| 2024 | Ghostbusters - Minaccia glaciale | Ray Stantz |
| 2024 | We Are the World - La notte che ha cambiato il pop | Self (archive footage) |
| 2024 | A History of the World in Six Glasses | Self |
| 2019 | Biography: Comedy Icons | Himself |
| — | Godspell 2025 | |
| — | Ghostbusters: The Preview Cut | Raymond Stantz |
| — | That's Amore! | |
| 2023 | Zombie Town | Len Carver |
| 2023 | The UnBelievable with Dan Aykroyd | Self - Host |
| 2022 | 2022 Rock & Roll Hall of Fame Induction Ceremony | Self (archive footage) |
| 2021 | Ghostbusters - Legacy | Ray Stantz |
| 2021 | Who Saw the Men in Black | self |
| 2020 | Belushi | Self (archive footage) |
| 2020 | Ghostbusters - La vera storia | Self |
| 2020 | Hotel Paranormal | |
| 2020 | Reunited Apart | Self |
| 2019 | I film della nostra infanzia | Ray Stantz (archive footage) |
| 2019 | Essere Bill Murray | Self - Interviewee |
| 2019 | Chris Farley: Anything for a Laugh | |
| 2019 | Defend, Conserve, Protect | Narrator |
| 2018 | The Conners | Buddy |
| 2016 | Ghostbusters | Cabbie |
| 2016 | Ghostheads | Self |
| 2016 | Bill Murray: The Kennedy Center Mark Twain Prize | Self |
| 2016 | Good Fortune | Self |
| 2015 | Pixels | 1982 Championship MC |
| 2015 | I Am Chris Farley | Self |
| 2015 | Being Canadian | Self |
| 2015 | Jay Leno's Garage | Self |
| 2015 | Saturday Night Live: 40th Anniversary Special | Self / Super Bass-O-Matic 2150 Spokesperson / Elwood Blues |
| 2015 | Dino Hunt Canada | Narrator |
| 2014 | Tammy | Don |
| 2014 | Get on Up - La storia di James Brown | Ben Bart |
| 2014 | Il magico mondo di Oz | Scarecrow (voice) |
| 2014 | The Tonight Show Starring Jimmy Fallon | |
| 2014 | Late Night with Seth Meyers | Self |
| 2014 | Time Is But a Window: Ghostbusters 2 and Beyond | |
| 2014 | Who You Gonna Call?: A Ghostbusters Retrospective | |
| 2013 | Dietro i candelabri | Seymour Heller |
| 2013 | Tales from the Warner Bros. Lot | Self |
| 2013 | Saturday Night Live: Thanksgiving | Rick Phillips |
| 2013 | Born In Chicago | Narrator |
| 2013 | WWII: Saving the Reality | Self - Narrator (voice) |
| 2012 | Candidato a sorpresa | Wade Motch |
| 2012 | Sunset Strip | Self |
| 2012 | Inside Comedy | Himself |
| 2011 | Saturday Night Live Backstage | Self / Various |
| 2010 | L'orso Yoghi | Yogi Bear (voice) |
| 2010 | The Defenders | Judge Max Hunter |
| 2010 | Presidential Reunion | Jimmy Carter |
| 2010 | The Women of SNL | Various (archive footage) |
| 2010 | The Fran Drescher Show | |
| 2008 | War, Inc. | Mr. Vice President |
| 2007 | Io vi dichiaro marito e... marito | Captain Phineas J. Tucker |
| 2006 | Working with a Master: John Landis | Self |
| 2006 | Second City: First Family of Comedy | Self |
| 2005 | Saturday Night Live: The Best of John Belushi | Self / Various (archive footage) (uncredited) |
| 2005 | A casa di Fran | |
| 2005 | Dan Aykroyd Unplugged On UFOs | himself |
| 2005 | Saturday Night Live: The Best of Dan Aykroyd | Various Characters |
| 2005 | Live from New York: The First 5 Years of Saturday Night Live | Self |
