| — | Brian and Margaret | Brian Walden |
| — | And Did Those Feet… with Alan Partridge | Alan Partridge |
| — | The Adventures of Drunky | The Devil |
| — | Saipan | Mick McCarthy |
| 2024 | Despicable Me 4 | Silas (voice) |
| 2024 | The Penguin Lessons | Tom Michel |
| 2024 | Joker: Folie à Deux | Paddy Meyers |
| 2023 | The Reckoning | Jimmy Savile |
| 2023 | Caroline Aherne: Queen of Comedy | Self |
| 2023 | Scandalous: Phone Hacking on Trial | Self |
| 2022 | Minions: The Rise of Gru | Silas Ramsbottom (voice) |
| 2022 | The Lost King | John Langley |
| 2022 | Chivalry | Cameron |
| 2022 | Alan Partridge - Stratagem | Alan Partridge/Martin Brennan |
| 2022 | Sunday with Laura Kuenssberg | Self – Actor |
| 2021 | Stephen | DCI Clive Driscoll |
| 2020 | The Trip to Greece | Steve |
| 2020 | Peter Sellers: A State of Comic Ecstasy | Self |
| 2020 | Newscast | Self |
| 2019 | The Professor and the Madman | Frederick James Furnivall |
| 2019 | Greed | Sir Richard McCreadie |
| 2019 | This Time with Alan Partridge | Alan Partridge |
| 2019 | The Lateish Show with Mo Gilligan | Himself |
| 2018 | Stan & Ollie | Stanley "Stan" Laurel |
| 2018 | Holmes & Watson | Gustav (uncredited) |
| 2018 | Irreplaceable You | Mitch |
| 2018 | Ideal Home | Erasmus |
| 2018 | Hot Air | Lionel Macomb |
| 2017 | Despicable Me 3 | Fritz / Silas Ramsbottom (voice) |
| 2017 | The Dinner | Paul Lohman |
| 2017 | The Trip to Spain | Steve |
| 2017 | Shepherds and Butchers | John Weber |
| 2017 | Dying Laughing | Himself |
| 2017 | Alan Partridge: Why, When, Where, How And Whom? | Himself |
| 2016 | The Secret Life of Pets | Ozone / Reginald (voice) |
| 2016 | Rules Don't Apply | Colonel Nigel Briggs |
| 2016 | Mindhorn | Peter Easterman |
| 2016 | Alan Partridge's Scissored Isle | Alan Partridge |
| 2016 | John Bishop: In Conversation With... | Himself |
| 2016 | British Sitcom: 60 Years of Laughing at Ourselves | Self / Alan Partridge |
| 2015 | Minions | Professor Flux / Tower Guard (voice) |
| 2015 | Misery Loves Comedy | Self |
| 2015 | HAPPYish | Thom Payne |
| 2014 | Night at the Museum: Secret of the Tomb | Octavius |
| 2014 | The Trip to Italy | Steve |
| 2014 | Late Night with Seth Meyers | Self |
| 2014 | Northern Soul | Mr. Banks |
| 2014 | The Lost Honour of Christopher Jefferies | Himself |
| 2014 | The Kate Bush Story: Running Up That Hill | Self |
| 2014 | Off Camera with Sam Jones | Self |
| 2014 | One Rogue Reporter | |
| 2014 | Monty Python's Best Bits (Mostly) | Self |
| 2013 | Despicable Me 2 | Silas (voice) |
| 2013 | Philomena | Martin Sixsmith |
| 2013 | Alan Partridge: Alpha Papa | Alan Partridge |
| 2013 | What Maisie Knew | Beale |
| 2013 | The Look of Love | Paul Raymond |
| 2013 | Steve Coogan: Stand Up Down Under | |
| 2013 | Doubt | Vincent Calzonetti |
| 2012 | Ruby Sparks | Langdon Tharp |
| 2012 | Moone Boy | |
| 2012 | Alan Partridge: Welcome to the Places of My Life | Alan Partridge |
| 2012 | Alan Partridge on Open Books with Martin Bryce | Alan Partridge |
| 2012 | Uncle Wormsley's Christmas | Narrator |
| 2012 | Evidently... John Cooper Clarke | Himself |
| 2011 | Our Idiot Brother | Dylan Byng |
| 2011 | The Trip | Steve Coogan |
| 2011 | The Jonathan Ross Show | Self |
| 2011 | Darkwood Manor | Steve Coogan |
| 2010 | Percy Jackson & the Olympians: The Lightning Thief | Hades |
| 2010 | The Other Guys | David Ershon |
| 2010 | Marmaduke | Raisin (voice) |
| 2010 | I'm Still Here | Self (archive footage) (uncredited) |
| 2010 | Conan | Self |
| 2010 | The Trip | Steve |
| 2010 | Mid Morning Matters with Alan Partridge | Alan Partridge |
| 2010 | Neighbors from Hell | Satan |
| 2010 | Work of Art: The Next Great Artist | |
| 2010 | Marvin | Narrator |
| 2009 | Night at the Museum: Battle of the Smithsonian | Octavius |
| 2009 | In the Loop | Paul Michaelson |
| 2009 | What Goes Up | Campbell Babbitt |
| 2009 | Live from Studio Five | Self |
