| 2025 | Der Phönizische Meisterstreich | God | ★ 6.9 |
| 2025 | Loyal Friend | Walter | ★ 6.8 |
| 2025 | Riff Raff: Verbrechen ist Familiensache | Lefty | ★ 5.9 |
| 2025 | SNL50: The Homecoming Concert | Self | ★ 8.1 |
| 2025 | Ladies & Gentlemen... 50 Years of SNL Music | Self | ★ 7.9 |
| 2024 | Eric Clapton’s Crossroads Guitar Festival 2023 | Self | ★ 0.0 |
| 2024 | Ghostbusters: Frozen Empire | Peter Venkman | ★ 6.5 |
| 2023 | Franz Klammer – Der Skikaiser wird 70 | Self (archive footage) | ★ 0.0 |
| 2023 | Spirit of Golf | | ★ 0.0 |
| 2023 | Ant-Man and the Wasp: Quantumania | Lord Krylar | ★ 6.3 |
| 2022 | The Greatest Beer Run Ever | The Colonel | ★ 7.6 |
| 2021 | Ghostbusters: Legacy | Peter Venkman | ★ 7.3 |
| 2021 | The French Dispatch | Arthur Howitzer, Jr. | ★ 7.0 |
| 2021 | Live at Mister Kelly's | Self (archive footage) | ★ 0.0 |
| 2021 | New Worlds, The Cradle of Civilization | Self | ★ 0.0 |
| 2020 | Eric Clapton's Crossroads Guitar Festival 2019 | Self | ★ 9.3 |
| 2020 | Belushi | Self (archive footage) | ★ 6.9 |
| 2020 | On the Rocks | Felix | ★ 6.1 |
| 2020 | Picture Show: A Tribute Celebrating John Prine | Self | ★ 0.0 |
| 2020 | Inside Ghostbusters | Self (archive footage) | ★ 6.8 |
| 2019 | Der fantastische Mr. Murray | Self - Portrait Subject (archive footage) | ★ 6.2 |
| 2019 | Zombieland 2: Doppelt hält besser | Bill Murray | ★ 6.9 |
| 2019 | Cola Wars | Self [Archival Footage] | ★ 7.5 |
| 2019 | Loopers: The Caddie's Long Walk | Narrator | ★ 6.5 |
| 2019 | The Dead Don't Die | Chief Cliff Robertson | ★ 5.4 |
| 2018 | TVTV: Video Revolutionaries | Self | ★ 0.0 |
| 2018 | For The Fun Of The Game | Self | ★ 0.0 |
| 2018 | Studio 54 - Die legendärste Disco aller Zeiten | Self (archive footage) | ★ 6.4 |
| 2018 | Always at The Carlyle | Self | ★ 6.8 |
| 2018 | The Bill Murray Stories: Life Lessons Learned from a Mythical Man | Himself | ★ 7.0 |
| 2018 | Love, Gilda | Self (archive footage) | ★ 7.2 |
| 2018 | Isle of Dogs - Ataris Reise | Boss (voice) | ★ 7.9 |
| 2017 | The Bill Murray Experience | Himself | ★ 6.5 |
| 2016 | '85: The Greatest Team in Football History | Self | ★ 8.2 |
| 2016 | Ghostbusters | Martin Heiss | ★ 5.3 |
| 2016 | The Jungle Book | Baloo (voice) | ★ 6.9 |
| 2015 | A Very Murray Christmas | Bill Murray | ★ 5.3 |
| 2015 | Rock the Kasbah | Richie Lanz | ★ 5.4 |
| 2015 | Thank You, Del: The Story of the Del Close Marathon | Self | ★ 5.6 |
| 2015 | À la découverte du tournage de Moonrise Kingdom | Self / Mr. Bishop | ★ 6.5 |
| 2015 | Aloha - Die Chance auf Glück | Carson Welch | ★ 5.5 |
| 2015 | "That's Awesome!": The Story of 'Dumb and Dumber To' | Self | ★ 7.5 |
| 2015 | Drunk Stoned Brilliant Dead | Self - Actor | ★ 6.6 |
| 2014 | Dumm und Dümmehr | Ice Pick | ★ 5.6 |
| 2014 | St. Vincent | Vincent MacKenna | ★ 7.1 |
| 2014 | Grand Budapest Hotel | M. Ivan | ★ 8.0 |
| 2014 | Monuments Men - Ungewöhnliche Helden | Sgt. Richard Campbell | ★ 6.1 |
