| 2025 | Ladies & Gentlemen... 50 Years of SNL Music | Self | ★ 8.1 |
| 2024 | Ghostbusters: Frozen Empire | Ray Stantz | ★ 6.5 |
| 2024 | The Greatest Night in Pop | Self (archive footage) | ★ 7.9 |
| 2023 | Zombie Town | Len Carver | ★ 4.3 |
| 2022 | 2022 Rock & Roll Hall of Fame Induction Ceremony | Self (archive footage) | ★ 8.1 |
| 2021 | Ghostbusters: Legacy | Ray Stantz | ★ 7.3 |
| 2021 | Who Saw the Men in Black | self | ★ 6.0 |
| 2020 | Belushi | Self (archive footage) | ★ 6.9 |
| 2020 | Inside Ghostbusters | Self | ★ 6.8 |
| 2019 | Der fantastische Mr. Murray | Self - Interviewee | ★ 6.2 |
| 2019 | Defend, Conserve, Protect | Narrator | ★ 0.0 |
| 2019 | Chris Farley: Anything for a Laugh | | ★ 7.3 |
| 2016 | Bill Murray: The Kennedy Center Mark Twain Prize | Self | ★ 0.0 |
| 2016 | Good Fortune | Self | ★ 0.0 |
| 2016 | Ghostbusters | Cabbie | ★ 5.3 |
| 2016 | Ghostheads | Self | ★ 5.9 |
| 2015 | Being Canadian | Self | ★ 5.7 |
| 2015 | I Am Chris Farley | Self | ★ 7.1 |
| 2015 | Pixels | 1982 Championship MC | ★ 5.7 |
| 2014 | Who You Gonna Call?: A Ghostbusters Retrospective | | ★ 8.0 |
| 2014 | Time Is But a Window: Ghostbusters 2 and Beyond | | ★ 7.3 |
| 2014 | Get On Up | Ben Bart | ★ 6.8 |
| 2014 | Tammy - Voll abgefahren | Don | ★ 5.3 |
| 2014 | Die Legende von Oz - Dorothys Rückkehr | Scarecrow (voice) | ★ 6.3 |
| 2013 | Saturday Night Live: Thanksgiving | Rick Phillips | ★ 7.5 |
| 2013 | Liberace | Seymour Heller | ★ 6.6 |
| 2013 | Born In Chicago | Narrator | ★ 8.0 |
| 2013 | Tales from the Warner Bros. Lot | Self | ★ 5.7 |
| 2013 | WWII: Saving the Reality | Self - Narrator (voice) | ★ 0.0 |
| 2012 | Die Qual der Wahl | Wade Motch | ★ 5.8 |
| 2012 | Sunset Strip | Self | ★ 7.3 |
| 2010 | Yogi Bär | Yogi Bear (voice) | ★ 5.6 |
| 2010 | The Women of SNL | Various (archive footage) | ★ 7.3 |
| 2010 | Presidential Reunion | Jimmy Carter | ★ 6.1 |
| 2008 | War, Inc. | Mr. Vice President | ★ 5.5 |
| 2007 | Chuck und Larry - Wie Feuer und Flamme | Captain Phineas J. Tucker | ★ 6.1 |
| 2006 | Working with a Master: John Landis | Self | ★ 0.0 |
| 2005 | Saturday Night Live: The Best of Dan Aykroyd | Various Characters (archive footage) | ★ 8.3 |
| 2005 | The Blues Brothers: Transposing The Music | Self | ★ 0.0 |
| 2005 | Saturday Night Live: The Best of John Belushi | Self / Various (archive footage) (uncredited) | ★ 6.5 |
| 2005 | Dan Aykroyd Unplugged On UFOs | himself | ★ 4.8 |
| 2005 | Life O' The Party: On the Road with Prince and the New Power Generation | Self | ★ 0.0 |
| 2005 | Live from New York: The First 5 Years of Saturday Night Live | Self | ★ 7.2 |
| 2004 | Verrückte Weihnachten | Vic Frohmeyer | ★ 6.2 |
| 2004 | Ronnie Hawkins: Still Alive and Kickin | Narrator | ★ 0.0 |
| 2004 | White Coats - Die Chaos-Doktoren! | Dr. Cyrill Kipp | ★ 5.1 |
| 2004 | 50 erste Dates | Dr. Keats | ★ 6.9 |
