.2 |
| 2003 | Hunter Goes to Hollywood | Self | ★ 6.7 |
| 2002 | Bond Girls Are Forever | Dario (archive footage) (uncredited) | ★ 5.8 |
| 2002 | Julia, toda en mí | | ★ 0.0 |
| 2002 | The Bronze Screen: 100 Years of the Latino Image in American Cinema | Himself | ★ 6.2 |
| 2002 | Round Up: Deposing 'The Usual Suspects' | Self | ★ 7.0 |
| 2002 | Keyser Soze, Lie or Legend - Featurette | Self | ★ 6.5 |
| 2001 | Making 'Snatch' | Self | ★ 6.2 |
| 2001 | Das Versprechen | Toby Jay Wadenah | ★ 6.6 |
| 2000 | Traffic - Macht des Kartells | Javier Rodriguez | ★ 7.1 |
| 2000 | Inside Traffic: The Making of 'Traffic' | Self | ★ 6.5 |
| 2000 | Inside 'Licence to Kill' | Self | ★ 6.8 |
| 2000 | Bread and Roses | Party Guest (uncredited) | ★ 6.3 |
| 2000 | The Way of the Gun | Mr. Longbaugh | ★ 6.3 |
| 2000 | Snatch - Schweine und Diamanten | Franky Four Fingers | ★ 7.8 |
| 1998 | Spotlight on Location: Fear and Loathing in Las Vegas | Self | ★ 8.0 |
| 1998 | Fear and Loathing in Las Vegas | Dr. Gonzo | ★ 7.2 |
| 1997 | Die Fahrt ins Nirgendwo | Detective Lopez | ★ 5.0 |
| 1997 | Ärger im Gepäck | Vincent | ★ 6.0 |
| 1997 | Cannes Man | Self | ★ 5.6 |
| 1996 | The Fan | Juan Primo | ★ 6.0 |
| 1996 | Basquiat | Benny Dalmau | ★ 6.6 |
| 1996 | Das Begräbnis | Gaspare | ★ 6.8 |
| 1995 | Die üblichen Verdächtigen | Fenster | ★ 8.2 |
| 1994 | Unter Haien in Hollywood | Rex | ★ 6.6 |
| 1994 | China Moon | Lamar Dickey | ★ 6.1 |
| 1993 | Fearless - Jenseits der Angst | Manny Rodrigo | ★ 6.9 |
| 1993 | Macho | Bob, el amigo de Miami | ★ 5.5 |
| 1993 | Money for Nothing | Dino Palladino | ★ 5.5 |
| 1992 | Christopher Columbus - Der Entdecker | Alvaro Harana | ★ 4.9 |
| 1991 | Indian Runner | Miguel | ★ 6.5 |
| 1990 | Madonna: The Immaculate Collection | Kid Sitting on Car (segment "La Isla Bonita") | ★ 8.6 |
| 1989 | James Bond 007 - Lizenz zum Töten | Dario | ★ 6.4 |
| 1988 | Manege frei für Pee Wee | Duke the Dog-Faced Boy | ★ 4.9 |
| All-Star Weekend | Dr. Phill | ★ 0.0 |
| The Corporation | Jose Miguel Battle Sr. | ★ 0.0 |
| Elysian Park and the Stone Quarry Hills | | ★ 0.0 |