| 2013 | Charlies Welt - Wirklich nichts ist wirklich | Saul | ★ 4.1 |
| 2012 | Hyde Park am Hudson | Franklin D. Roosevelt | ★ 5.3 |
| 2012 | Moonrise Kingdom | Mr. Bishop | ★ 7.7 |
| 2012 | Final Cut - Ladies and Gentlemen | (archive footage) | ★ 7.6 |
| 2011 | Passion Play | Happy Shannon | ★ 4.8 |
| 2010 | The Women of SNL | Richard Dawson / Various (archive footage) | ★ 6.0 |
| 2010 | The Making of 'The Darjeeling Limited' | Self - Businessman | ★ 0.0 |
| 2010 | Ballhawks | Narrator | ★ 0.0 |
| 2010 | Behind Jim Jarmusch | Self | ★ 0.0 |
| 2010 | Am Ende des Weges | Frank Quinn | ★ 6.7 |
| 2010 | Eric Clapton's Crossroads Guitar Festival 2010 | Self | ★ 8.3 |
| 2009 | Der fantastische Mr. Fox | Clive Badger (voice) | ★ 7.8 |
| 2009 | Zombieland | Bill Murray | ★ 7.3 |
| 2009 | The Limits of Control | American | ★ 6.0 |
| 2008 | City of Ember - Flucht aus der Dunkelheit | Mayor Cole | ★ 6.3 |
| 2008 | Get Smart | Agent 13 | ★ 6.2 |
| 2008 | A Better Man: The Making of 'Tootsie' | Self | ★ 6.0 |
| 2007 | Eric Clapton's Crossroads Guitar Festival 2007 | Self | ★ 7.1 |
| 2007 | FCU: Fact Checkers Unit | Bill Murray | ★ 4.5 |
| 2007 | Darjeeling Limited | The Businessman | ★ 7.2 |
| 2006 | Buy the Ticket, Take the Ride | Self | ★ 7.2 |
| 2006 | Garfield 2 - Faulheit verpflichtet! | Garfield (voice) | ★ 5.6 |
| 2005 | Saturday Night Live: The Best of Dan Aykroyd | Various Characters (archive footage) | ★ 8.3 |
| 2005 | The Lost City | The Writer | ★ 6.1 |
| 2005 | Broken Flowers | Don Johnston | ★ 6.9 |
| 2005 | This Is an Adventure | Self | ★ 6.5 |
| 2005 | Matthew Gray Gubler's Life Aquatic Intern Journal | Self | ★ 6.1 |
| 2005 | Live from New York: The First 5 Years of Saturday Night Live | Self | ★ 7.2 |
| 2005 | On the Set: 'The Life Aquatic with Steve Zissou' | Self / Steve Zissou | ★ 5.7 |
| 2004 | Die Tiefseetaucher | Steve Zissou | ★ 7.1 |
| 2004 | Garfield: Bringing the Cat to Life | Self / Garfield (voice) | ★ 0.0 |
| 2004 | This Old Cub | Himself | ★ 0.0 |
| 2004 | Garfield - Der Film | Garfield (voice) | ★ 5.7 |
| 2004 | Coffee and Cigarettes | Bill Murray (segment "Delirium") | ★ 6.9 |
| 2004 | Lost on Location | Self | ★ 7.4 |
| 2003 | Lost in Translation | Bob Harris | ★ 7.4 |
| 2003 | The Rutles 2: Can't Buy Me Lunch | Bill Murray The K. (archive footage) | ★ 5.6 |
| 2002 | Groundhog Day: The Weight of Time | Self (archive footage) | ★ 5.0 |
| 2001 | With the Filmmaker: Wes Anderson | Self (archival footage) | ★ 5.0 |
| 2001 | Speaking of Sex | Ezri Stovall | ★ 5.6 |
| 2001 | Die Royal Tenenbaums | Raleigh St. Clair | ★ 7.5 |
| 2001 | Osmosis Jones | Frank Detorre | ★ 6.5 |
| 2000 | 3 Engel für Charlie | John Bosley | ★ 5.8 |
| 2000 | Hamlet | Polonius | ★ 5.8 |
| 2000 | Michael Jordan to the Max | Self | ★ 7.3 |
| 2000 | The Making of 'Rushmore' | Self | ★ 6.0 |
| 1999 | Das schwankende Schiff | Tommy Crickshaw | ★ 6.5 |
