| — | Rust | Harland Rust |
| 2024 | Atrabilious | Proctor Carlisle |
| 2024 | The Case Against Alec Baldwin | Self |
| 2023 | FRANNY & ZOOEY (HD FULL MOVIE) | Self (Archival Footage) |
| 2022 | The Fruitties | Mayor Strawberry (voice) |
| 2021 | Broadway: Beyond the Golden Age | Self |
| 2018 | Lady Luck: The Making of The Cooler | Self |
| 2018 | The Alec Baldwin Show | Self - Host |
| 2017 | Alec Baldwin: One Night Only | Self |
| — | The Boss Baby 3 | Theodore Templeton (voice) |
| 2007 | On Board the Ship of Fools | |
| — | Kent State | Robert I. White |
| — | Hollywood Heist | |
| 2024 | Billie's Magic World | Lord Domino |
| 2020 | My Promise to P.J. | |
| 2015 | Robert Osborne's 20th Anniversary Tribute | Self |
| 2012 | The Shadow Knows | Self (archive footage) |
| 2011 | Saturday Night Live Backstage | Self / Pete Schwetty / Various |
| 2008 | Stanley Kramer: A Man's Search for Truth | Self |
| 2008 | Rosie Live | |
| 2007 | Wind | Narrator |
| 2001 | Final Fantasy: The Spirits Within - Aki's Dream Reconstruction | Grey |
| 2001 | Thomas & Friends: Trackside Tunes | Narrator (voice) |
| 2000 | Thomas & Friends: Make Someone Happy & Other Thomas Adventures | Narrator |
| 2000 | Spills and Chills & Other Thomas Thrills | Narrator |
| 1999 | Thomas & Friends: Cranky Bugs & Other Thomas Stories | Narrator |
| 1998 | Intimate Portrait: Sean Connery | Self |
| 1996 | Blacklist: Hollywood on Trial | Narrator |
| — | Kid Santa | |
| 2024 | Crescent City | Captain Howell |
| 2024 | Clear Cut | |
| 2023 | Supercell | Zane Rogers |
| 2023 | 97 Minutes | Hawkins |
| 2023 | Silent Fallout: Baby Teeth Speak | Narrator (voice) |
| 2022 | TÁR | Alec Baldwin (voice) |
| 2021 | Le bébé boss : une affaire de famille | Theodore Templeton (voice) |
| 2021 | Dr LaMort | Dr. Robert Henderson |
| 2021 | Pretend It's a City | Self |
| 2021 | Dean Martin: King of Cool | Self |
| 2021 | Alec Baldwin: Unscripted | Self |
| 2021 | The Real Hunt for Red October | Self (archive footage) |
| 2020 | Chick Fight | Murphy |
| 2020 | Pixie | Father Hector McGrath |
| 2020 | 30 Rock: A One-Time Special | Jack Donaghy |
| 2020 | The Paley Center Salutes Law & Order: SVU | (archive footage) |
| 2020 | The Story of Soaps | Self |
| 2020 | Flint | Narrator (voice) |
| 2019 | Motherless Brooklyn | Moses Randolph |
| 2019 | Famille indigne | Frank |
| 2019 | Chiens Polaires | PB (voice) |
| 2019 | The Public | |
| 2019 | Framing John DeLorean | John DeLorean |
| 2019 | Comedy Central Roast of Alec Baldwin | Self |
| 2019 | Before You Know It | Peter |
| 2019 | Gordon Lightfoot: If You Could Read My Mind | Self |
| 2019 | What She Said: The Art of Pauline Kael | Self |
| 2019 | It Takes a Lunatic | Self |
| 2019 | On Broadway | Self |
| 2019 | Alan Pakula: Going for Truth | Self |
| 2018 | Une étoile est née | Alec Baldwin |
| 2018 | Mission : Impossible - Répercussions | Alan Hunley |
| 2018 | Opération infiltration | Dr. Kennebrew Beauregard |
| 2018 | The King | Self |
| 2018 | Mickey’s 90th Spectacular | Self |
| 2018 | Into the Amazon | Theodore Roosevelt (voice) |
| 2017 | Le bébé boss | Theodore Templeton (voice) |
| 2017 | Blind | Bill Oakland |
| 2017 | Will & Grace | Malcolm |
| 2017 | Barbra: The Music ... The Mem'ries ... The Magic! | Self (archive footage) |
