| — | GOLF | |
| — | American Huckster | Chuck Blazer |
| — | Untitled The Legend of Cocaine Island Remake | |
| — | The Prince of Fashion | |
| — | SNL: The Best of Will Ferrell: Volume 3 | |
| — | Saturday Night Live: The Best of Will Ferrell - Volume 2 | |
| — | Saturday Night Live: The Best of Will Ferrell | |
| 2025 | You're Cordially Invited | Jim |
| — | Lit Bros, The Movie | Buddy (pictured) |
| 2024 | Despicable Me 4 | Maxime (voice) |
| 2024 | The Roast of Tom Brady | Ron Burgundy |
| 2024 | John Mulaney Presents: Everybody's in L.A. | Lou Adler |
| 2024 | Will & Harper | Self |
| 2024 | Stupid Pet Tricks | Ranger Jim |
| 2023 | Barbie | Mattel CEO |
| 2023 | Strays | Reggie (voice) |
| 2023 | Quiz Lady | Terry McTeer |
| 2023 | SmartLess: On the Road | |
| 2022 | Spirited | Present |
| 2022 | Welcome to Wrexham | Self |
| 2022 | Pickled | Self |
| 2021 | The Shrink Next Door | Marty Markowitz |
| 2021 | Demi Lovato: Dancing with the Devil | Self |
| 2020 | Eurovision Song Contest: The Story of Fire Saga | Lars Erickssong |
| 2020 | Downhill | Pete Stanton |
| 2020 | Impractical Jokers: The Movie | Miami Restaurant Guy #4 |
| 2020 | The Holiday Movies That Made Us | Self (archive footage) |
| 2020 | 537 Votes | George W. Bush (archive footage) |
| 2020 | David | Therapist |
| 2020 | Feeding America Comedy Festival | Self |
| 2020 | VOMO: Vote or Miss Out | Self |
| 2019 | The Boys | Will Ferrell as Coach Brink |
| 2019 | The Lego Movie 2: The Second Part | President Business / Dad |
| 2019 | Between Two Ferns: The Movie | Will Ferrell |
| 2019 | Drunk Parents | Bum |
| 2019 | Zeroville | Rondell |
| 2019 | The Kelly Clarkson Show | |
| 2019 | Live in Front of a Studio Audience: Norman Lear's "All in the Family" and "The Jeffersons" | Tom Willis |
| 2019 | The 2019 Rose Parade with Cord & Tish | Cord Hosenbeck |
| 2019 | We Are LAFC | Self |
| 2018 | Holmes & Watson | Sherlock Holmes |
| 2018 | The 2018 Rose Parade Hosted by Cord & Tish | Cord Hosenbeck |
| 2018 | The Royal Wedding Live with Cord and Tish! | Cord Hosenbeck |
| 2017 | Daddy's Home 2 | Brad |
| 2017 | The House | Scott Johansen/The Butcher |
| 2017 | No Activity | Adrian |
| 2016 | Zoolander 2 | Jacobim Mugatu |
| 2016 | A.C. Green: Iron Virgin | Narrator |
| 2015 | Daddy's Home | Brad Whitaker |
| 2015 | Get Hard | James King |
| 2015 | The Late Show with Stephen Colbert | Self |
| 2015 | Comedy Central Roast of Justin Bieber | Ron Burgundy |
| 2015 | The Late Late Show with James Corden | Self - Guest |
| 2015 | The Late Late Show with James Corden | Self |
| 2015 | A Deadly Adoption | Robert Benson |
| 2015 | Hot Ones | |
| 2015 | Hot Ones | Self |
| 2015 | Ferrell Takes the Field | Himself |
| 2015 | The Spoils Before Dying | Eric Jonrosh |
| 2015 | Saturday Night Live: 40th Anniversary Special | Self / Alex Trebek / Marty Culp |
| 2014 | The Lego Movie | Lord Business / President Business / The Man Upstairs |
| 2014 | Last Week Tonight with John Oliver | Self |
| 2014 | The Tonight Show Starring Jimmy Fallon | |
| 2014 | The Tonight Show Starring Jimmy Fallon | Self - Guest |
| 2014 | The Tonight Show Starring Jimmy Fallon | Self |
| 2014 | Late Night with Seth Meyers | Ron Burgundy |
| 2014 | Late Night with Seth Meyers | Self |