| 2009 | Steve Coogan - Live As Alan Partridge And Other Less Successful Characters | Various |
| 2009 | Steve Coogan: The Inside Story | Self / Alan Partridge / Various |
| 2008 | Tropic Thunder | Damien Cockburn |
| 2008 | Hamlet 2 | Dana Marschz |
| 2008 | Tropic Thunder: Rain of Madness | Damian Cockburn |
| 2008 | Finding Amanda | Michael Henry |
| 2008 | Tales of the Riverbank | Roderick (voice) |
| 2008 | Sunshine | Bing Crosby |
| 2007 | Hot Fuzz | Metropolitan Police Inspector (uncredited) |
| 2007 | The Graham Norton Show | Self |
| 2007 | The Making of Marie Antoinette | Self |
| 2007 | For the Love of God | Graham |
| 2006 | Night at the Museum | Octavius |
| 2006 | Marie Antoinette | Ambassador Mercy |
| 2006 | The Alibi | Ray Elliot |
| 2006 | Saxondale | Tommy Saxondale |
| 2006 | When Comedy Changed Forever | Self (archive material) |
| 2006 | 1 Leicester Square | |
| 2005 | A Cock and Bull Story | Tristram Shandy / Walter Shandy / Steve Coogan |
| 2005 | Happy Endings | Charley |
| 2005 | Alan Partridge Presents: The Cream of British Comedy | Alan Partridge |
| 2005 | Monkey Trousers | |
| 2004 | Around the World in 80 Days | Phileas Fogg |
| 2004 | Ella Enchanted | Heston (voice) |
| 2004 | Coffee and Cigarettes | Steve (segment "Cousins?") |
| 2004 | I Am Not an Animal | Mark the Bird (voice) |
| 2003 | Little Britain | |
| 2003 | Real Time with Bill Maher | Himself |
| 2003 | Jimmy Kimmel Live! | |
| 2003 | Anglian Lives: Alan Partridge | Alan Partridge |
| 2003 | The Private Life of Samuel Pepys | Samuel Pepys |
| 2003 | Appointment with Dr. Terrible | Interviewee |
| 2003 | Coogan's Runner | Self – Executive Producer |
| 2002 | Top Gear | Star in a Reasonably-Priced Car |
| 2002 | 24 Hour Party People | Tony Wilson |
| 2002 | Ant & Dec's Saturday Night Takeaway | Alan Partridge - Guest Announcer |
| 2002 | Robbie the Reindeer: Hooves of Fire | Blitzen (voice) |
| 2002 | Robbie the Reindeer: Legend of the Lost Tribe | Blitzen (voice) |
| 2002 | Cruise of the Gods | Nick Lee |
| 2001 | The Parole Officer | Simon Garden |
| 2001 | Dr. Terrible's House of Horrible | Dr. Terrible |
| 2001 | Marion and Geoff: A Small Summer Party | Geoff |
| 2001 | Combat Sheep | Cmdr. Harris (voice) |
| 2000 | Curb Your Enthusiasm | Dr. Bright |
| 1999 | Steve Coogan: The Man Who Thinks He's It | |
| 1999 | Mrs Merton and Malcolm | |
| 1999 | Rude For A Reason: Live from Brixton Academy | Himself |
| 1998 | Alice Through the Looking Glass | Gnat |
| 1998 | The Revengers' Comedies | Bruce Tick |
| 1998 | Bob and Margaret | |
| 1997 | I'm Alan Partridge | Alan Partridge |
| 1997 | The Fix | Mike Gabbert |
| 1997 | The Tony Ferrino Phenomenon | Tony Ferrino |
| 1997 | Introducing Tony Ferrino: Who and Why? A Quest | Tony Ferrino |
| 1996 | The Wind in the Willows | Mole |
| 1995 | The Indian in the Cupboard | Tommy |
| 1995 | Coogan's Run | Ernest Moss |
| 1995 | The Frank Skinner Show | Self |
| 1995 | Paul and Pauline Calf's Cheese and Ham Sandwich | Duncan Thicket / Pauline Calf / Paul Calf |
| 1994 | Knowing Me Knowing You with Alan Partridge | Alan Partridge |
| 1994 | The Day Today | Alan Partridge |
| 1994 | Steve Coogan: Live 'n' Lewd | Various |
| 1994 | Pauline Calf's Wedding Video | Paul / Pauline Calf |
| 1994 | Filth! | Paul Calf/ Pauline Calf |
| 1994 | Jo Brand Through the Cakehole | |
| 1993 | Late Night with Conan O'Brien | Self - Guest |
| 1993 | The Smell of Reeves and Mortimer | Lead Singer of Go West |
| 1993 | Paul Calf's Video Diary | Paul Calf / Pauline Calf |
| 1993 | Harry | Stebbings |
| 1992 | Terry Wogan's Friday Night | Self |
| 1992 | The Dead Good Show | Various |
| 1991 | Amnesty International's Big 30 | Self |
| 1989 | The Simpsons | Rowan Priddis (voice) |
| 1989 | Tales from the Crypt | Danny Skeggs |
| 1989 | Resurrected | Youth 2 |
| 1984 | Spitting Image | |
| 1979 | Question Time | Self - Panellist |
