| — | The Birthday Party | Marcos Timoleon |
| — | Tropico | Raymond |
| — | The Phoenician Scheme | |
| — | Tenzing | Colonel John Hunt |
| — | Late Fame | Ed Saxberger |
| 2024 | Saturday Night | David Tebet |
| 2024 | Nosferatu | Professor Albin Eberhart Von Franz |
| — | American Nails | |
| — | The Man in My Basement | Anniston Bennett |
| — | The Legend of Ochi | Maxim |
| 2024 | Kinds of Kindness | Raymond / George / Omi |
| 2024 | Beetlejuice Beetlejuice | Wolf Jackson |
| 2024 | Finalmente l'alba | Rufo Priori |
| 2023 | Poor Things | Godwin Baxter |
| 2023 | Asteroid City | Saltzburg Keitel |
| 2023 | Inside | Nemo |
| 2023 | The Wild One | Narrator (voice) |
| 2023 | Gonzo Girl | Walker Reade |
| 2023 | Pet Shop Days | Francis |
| 2023 | Interior (The Spectator) | Narrator |
| 2022 | The Northman | Heimir the Fool |
| 2022 | Dead for a Dollar | Joe Cribbens |
| 2022 | Spider-Man: All Roads Lead to No Way Home | Self |
| 2022 | Stasera c’è Cattelan su Raidue | Self |
| 2022 | Il coraggio di essere Franco | |
| 2022 | Finding Satoshi | Narrator |
| 2022 | 7 Deaths of Maria Callas | Film Actor |
| 2022 | Franco Battiato - La voce del padrone | |
| 2022 | Robert Wilson – Die Schönheit des Geheimnisvollen | Self |
| 2022 | Skabelsen af Riget Exodus | Self / Grand Duc |
| 2022 | Mostra, Venise | Self - "Tapis Rouge" Guest |
| 2021 | Spider-Man: No Way Home | Norman Osborn / Green Goblin |
| 2021 | Zack Snyder's Justice League | Vulko |
| 2021 | Nightmare Alley | Clem Hoatley |
| 2021 | The French Dispatch | Albert 'the Abacus' |
| 2021 | The Card Counter | Gordo |
| 2021 | River | Narrator |
| 2021 | Why Are We (Not) Creative? | Self |
| 2021 | Maresco / Pasolini | Self |
| 2020 | The Last Thing He Wanted | Richard McMahon |
| 2020 | Siberia | Clint |
| 2020 | Tommaso | Tommaso |
| 2020 | Babenco - Alguém Tem que Ouvir o Coração e Dizer: Parou | Self |
| 2020 | The Lighthouse: A Dark & Stormy Tale | Self |
| 2020 | Sportin' Life | Self |
| 2020 | Wim Wenders, Desperado | Self |
| 2020 | Roy's World: Barry Gifford's Chicago | |
| 2019 | The Lighthouse | Thomas Wake |
| 2019 | Togo | Leonhard Seppala |
| 2019 | Motherless Brooklyn | Paul Randolph |
| 2019 | Manou the Swift | Manou's Father (voice) |
| 2019 | Love, Antosha | Self |
| 2019 | Celebrating Marvel's Stan Lee | Self / Norman Osborn/ Green Goblin (archive footage) |
| 2019 | Vincent van Gogh Superstar | Vincent van Gogh (archive footage) |
| 2018 | Aquaman | Nuidis Vulko |
| 2018 | At Eternity's Gate | Vincent van Gogh |
| 2018 | Vox Lux | Narrator (voice) |
| 2018 | Friedkin Uncut | Self |
| 2018 | Opus Zero | Paul |
| 2018 | Brothers in Arms | Self |
| 2018 | Under the Rainbow: Making The Florida Project | |
| 2018 | Theatron. Romeo Castellucci | |
| 2017 | Murder on the Orient Express | Gerhard Hardman |
| 2017 | What Happened to Monday | Terrence Settman |
| 2017 | Death Note | Ryuk (voice) |
| 2017 | The Florida Project | Bobby |
| 2017 | Mountain | Narrator (voice) |
| 2017 | Julian Schnabel: A Private Portrait | Self |
| 2017 | Piazza Vittorio | Himself |
| 2017 | Ballad of a Righteous Merchant | Self |
| 2017 | NHK WORLD PRIME | Self - Narrator (voice) |
| 2017 | Sanctuary | Narrator |
| 2016 | Finding Dory | Gill (voice) |
| 2016 | The Great Wall | Ballard |
| 2016 | A Family Man | Ed Blackridge |
| 2016 | Dog Eat Dog | Mad Dog |
| 2016 | Meu Amigo Hindu | Diego Fairman |
| 2016 | Padre | James Verdun |