| 2017 | An Imperfect Murder | Detective McCutcheon |
| 2017 | The Boss Baby and Tim's Treasure Hunt Through Time | Boss Baby (voice) |
| 2016 | Rules Don't Apply | Bob Maheu |
| 2016 | Paris peut attendre | Michael Lockwood |
| 2016 | Le combat final | Gino Fratelli |
| 2016 | Harry Benson: Shoot First | Self |
| 2016 | Match Game | Self - Host |
| 2016 | Mike Nichols: An American Master | Self |
| 2016 | Flatball: A History of Ultimate | Narrator |
| 2016 | Tony Bennett Celebrates 90 | Self |
| 2015 | Mission : Impossible 5 - La nation Rogue | Alan Hunley |
| 2015 | Commotion | Dr. Julian Bailes |
| 2015 | Aloha | General Dixon |
| 2015 | Andròn : Le Labyrinthe Noir | Adam |
| 2015 | Live from New York! | Self |
| 2015 | Saturday Night Live: 40th Anniversary Special | Self / Tony Bennett |
| 2015 | DARK SIDE of the GREENS | Self |
| 2014 | Still Alice | John Howland |
| 2014 | The Tonight Show Starring Jimmy Fallon | Self |
| 2014 | Torrente 5: Operación Eurovegas | John Marshall |
| 2014 | A Dangerous Game | Self |
| 2014 | Private Screenings: Robert Osborne | Self - Host |
| 2014 | Led Zeppelin Played Here | Self (archive footage) |
| 2013 | Jasmine French | Hal |
| 2013 | Seduced and Abandoned | Self |
| 2013 | Elaine Stritch: Shoot Me | Himself |
| 2013 | AmeriQua | Mr. Edwards |
| 2012 | Le Réveil des Gardiens | North (voice) |
| 2012 | To Rome with Love | John |
| 2012 | Rock of Ages | Dennis Dupree |
| 2012 | Comedians in Cars Getting Coffee | Self |
| 2012 | NFL Honors | Himself |
| 2012 | To Tell the Truth: A History of Documentary Film (1928-1946) | Narrator |
| 2011 | Hick | Beau |
| 2011 | Method to the Madness of Jerry Lewis | Self |
| 2010 | I'm Still Here | Self (archive footage) (uncredited) |
| 2010 | Conan | Self |
| 2010 | Great Migrations | Narrator (voice) |
| 2010 | 13 ans et paparazzi | Self |
| 2010 | Billy Joel - The Last Play at Shea | Narrator (voice) |
| 2010 | The Marriage Ref | Self - Panelist |
| 2010 | The Women of SNL | Various (archive footage) |
| 2010 | Thomas & Friends: The Greatest Stories | Narrator |
| 2009 | Ma vie pour la tienne | Campbell Alexander |
| 2009 | It's Complicated | Jake Adler |
| 2009 | Late Night with Jimmy Fallon | Self |
| 2009 | SNL Presents: A Very Gilly Christmas | |
| 2009 | Saturday Night Live: The Best of Amy Poehler | Husband (archive footage) |
| 2009 | Square Roots: The Story of SpongeBob SquarePants | Self |
| 2008 | Madagascar 2 : La grande évasion | Makunga (voice) |
| 2008 | My Best Friend's Girl | Professor Turner |
| 2008 | Lymelife | Mickey Bartlett |
| 2008 | National Geographic: Journey to the Edge of the Universe | Narrator (voice) |
| 2008 | Six Degrees Could Change The World | Narrator |
| 2008 | Public Enemies: The Golden Age of the Gangster Film | Narrator (voice) |
| 2008 | The Masterpiece That Almost Wasn't | Self |
| 2008 | Thomas & Friends - Mud Glorious Mud | Narrator |
| 2008 | Role Model: Gene Wilder | Self - Host |
| 2008 | A President to Remember: In the Company of John F. Kennedy | Narrator (voice) |
| 2007 | Suburban Girl | Archie Knox |
| 2007 | Brooklyn Rules | Caesar |
| 2007 | Thomas & Friends: Ultimate Christmas | Narrator |
| 2007 | Crossing Criminal Cultures | Self |