| 2014 | The Spoils of Babylon | Eric Jonrosh |
| 2014 | And the Oscar Goes To... | Self (archive footage) |
| 2014 | Welcome to Sweden | Will Ferrell |
| 2014 | Off Camera with Sam Jones | Self |
| 2014 | The Men In Blazers Show | Self |
| 2013 | The Internship | Kevin (uncredited) |
| 2013 | Anchorman 2: The Legend Continues | Ron Burgundy |
| 2013 | Drunk History | Roald Dahl |
| 2013 | @midnight with Chris Hardwick | Self - Guest |
| 2013 | @midnight with Chris Hardwick | President George W. Bush |
| 2012 | The Campaign | Cam Brady |
| 2012 | Casa de Mi Padre | Armando Alvarez |
| 2012 | Comedians in Cars Getting Coffee | Self |
| 2012 | Tim and Eric's Billion Dollar Movie | Damien Weebs |
| 2012 | Inside Comedy | Self |
| 2011 | Everything Must Go | Nick Halsey |
| 2011 | Megamind: The Button of Doom | Megamind (voice) |
| 2011 | Fight for Your Right Revisited | Ad-Rock (B-Boys 2) |
| 2011 | Billy on the Street | Self |
| 2011 | Star Wars Spoofs | Himself |
| 2011 | The Love We Make | Self |
| 2011 | John and Will's Animal Choices | Will |
| 2010 | Megamind | Megamind (voice) |
| 2010 | The Other Guys | Detective Allen Gamble |
| 2010 | Conan | Ron Burgundy |
| 2010 | Conan | Self |
| 2010 | Presidential Reunion | George W. Bush |
| 2010 | The Women of SNL | Ted Nettters / Craig Buchanan / Alex Trebek / Various (archive footage) |
| 2010 | Saturday Night Live: The Best of Will Ferrell - Volume 3 | |
| 2009 | Land of the Lost | Dr. Rick Marshall |
| 2009 | Eastbound & Down | Ashley Schaeffer |
| 2009 | The Goods: Live Hard, Sell Hard | McDermott (uncredited) |
| 2009 | Late Night with Jimmy Fallon | Self |
| 2009 | Watch What Happens Live with Andy Cohen | Self - Guest |
| 2009 | Will Ferrell: You're Welcome America - A Final Night with George W. Bush | George W. Bush |
| 2009 | Bat Fight with Will Ferrell | |
| 2009 | SpongeBob's Truth or Square | Self |
| 2009 | SNL Presents: A Very Gilly Christmas | |
| 2008 | Step Brothers | Brennan Huff |
| 2008 | Semi-Pro | Jackie Moon |
| 2008 | Between Two Ferns with Zach Galifianakis | Self |
| 2007 | Blades of Glory | Chazz Michael Michaels |
| 2007 | The Graham Norton Show | Self |
| 2007 | The Landlord | Tenant |
| 2007 | Tim and Eric Awesome Show, Great Job! | Donald Mahanahan |
| 2007 | Good Cop, Baby Cop | Angel |
| 2007 | Green Team | Arnold Darkshner |
| 2007 | The Procedure | Bob |
| 2007 | The Naked Trucker and T-Bones Show | |
| 2006 | Stranger Than Fiction | Harold Crick |
| 2006 | Talladega Nights: The Ballad of Ricky Bobby | Ricky Bobby |
| 2006 | 30 Rock | Shane Hunter |
| 2006 | Curious George | Ted (Man with the Yellow Hat) (voice) |
| 2006 | Man vs. Wild | Self |
| 2006 | Winter Passing | Corbit |
| 2006 | Curious George | |
| 2006 | The One Show | Self - Guest |
| 2006 | Saturday Night Live: The Best of Commercial Parodies | |
| 2006 | The Megan Mullally Show | Self - Guest |
| 2006 | Ricky Bobby: Sports Century | Ricky Bobby (archive footage) |
| 2005 | Wedding Crashers | Chazz Reinhold (uncredited) |
| 2005 | The Office | Deangelo Vickers |
| 2005 | Bewitched | Jack Wyatt |
| 2005 | Kicking & Screaming | Phil Weston |
| 2005 | The Producers | Franz Liebkind |
| 2005 | The Wendell Baker Story | Dave |
| 2005 | Saturday Night Live: The Best of Jimmy Fallon | |