| 2005 | The Blues Brothers: Transposing The Music | Self |
| 2005 | Life O' The Party: On the Road with Prince and the New Power Generation | Self |
| 2004 | 50 volte il primo bacio | Dr. Keats |
| 2004 | Fuga dal Natale | Vic Frohmeyer |
| 2004 | Porky Hospital | Dr. Cyrill Kipp |
| 2004 | Ronnie Hawkins: Still Alive and Kickin | Narrator |
| 2003 | Patto con il diavolo | Julius Jenson |
| 2003 | Bright Young Things | Lord Monomark |
| 2003 | James Brown: Soul Survivor | |
| 2003 | Toronto Rocks | Self |
| 2003 | The Making of ‘Sneakers’ | Self |
| 2002 | Crossroads - Le strade della vita | Pete Wagner |
| 2002 | Insieme per caso | Max Beasley |
| 2001 | Pearl Harbor | Captain Thurman |
| 2001 | Evolution | Governor Lewis |
| 2001 | La maledizione dello scorpione di giada | Chris Magruder |
| 2001 | La vita secondo Jim | Danny Michalski |
| 2001 | La vendetta del ragno nero | Det. Insp. Jack Grillo |
| 2001 | On the Nose | Dr. Barry Davis |
| 2000 | American School | Dad |
| 2000 | La casa della gioia | Augustus 'Gus' Trenor |
| 2000 | Stardom | Barry Levine |
| 1999 | I Griffin | Dan Aykroyd (voice) |
| 1999 | Diamonds | Lance Agensky |
| 1999 | Saturday Night Live: 25th Anniversary Special | Self |
| 1999 | Saturday Night Live: The Best of Dana Carvey | |
| 1999 | Tales from the Crypt: The Robert Zemeckis Collection | Captain Milligan |
| 1999 | Saturday Night Live: Christmas | Himself |
| 1999 | Ghostbusters 1999 | Self |
| 1999 | Mark Twain Prize | Self |
| 1998 | Z la formica | Chip (voice) |
| 1998 | Blues Brothers - Il mito continua | Elwood Blues |
| 1998 | Delitto imperfetto | Bob |
| 1998 | Roswell Top Secret | Self |
| 1998 | The Stories Behind the Making of 'The Blues Brothers' | Self |
| 1997 | L'ultimo contratto | Grocer |
| 1997 | The Arrow | Crawford Gordon Jr. |
| 1997 | Soul Man | Rev. Mike Weber |
| 1997 | Heritage Minutes: Avro Arrow | Crawford Gordon |
| 1997 | The Arrow | Crawford Gordon |
| 1996 | Sergente Bilko | COL John T. Hall |
| 1996 | Due mariti per un matrimonio | Det. Ben Costikyan |
| 1996 | Fuga dalla Casa Bianca | President William Haney |
| 1996 | Celtic Pride - Rapimento per sport | Jimmy Flaherty |
| 1996 | Psi Factor | |
| 1996 | Matrimonio per colpa | Jack Lambert |
| 1996 | The Rosie O'Donnell Show | Self |
| 1996 | Rainbow - Il mago dell'arcobaleno | Sheriff Wyatt Hampton |
| 1996 | Sex, Censorship and the Silver Screen | Quote Reader |
| 1995 | Casper | Dr. Raymond Stantz (uncredited) |
| 1995 | Tommy Boy | Ray Zalinsky |
| 1995 | Operazione Canadian Bacon | OPP Officer (uncredited) |
| 1995 | The Random Factor | Dexter (voice) |
| 1995 | Live from the House of Blues | |
| 1994 | Il mio primo bacio | Harry Sultenfuss |
| 1994 | Genitori cercasi | Pa Tex |
| 1994 | Exit to Eden | Fred Lavery |
| 1994 | The Best of the Blues Brothers | Elwood Blues / Himself |
| 1994 | A Century of Cinema | Self |
| 1993 | La tata | Repair Man (uncredited) |
| 1993 | Teste di cono | Beldar Conehead |