| 2003 | James Brown: Soul Survivor | | ★ 7.5 |
| 2003 | Bright Young Things | Lord Monomark | ★ 6.3 |
| 2003 | Toronto Rocks | Self | ★ 8.0 |
| 2003 | Shortcut to Happiness - Der Teufel steckt im Detail | Julius Jenson | ★ 5.6 |
| 2003 | The Making of ‘Sneakers’ | Self | ★ 0.0 |
| 2002 | Wer tötete Victor Fox? | Max Beasley | ★ 6.0 |
| 2002 | Not a Girl | Pete Wagner | ★ 5.2 |
| 2001 | Der goldene Riecher | Dr. Barry Davis | ★ 5.5 |
| 2001 | Spinnen des Todes | Det. Insp. Jack Grillo | ★ 5.6 |
| 2001 | Im Bann des Jade Skorpions | Chris Magruder | ★ 6.6 |
| 2001 | Evolution | Governor Lewis | ★ 6.1 |
| 2001 | Pearl Harbor | Captain Thurman | ★ 6.9 |
| 2000 | Stardom | Barry Levine | ★ 5.5 |
| 2000 | Haus Bellomont | Augustus 'Gus' Trenor | ★ 6.2 |
| 2000 | Loser - Auch Verlierer haben Glück | Dad | ★ 5.4 |
| 1999 | Diamonds | Lance Agensky | ★ 5.3 |
| 1999 | Saturday Night Live: Christmas | Self | ★ 4.5 |
| 1999 | Ghostbusters 1999 | Self | ★ 6.0 |
| 1999 | Saturday Night Live: The Best of Dana Carvey | | ★ 6.1 |
| 1999 | Saturday Night Live: 25th Anniversary Special | Self | ★ 6.8 |
| 1999 | Tales from the Crypt: The Robert Zemeckis Collection | Captain Milligan | ★ 8.7 |
| 1998 | Die Again | Bob | ★ 4.8 |
| 1998 | Antz | Chip (voice) | ★ 6.2 |
| 1998 | The Stories Behind the Making of 'The Blues Brothers' | Self | ★ 5.0 |
| 1998 | Blues Brothers 2000 | Elwood Blues | ★ 5.3 |
| 1998 | Roswell Top Secret | Self | ★ 5.0 |
| 1997 | Grosse Pointe Blank: Ein Mann - Ein Mord | Grocer | ★ 6.9 |
| 1997 | The Arrow | Crawford Gordon Jr. | ★ 7.0 |
| 1997 | Heritage Minutes: Avro Arrow | Crawford Gordon | ★ 10.0 |
| 1996 | Ein Präsident für alle Fälle | President William Haney | ★ 6.0 |
| 1996 | Minnesota | Det. Ben Costikyan | ★ 5.4 |
| 1996 | Rainbow - Die phantastische Reise auf dem Regenbogen | Sheriff Wyatt Hampton | ★ 4.2 |
| 1996 | Das große Basketball-Kidnapping | Jimmy Flaherty | ★ 5.3 |
| 1996 | Schwer verdächtig | Jack Lambert | ★ 4.8 |
| 1996 | Immer Ärger mit Sergeant Bilko | COL John T. Hall | ★ 5.8 |
| 1996 | Sex, Censorship and the Silver Screen | Quote Reader | ★ 4.7 |
| 1995 | Unsere feindlichen Nachbarn | OPP Officer (uncredited) | ★ 5.8 |
| 1995 | Casper | Dr. Raymond Stantz (uncredited) | ★ 6.3 |
| 1995 | Tommy Boy - Durch dick und dünn | Ray Zalinsky | ★ 6.8 |
| 1995 | The Random Factor | Dexter (voice) | ★ 5.6 |
| 1994 | Undercover Cops | Fred Lavery | ★ 4.1 |
| 1994 | The Best of the Blues Brothers | Elwood Blues / Himself | ★ 5.8 |
| 1994 | North | Pa Tex | ★ 5.0 |
| 1994 | My Girl 2 - Meine große Liebe | Harry Sultenfuss | ★ 6.0 |
| 1994 | A Century of Cinema | Self | ★ 8.0 |
| 1993 | Die Coneheads | Beldar | ★ 5.4 |
| 1992 | Chaplin | Mack Sennett | ★ 7.4 |
| 1992 | Sneakers - Die Lautlosen | Mother | ★ 6.9 |
| 1992 | Showtime - Hilfe, Meine Mama ist ein Star! | Arnold Moss | ★ 6.2 |