| 1999 | Ghostbusters 1999 | Self - Archive Footage | ★ 6.0 |
| 1999 | Saturday Night Live: 25th Anniversary Special | Self | ★ 6.8 |
| 1999 | Caddyshack: The 19th Hole | Carl Spackler (archive footage) | ★ 7.8 |
| 1998 | Rushmore | Herman Blume | ★ 7.4 |
| 1998 | With Friends Like These | Maurice Melnick | ★ 5.0 |
| 1998 | Wild Things | Kenneth Bowden | ★ 6.4 |
| 1997 | Agent Null Null Nix | Wallace Ritchie | ★ 6.4 |
| 1996 | Space Jam | Bill Murray | ★ 6.8 |
| 1996 | Die dicke Vera | Jack Corcoran | ★ 5.5 |
| 1996 | Kingpin | Ernie McCracken | ★ 6.5 |
| 1995 | R.E.M.: Rough Cut | Himself | ★ 5.0 |
| 1994 | Ed Wood | Bunny Breckinridge | ★ 7.5 |
| 1993 | Sein Name ist Mad Dog | Frank Milo | ★ 6.0 |
| 1993 | Und täglich grüßt das Murmeltier | Phil Connors | ★ 7.6 |
| 1991 | Was ist mit Bob? | Bob Wiley | ★ 6.9 |
| 1990 | Ein verrückt genialer Coup | Grimm | ★ 6.7 |
| 1989 | Saturday Night Live: 15th Anniversary | Self (archive footage) | ★ 7.5 |
| 1989 | Ghostbusters II | Peter Venkman | ★ 6.6 |
| 1988 | Die Geister, die ich rief... | Francis Cross | ★ 6.8 |
| 1988 | She's Having a Baby | Bill Murray (uncredited) | ★ 5.9 |
| 1986 | Der kleine Horrorladen | Arthur Denton | ★ 6.9 |
| 1986 | Bugs Bunny/Looney Tunes All-Star 50th Anniversary | Self | ★ 6.7 |
| 1985 | The Best of John Belushi | Various Characters | ★ 6.0 |
| 1984 | Auf Messers Schneide | Larry Darrell | ★ 6.4 |
| 1984 | Alles ist vergänglich | Ted Breughel | ★ 6.3 |
| 1984 | Ghostbusters - Die Geisterjäger | Peter Venkman | ★ 7.5 |
| 1982 | Tootsie | Jeff Slater | ★ 7.2 |
| 1982 | The Rodney Dangerfield Show: It's Not Easy Bein' Me | Various | ★ 6.0 |
| 1982 | Twilight Theatre | Lefty in 'First Film' | ★ 0.0 |
| 1981 | Steve Martin's Best Show Ever | Bytes | ★ 6.7 |
| 1981 | Ich glaub' mich knutscht ein Elch! | John Winger | ★ 6.6 |
| 1981 | Cut Flowers | | ★ 0.0 |
| 1980 | Caddyshack - Terror auf dem Golfplatz | Carl Spackler | ★ 6.6 |
| 1980 | Das fehlende Glied | Dragon (voice) | ★ 5.2 |
| 1980 | Blast - Wo die Büffel röhren | Dr. Hunter S. Thompson | ★ 5.9 |
| 1980 | Bill Murray Live from the Second City | Self | ★ 0.0 |
| 1979 | Mr. Mike's Mondo Video | Man on the Street | ★ 5.0 |
| 1979 | Babyspeck und Fleischklösschen | Tripper Harrison | ★ 5.8 |
| 1979 | Perchance to Dream | Honker | ★ 0.0 |
| 1978 | Fear and Loathing on the Road to Hollywood | Self / Nixon Voter (uncredited) | ★ 6.9 |
| 1978 | The Things We Did Last Summer | Self | ★ 4.0 |
| 1978 | The Dogs | | ★ 0.0 |
| 1978 | Loose Shoes | Lefty | ★ 3.5 |
| 1978 | The Rutles: All You Need Is Cash | Bill Murray the K. | ★ 6.8 |
| 1976 | TVTV Looks at the Oscars | Self | ★ 6.0 |
| 1976 | Super Bowl | Himself | ★ 0.0 |
| 1976 | Ein Haar in der Suppe | Nick Kessel (uncredited) | ★ 6.4 |
| Being Mortal | | ★ 0.0 |
| The King of Counterfeit | | ★ 0.0 |
| Twilight Park | Mime Ringleader | ★ 0.0 |
| Bum's Rush | Bum | ★ 0.0 |
| The Ploughmen | | ★ 0.0 |
| Epiphany | Oz Bell | ★ 0.0 |