| 2005 | The Reichen Show | Self |
| 2005 | Earth to America | George W. Bush |
| 2004 | Anchorman: The Legend of Ron Burgundy | Ron Burgundy |
| 2004 | Starsky & Hutch | Big Earl (uncredited) |
| 2004 | Melinda and Melinda | Hobie |
| 2004 | Wake Up, Ron Burgundy: The Lost Movie | Ron Burgundy |
| 2004 | Saturday Night Live: The Best of Will Ferrell - Volume 2 | |
| 2004 | Oh, What a Lovely Tea Party | Self |
| 2004 | Best Week Ever | |
| 2003 | Elf | Buddy |
| 2003 | Old School | Frank |
| 2003 | The Ellen DeGeneres Show | Self |
| 2003 | Jimmy Kimmel Live! | |
| 2003 | MTV Reloaded | The Architect |
| 2003 | Old School: Orientation | Himself |
| 2003 | Saturday Night Live: The Best of Chris Kattan | Himself |
| 2003 | Comedy Central Roasts | Self |
| 2002 | Boat Trip | Michael, Brian's Boyfriend (uncredited) |
| 2002 | Ant & Dec's Saturday Night Takeaway | Self |
| 2002 | Saturday Night Live: The Best of Will Ferrell | Himself / Various Characters (archive footage) |
| 2002 | HypaSpace | Self |
| 2002 | NBC 75th Anniversary Special | Self |
| 2001 | Zoolander | Mugatu |
| 2001 | Jay and Silent Bob Strike Back | Federal Wildlife Marshal Willenholly |
| 2001 | The Oblongs | Bob Oblong (voice) |
| 2001 | The Guardian | |
| 2001 | The Concert for New York City | Self |
| 2001 | Saturday Night Live: The Best of Molly Shannon | Self |
| 2000 | Drowning Mona | Cubby |
| 2000 | The Ladies Man | Lance DeLune |
| 1999 | Family Guy | The Black Knight (voice) |
| 1999 | Family Guy | Fat Greek Guy / Miles 'Chatterbox' Musket (voice) |
| 1999 | Austin Powers: The Spy Who Shagged Me | Mustafa |
| 1999 | SpongeBob SquarePants | |
| 1999 | Superstar | Sky Corrigan / Jesus |
| 1999 | Dick | Bob Woodward |
| 1999 | Strangers with Candy | Bob Whitely |
| 1999 | The Suburbans | Gil |
| 1999 | Saturday Night Live: 25th Anniversary Special | Self |
| 1999 | The Late Late Show with Craig Kilborn | Self - Guest |
| 1999 | The Early Show | Self |
| 1998 | A Night at the Roxbury | Steve Butabi |
| 1998 | Hercules | Geryon (voice) |
| 1998 | Saturday Night Live: The Best of Phil Hartman | Troy |
| 1998 | Saturday Night Live: The Best of Phil Hartman | Self / Nancy Reagan / Various Characters |
| 1998 | TRL | |
| 1998 | The Thin Pink Line | Darren Clark |
| 1997 | Austin Powers: International Man of Mystery | Mustafa |
| 1997 | King of the Hill | Coach Lucas (voice) |
| 1997 | Cow and Chicken | |
| 1997 | Men Seeking Women | Al |
| 1996 | The Daily Show | Self |
| 1996 | Criminal Hearts | Newscaster (uncredited) |
| 1995 | A Bucket of Blood | |
| 1995 | Happily Ever After: Fairy Tales for Every Child | Mamet the Moocher (voice) |
| 1994 | On Our Own | Construction Worker |
| 1993 | WWE Raw | |
| 1993 | Late Night with Conan O'Brien | Self - Guest |
| 1992 | The Tonight Show with Jay Leno | Self |
| 1992 | MTV Movie & TV Awards | Self / Presenter |
| 1988 | LIVE with Kelly and Mark | |
| 1987 | Kids' Choice Awards | Self |
| 1975 | Saturday Night Live | Self - Various Characters |
| 1975 | Saturday Night Live | Self - Cameo (uncredited) |
| 1975 | Saturday Night Live | Self - Host |
| 1975 | Saturday Night Live | Self |
| 1975 | Saturday Night Live | |
| 1953 | The Oscars | Self |
| 1952 | Today | Self |
| 1944 | Golden Globe Awards | Self - Presenter |