| 1992 | Drei Wege in den Tod | Captain Miligan | ★ 4.6 |
| 1991 | My Girl - Meine erste Liebe | Harry Sultenfuss | ★ 7.4 |
| 1991 | Valkenvania | Judge Alvin 'J.P' Valkenheiser / Bobo | ★ 5.3 |
| 1990 | Seriously... Phil Collins | Self | ★ 0.0 |
| 1990 | Ärger mit Eduard | Johnny Lewis | ★ 5.6 |
| 1990 | The Earth Day Special | Vic's Buddy | ★ 8.0 |
| 1990 | Life of Python | Self | ★ 7.5 |
| 1990 | Der Harte und der Zarte | Ellis Fielding | ★ 4.9 |
| 1989 | Miss Daisy und ihr Chauffeur | Boolie Werthan | ★ 7.2 |
| 1989 | Saturday Night Live: 15th Anniversary | Self | ★ 7.5 |
| 1989 | Ghostbusters II | Ray Stantz | ★ 6.6 |
| 1988 | Meine Stiefmutter ist ein Alien | Steven Mills | ★ 5.7 |
| 1988 | Caddyshack II | Capt. Tom Everett | ★ 4.1 |
| 1988 | Ferien zu Dritt | Roman Craig | ★ 6.5 |
| 1988 | She's Having a Baby | Roman (uncredited) | ★ 5.9 |
| 1988 | Der Couch-Trip | John W. Burns, Jr. | ★ 5.5 |
| 1987 | Schlappe Bullen beißen nicht | Sgt. Joe Friday | ★ 6.0 |
| 1987 | Citizen Steve | Chial Dushane | ★ 5.9 |
| 1985 | Spione wie wir | Austin Millbarge | ★ 6.2 |
| 1985 | The Best of John Belushi | Various Characters | ★ 6.0 |
| 1985 | Kopfüber in die Nacht | Herb | ★ 6.5 |
| 1985 | We Are the World: The Story Behind the Song | Self | ★ 8.5 |
| 1985 | B.B. King: Into the Night | Self | ★ 8.2 |
| 1984 | Alles ist vergänglich | Buck Heller | ★ 6.3 |
| 1984 | Ghostbusters - Die Geisterjäger | Ray Stantz | ★ 7.5 |
| 1984 | Indiana Jones und der Tempel des Todes | Art Weber | ★ 7.3 |
| 1983 | The Coneheads | Beldar (Voice) | ★ 4.9 |
| 1983 | Twilight Zone - Unheimliche Schattenlichter | Passenger | ★ 6.5 |
| 1983 | Die Glücksritter | Louis Winthorpe III | ★ 7.2 |
| 1983 | Dr. Detroit | Clifford Skridlow / Doctor Detroit | ★ 5.1 |
| 1982 | E.T. and Friends: Magical Movie Visitors | Beldar Conehead | ★ 7.5 |
| 1982 | It Came From Hollywood | Himself | ★ 5.2 |
| 1981 | Die verrückten Nachbarn | Vic | ★ 5.7 |
| 1981 | Steve Martin's Best Show Ever | Yortuk Festrunk / Irwin Mainway / Alexander Haig / Dr. Treves | ★ 6.7 |
| 1980 | Blues Brothers | Elwood Blues | ★ 7.7 |
| 1979 | 1941 - Wo bitte geht's nach Hollywood | Sgt. Frank Tree | ★ 5.8 |
| 1979 | Mr. Mike's Mondo Video | Church of Jack Lord Leader / Self | ★ 5.3 |
| 1978 | The Blues Brothers: Soul Biscuit | Elwood Blues | ★ 6.4 |
| 1978 | Grateful Dead: The Closing of Winterland | Self | ★ 0.0 |
| 1978 | The Things We Did Last Summer | Self | ★ 5.5 |
| 1978 | The Rutles: All You Need Is Cash | Brian Thigh | ★ 6.8 |
| 1977 | Love at First Sight | Roy | ★ 6.0 |
| 1976 | The Beach Boys: It's OK | Cop #1 | ★ 8.0 |
| 1976 | The Beach Boys: It's OK | Cop #1 | ★ 0.0 |
| 1974 | The Gift of Winter | Goodly / Rotten / Maple (voice) | ★ 5.0 |
| That's Amore! | | ★ 0.0 |
| Godspell 2025 | | ★ 0.0 |
| Keeper of the Cup | The Keeper | ★ 0.0 |