| 2006 | Agents troubles | Ellerby |
| 2006 | The Good Shepherd | Sam Murach |
| 2006 | 30 rock | Jack Donaghy |
| 2006 | Running with Scissors | Norman Burroughs |
| 2006 | Mini's First Time | Martin Tennan |
| 2006 | Rachael Ray | |
| 2006 | El hormiguero | Self |
| 2006 | South Pacific: In Concert from Carnegie Hall | Bloody Mary |
| 2006 | Saturday Night Live: The Best of Alec Baldwin | Self / Various |
| 2006 | Paul McCartney: The Space Within Us | Self |
| 2006 | Thomas and Friends: Thomas' Halloween Adventures | Narrator |
| 2006 | America's Game: The Super Bowl Champions | Narrator (voice) |
| 2005 | Les Folies de Dick et Jane | Jack McCallister |
| 2005 | Rencontres à Elizabethtown | Phil DeVoss |
| 2005 | Steve McQueen: The Essence of Cool | Self |
| 2005 | I'm King Kong!: The Exploits of Merian C. Cooper | Narrator |
| 2005 | Too Late with Adam Carolla | |
| 2004 | L'aviateur | Juan Trippe |
| 2004 | The SpongeBob SquarePants Movie | Dennis (voice) |
| 2004 | Voici Polly | Stan Indursky |
| 2004 | The Last Shot | Joe Devine |
| 2004 | The Fairly OddParents: Channel Chasers | Adult Timmy Turner (voice) |
| 2004 | The Celebrity Apprentice | |
| 2004 | The Tony Danza Show | Self - Guest |
| 2004 | Thomas & Friends: Thomas and the Jet Engine | Narrator |
| 2004 | Thomas & Friends: Best of Gordon | Narrator |
| 2003 | Le chat dans le chapeau | Larry Quinn |
| 2003 | Nip/Tuck | |
| 2003 | The Cooler | Shelly Kaplow |
| 2003 | Las Vegas | |
| 2003 | Real Time with Bill Maher | Self |
| 2003 | Shortcut to Happiness | Jabez Stone |
| 2003 | The Ellen DeGeneres Show | Self |
| 2003 | Jimmy Kimmel Live! | |
| 2003 | Sur le chemin de la guerre | Robert McNamara |
| 2003 | Saturday Night Live: The Best of Chris Farley | Quiz Kings Contestant (archive footage) (uncredited) |
| 2003 | Second Nature | Paul Kane |
| 2003 | Broadway: The Golden Age, by the Legends Who Were There | Self |
| 2003 | Beneath the Surface: The Making of 'The Hunt for Red October' | Self |
| 2003 | Thomas & Friends: Thomas' Snowy Surprise & Other Adventures | Narrator |
| 2003 | Thomas & Friends: James and the Red Balloon | Narrator (voice) |
| 2003 | Thomas & Friends: Percy's Chocolate Crunch and Other Thomas Adventures | Narrator |
| 2002 | Les aventures de Pluto Nash | M.Z.M |
| 2002 | Saturday Night Live: The Best of Will Ferrell | Charles Nelson Reilly (archive footage) |
| 2002 | Meet Your Meat | Narrator |
| 2002 | Thomas & Friends: Races, Rescues and Runaways and Other Thomas Adventures | Narrator |
| 2002 | Thomas & Friends: Thomas' Christmas Wonderland | Narrator |
| 2002 | Thomas & Friends: Salty's Secret & Other Thomas Adventures | Narrator |
| 2002 | The Hamptons | Self |
| 2001 | Pearl Harbor | James Doolittle |
| 2001 | The Royal Tenenbaums | Narrator (voice) |
| 2001 | Chats et Chiens | Butch (voice) |
| 2001 | Final Fantasy : Les Créatures de l'esprit | Cap. Gray Edwards (voice) |
| 2001 | Tes désirs sont désordres | Future Timmy (voice) |
| 2001 | Primetime Glick | |
| 2001 | Breaking the Silence: The Making of Hannibal | Self |
| 2001 | Clerks: The Animated Series | Leonardo Leonardo |
| 2000 | Attention, on tourne! | Bob Berrenger |
| 2000 | Nuremberg | Supreme Court Justice Robert H. Jackson |