| 1993 | Late Night with Conan O'Brien | Self - Guest |
| 1993 | Intimate Portrait | Self |
| 1992 | Charlot - Chaplin | Mack Sennett |
| 1992 | I signori della truffa | Mother |
| 1992 | The Tonight Show with Jay Leno | |
| 1992 | This Is My Life | Arnold Moss |
| 1992 | Incubi | Captain Miligan |
| 1992 | Terry Wogan's Friday Night | Self |
| 1991 | Papà, ho trovato un amico | Harry Sultenfuss |
| 1991 | Quell'uragano di papà | Mike Weber |
| 1991 | Nient'altro che guai | Judge Alvin 'J.P' Valkenheiser / Bobo |
| 1990 | Poliziotti a due zampe | Ellis Fielding |
| 1990 | I guerrieri della strada | Johnny Lewis |
| 1990 | The Earth Day Special | Vic's Buddy |
| 1990 | Life of Python | Self |
| 1990 | Seriously... Phil Collins | Self |
| 1989 | I Simpson | Postage Stamp Fellow (voice) |
| 1989 | Ghostbusters II (Acchiappafantasmi II) | Ray Stantz |
| 1989 | A spasso con Daisy | Boolie Werthan |
| 1989 | I racconti della cripta | Captain Milligan |
| 1989 | Saturday Night Live: 15th Anniversary | Self |
| 1988 | Non è stata una vacanza... è stata una guerra! | Roman Craig |
| 1988 | Ho sposato un'aliena | Steven Mills |
| 1988 | Un amore rinnovato | Roman (uncredited) |
| 1988 | Due palle in buca | Capt. Tom Everett |
| 1988 | Lo strizzacervelli | John W. Burns, Jr. |
| 1987 | La retata | Sgt. Joe Friday |
| 1987 | Citizen Steve | Chial Dushane |
| 1985 | Spie come noi | Austin Millbarge |
| 1985 | Tutto in una notte | Herb |
| 1985 | We Are the World: The Story Behind the Song | Self |
| 1985 | B.B. King: Into the Night | Self |
| 1985 | The Best of John Belushi | Various characters |
| 1984 | Indiana Jones e il tempio maledetto | Art Weber |
| 1984 | Ghostbusters (Acchiappafantasmi) | Ray Stantz |
| 1984 | Nothing Lasts Forever | Buck Heller |
| 1984 | MTV Video Music Awards | Self - Host |
| 1983 | Una poltrona per due | Louis Winthorpe III |
| 1983 | Ai confini della realtà - Il film | Passenger |
| 1983 | Doctor Detroit | Clifford Skridlow / Doctor Detroit |
| 1983 | The Coneheads | Beldar (Voice) |
| 1982 | It Came from Hollywood | Himself |
| 1982 | E.T. and Friends: Magical Movie Visitors | Beldar Conehead |
| 1981 | I vicini di casa | Vic |
| 1981 | Steve Martin's Best Show Ever | Yortuk Festrunk / Irwin Mainway / Alexander Haig / Dr. Treves |
| 1980 | The Blues Brothers - I fratelli Blues | Elwood Blues |
| 1979 | 1941 - Allarme a Hollywood | Sgt. Frank Tree |
| 1979 | Mr. Mike's Mondo Video | Church of Jack Lord Leader / Self |
| 1978 | The Rutles: All You Need Is Cash | Brian Thigh |
| 1978 | The Blues Brothers Live at Winterland | Elwood Blues |
| 1978 | The Things We Did Last Summer | Himself |
| 1977 | Love at First Sight | Roy |
| 1976 | The Beach Boys: It's OK | Cop #1 |
| 1976 | The Beach Boys: Good Vibrations Tour | Cop #1 |
| 1975 | Saturday Night Live | Self - Various Characters |
| 1975 | Saturday Night Live | Self - Cameo (uncredited) |
| 1975 | Saturday Night Live | |
| 1975 | Saturday Night Live | Self - Host |
| 1974 | The Gift of Winter | Goodly / Rotten / Maple (voice) |
