| 2025 | Marty Supreme | | ★ 0.0 |
| 2025 | WWE NXT Stand & Deliver 2025 | Penn | ★ 7.0 |
| 2023 | Joke Man | Self | ★ 5.0 |
| 2023 | The Hidden Talent of Gilbert Gottfried | self | ★ 0.0 |
| 2022 | Piff the Magic Dragon: Reptile Dysfunction | Pop the Magic Dragon | ★ 0.0 |
| 2021 | Bob Dylan: Odds and Ends | Self - Narrator | ★ 7.0 |
| 2021 | Clerk | Self | ★ 6.2 |
| 2020 | Amerika hat die Wahl: Trump gegen Biden | Self - Interviewee | ★ 7.2 |
| 2020 | Penn & Teller: Try This at Home Too | Himself | ★ 2.0 |
| 2020 | Penn & Teller: Try This at Home | Self - Host | ★ 8.7 |
| 2019 | The Amazing Johnathan Documentary | Self | ★ 6.0 |
| 2019 | J.R. “Bob” Dobbs and The Church of the SubGenius | Self | ★ 5.3 |
| 2018 | Pentatonix: A Not So Silent Night | Self | ★ 5.0 |
| 2018 | We Are Most Amused and Amazed | Self | ★ 8.0 |
| 2018 | Gambler's Ballad: The Legend of Johnny Thompson | Self | ★ 8.7 |
| 2018 | Always Amazing | Himself | ★ 6.8 |
| 2017 | Gilbert | Self | ★ 6.7 |
| 2017 | Sandy Wexler | Testimonial | ★ 5.5 |
| 2016 | Eating You Alive | Self | ★ 7.1 |
| 2016 | Can We Take a Joke? | Himself | ★ 6.7 |
| 2016 | Director's Cut | Herbert Blount | ★ 6.2 |
| 2015 | The Keyboard Cowboys: A Look Back at Hackers | | ★ 10.0 |
| 2015 | Sharknado 3 | Lieutenant Colonel Stylo | ★ 4.6 |
| 2015 | Theory of Obscurity: A Film About the Residents | Himself | ★ 6.7 |
| 2015 | Misery Loves Comedy | Self | ★ 6.0 |
| 2014 | An Honest Liar | Self | ★ 7.1 |
| 2013 | The Unbelievers | Self | ★ 6.4 |
| 2013 | Tim's Vermeer | Himself | ★ 7.2 |
| 2011 | TV's 50 Greatest Magic Tricks | Self | ★ 0.0 |
| 2011 | A Tribute to Laurel & Hardy | Self | ★ 7.5 |
| 2011 | Night of the Little Dead | Dave-O | ★ 6.7 |
| 2010 | Brave New Voices 2010 | Himself | ★ 10.0 |
| 2009 | Futurama - Leela und die Enzyklopoden | Penn Jillette's Head (voice) | ★ 7.0 |
| 2008 | Cheech & Chong Roasted | Himself | ★ 4.8 |
| 2008 | History of the Joke | Self | ★ 5.0 |
| 2007 | Larry the Cable Guy's Christmas Spectacular | Ghost of Christmas Present | ★ 3.8 |
| 2007 | Mr. Warmth: The Don Rickles Project | Self | ★ 6.8 |
| 2007 | To My Great Chagrin: The Unbelievable Story of Brother Theodore | Himself | ★ 4.0 |
| 2006 | Phone Sex | Caller | ★ 0.0 |
| 2006 | Midnight Blue, Vol. 3: Celebrities Edition | Self (archive footage) | ★ 0.0 |
| 2005 | Penn & Teller: Off the Deep End | Self | ★ 6.2 |
| 2005 | The Aristocrats | Self | ★ 5.9 |
| 2005 | Mucha Lucha: The Return of El Malefico | Fortune Teller / Pawn Shop Owner / Ticket Man (voice) | ★ 6.8 |
| 2004 | Michael Moore Hates America | Self | ★ 4.7 |
| 2004 | Goodnight, We Love You | Self | ★ 6.5 |
| 2003 | Grand Illusions - The Story Of Magic | Himself | ★ 0.0 |
| 2000 | Fear of Fiction | Albert | ★ 0.0 |
| 2000 | Fantasia 2000 | Self - Host | ★ 7.0 |
| 1999 | Hayley Wagner, Star | Director | ★ 0.0 |
| 1998 | Fear and Loathing in Las Vegas | Carnie Talker | ★ 7.2 |
| 1997 | Home Invasion | Self | ★ 6.0 |
| 1995 | Toy Story | TV Announcer (voice) | ★ 8.0 |
| 1995 | Hackers - Im Netz des FBI | Hal | ★ 6.4 |
| 1995 | Phobophilia: The Love of Fear | Himself | ★ 4.7 |
| 1995 | Burnzy's Last Call | Radio DJ | ★ 0.0 |
| 1994 | Wagen 54 - Bitte Melden | Luther | ★ 3.4 |
| 1993 | Half Japanese: The Band That Would Be King | Self | ★ 7.5 |
| 1992 | This Is MST3K | Self | ★ 0.0 |
| 1992 | Martin Mull: Talent Takes a Holiday | Self | ★ 0.0 |
| 1991 | The Eyes Scream: A History of the Residents | Host | ★ 0.0 |
| 1990 | Don't Try This at Home! | Himself | ★ 7.0 |
| 1990 | Gorgon Video Magazine Vol. 2 | Self | ★ 10.0 |
| 1989 | Penn & Teller Get Killed | Self | ★ 5.5 |
| 1989 | Steven Banks: Home Entertainment Center | pre-show host | ★ 7.4 |
| 1989 | Exploring Psychic Powers Live | | ★ 0.0 |
| 1988 | Free to Be... a Family | Self | ★ 9.5 |
| 1988 | Negligee and Underpants Party | Self | ★ 0.0 |
| 1987 | Harte Männer tanzen nicht | Big Stoop | ★ 4.7 |
| 1987 | Penn & Teller's Invisible Thread | Penn | ★ 6.5 |
| 1987 | Cruel Tricks for Dear Friends | Self | ★ 6.7 |
| 1986 | Barbecue Death Squad From Hell | Himself | ★ 7.0 |
| 1986 | Off Beat - Laßt die Bullen tanzen | Norman | ★ 4.9 |
| 1986 | My Chauffeur | Bone | ★ 5.9 |
| 1985 | Savage Island | Security Guard | ★ 3.6 |
| 1985 | Penn & Teller Go Public | Himself | ★ 7.0 |