| 2000 | Clerks | Leonardo Leonardo (voice) |
| 2000 | Thomas and the Magic Railroad | Mr. Conductor |
| 2000 | Mailer on Mailer | |
| 2000 | Thomas & Friends: Spills & Chills | Narrator (voice) |
| 2000 | The Acting Class | Self |
| 1999 | Coup de foudre à Notting Hill | Jeff King (uncredited) |
| 1999 | La loi & l'ordre: crimes sexuels | Jimmy MacArthur |
| 1999 | Cannabis 101 | Old Man Dunphy |
| 1999 | The Confession | Roy Bleakie |
| 1999 | Thick as Thieves | Mackin |
| 1999 | Saturday Night Live: The Best of Adam Sandler | Todd (archive footage) (uncredited) |
| 1999 | Saturday Night Live: 25th Anniversary Special | Self |
| 1999 | Saturday Night Live: Christmas | Pete Schweddy |
| 1998 | Mercure à la hausse | Nicholas Kudrow |
| 1998 | Will & Grace | Malcolm Widmark |
| 1998 | Saturday Night Live: The Best of Phil Hartman | Mr. Cherrywood |
| 1998 | Saturday Night Live: A Tribute to Chris Farley | Self |
| 1997 | Au bord du désastre | Robert Green |
| 1997 | Johnny Bravo | |
| 1997 | The View | Self |
| 1997 | The View | Self - Guest Co-Host |
| 1997 | Happy Birthday Elizabeth: A Celebration of Life | Self |
| 1996 | The Daily Show | Self |
| 1996 | The Juror | Teacher |
| 1996 | Fantômes du Mississippi | Bobby DeLaughter |
| 1996 | Looking for Richard | Self / Duke of Clarence |
| 1996 | Paradis piégé | Dave Robicheaux |
| 1995 | MADtv | Self |
| 1995 | Two Bits | Narrator |
| 1995 | A Streetcar Named Desire | Stanley Kowalski |
| 1995 | Wild Bill: Hollywood Maverick | Self / Narrator |
| 1994 | Friends | Parker |
| 1994 | The Shadow | Lamont Cranston / The Shadow |
| 1994 | The Getaway | Carter Doc McCoy |
| 1994 | Inside the Actors Studio | Self |
| 1993 | Malice | Dr. Jed Hill |
| 1993 | Late Night with Conan O'Brien | Self - Guest |
| 1992 | Glengarry Glen Ross | Blake |
| 1992 | Prelude to a Kiss | Peter Hoskins |
| 1992 | The Larry Sanders Show | Alec Baldwin |
| 1992 | Earth and the American Dream | Reader (voice) |
| 1991 | The Marrying Man | Charley Pearl |
| 1990 | À la poursuite d'Octobre Rouge | Jack Ryan |
| 1990 | Alice | Ed |
| 1990 | Le flic de Miami | Frederick J. Frenger Jr. |
| 1990 | Dream On | |
| 1989 | Les Simpson | Caleb Thorn (voice) |
| 1989 | Les Simpson | Alec Baldwin (voice) |
| 1989 | La Légende vivante du rock 'N' roll | Jimmy Swaggart |
| 1988 | Bételgeuse | Adam |
| 1988 | Quand les femmes s'en mêlent | Mick Dugan |
| 1988 | Married to the Mob | Frank de Marco |
| 1988 | Talk Radio | Dan |
| 1988 | Les surprises de la vie | Davis McDonald |
| 1987 | The Alamo: Thirteen Days to Glory | Colonel William Barrett Travis |
| 1986 | Forever, Lulu | Buck |
| 1986 | Dress Gray | Rysam 'Ry' Slaight |
| 1985 | Love on the Run | Sean Carpenter |
| 1984 | Thomas & Friends | Narrator (voice) |
| 1984 | Sweet Revenge | Maj. Alex Breen |
| 1984 | The Sheriff and the Astronaut | Sheriff Ed Cassaday |
| 1983 | Cutter to Houston | |
| 1982 | Hotel | |
| 1979 | Knots Landing | Joshua Rush |
| 1977 | The Hollywood Greats | |
| 1975 | Saturday Night Live | Donald Trump |
| 1975 | Saturday Night Live | |
| 1975 | Saturday Night Live | Self - Host |
| 1975 | Saturday Night Live | Self - Cameo (uncredited) |
| 1969 | Sesame Street | |
| 1956 | Tony Awards | Self - Presenter |
| 1953 | The Oscars | Self |