| 2016 | Mind the Gap | Self |
| 2016 | Nelson Algren Live | Role1 / Frankie Machine / Role2 / Blackie Cavanaugh |
| 2015 | Don't F*#% With John Wick | Self |
| 2015 | A Nuclear Story | Narrator |
| 2015 | John Wick: Calling in the Cavalry | Self |
| 2015 | Close Up with The Hollywood Reporter | Self |
| 2015 | The Making of A Most Wanted Man | Self |
| 2014 | John Wick | Marcus |
| 2014 | The Grand Budapest Hotel | Jopling |
| 2014 | The Fault in Our Stars | Peter van Houten |
| 2014 | A Most Wanted Man | Tommy Brue |
| 2014 | The Tonight Show Starring Jimmy Fallon | Self |
| 2014 | Pasolini | Pier Paolo Pasolini |
| 2014 | Bad Country | Bud Carter |
| 2014 | Late Night with Seth Meyers | Self |
| 2014 | Variety Studio: Actors on Actors | Self |
| 2014 | Off Camera with Sam Jones | Self |
| 2014 | SPYMASTER: John le Carré in Hamburg | (archive footage) |
| 2013 | Nymphomaniac: Vol. II | L |
| 2013 | Out of the Furnace | John Petty |
| 2013 | Odd Thomas | Wyatt Porter |
| 2013 | The Smile Man | Willem |
| 2013 | Saving Norman | Lionel Pembrooke |
| 2013 | Love's Routine | Barry |
| 2013 | The Benaki Museum | Narrator (voice) |
| 2012 | John Carter | Tars Tarkas |
| 2012 | 4:44 Last Day on Earth | Cisco |
| 2012 | Tomorrow You're Gone | The Buddha |
| 2012 | Bob Wilson's Life & Death of Marina Abramovic | Self |
| 2011 | The Hunter | Martin David |
| 2010 | Daybreakers | Lionel 'Elvis' Cormac |
| 2010 | Conan | Self |
| 2010 | My Son, My Son, What Have Ye Done | Detective Hank Havenhurst |
| 2010 | Never Sleep Again: The Elm Street Legacy | Self (archive footage) |
| 2010 | Miral | Eddie |
| 2010 | A Woman | Max Oliver |
| 2010 | The Making of Daybreakers | Self |
| 2010 | Into the Deep: America, Whaling & The World | Narrator |
| 2009 | Fantastic Mr. Fox | Rat (voice) |
| 2009 | Antichrist | He |
| 2009 | Cirque du Freak: The Vampire's Assistant | Gavner Purl |
| 2009 | The Boondock Saints II: All Saints Day | Paul Smecker (uncredited) |
| 2009 | L'Affaire Farewell | Feeney |
| 2008 | Fireflies in the Garden | Charles Waechter |
| 2008 | Adam Resurrected | Commandat Klein |
| 2008 | Η Σκόνη του Χρόνου | A |
| 2007 | Spider-Man 3 | Green Goblin / Norman Osborn |
| 2007 | Mr. Bean's Holiday | Carson Clay |
| 2007 | The Graham Norton Show | Self |
| 2007 | Anamorph | Stan Aubray |
| 2007 | Chacun son cinema ou Ce petit coup au coeur quand la lumiere s'eteint et que le film commence | (segment "Occupations") (archive footage) |
| 2007 | The Walker | Larry Lockner |
| 2007 | Go Go Tales | Ray Ruby |
| 2007 | The Procedure | Christopher |
| 2007 | Bienvenue à Cannes | Self |
| 2007 | Voom Portraits | Self |
| 2007 | Wintergasten | |
| 2006 | Inside Man | John Darius |
| 2006 | Paris, je t'aime | Le cow-boy (Place des Victoires) |
| 2006 | American Dreamz | Chief of Staff |
| 2005 | xXx: State of the Union | Gen. George Octavius Deckert |
| 2005 | Manderlay | Grace's Father |
| 2005 | The Colbert Report | |
| 2005 | Ripley Under Ground | Neil Murchison |
| 2005 | Jiminy Glick in Lalawood | Willem Dafoe (uncredited) |
| 2005 | Before It Had a Name | Leslie |
| 2005 | Matthew Gray Gubler's Life Aquatic Intern Journal | Self |
| 2005 | On the Set: 'The Life Aquatic with Steve Zissou' | Self / Klaus D. |
| 2005 | This Is an Adventure | Self |
| 2004 | Spider-Man 2 | Green Goblin / Norman Osborn |
| 2004 | The Aviator | Roland Sweet |
| 2004 | The Life Aquatic with Steve Zissou | Klaus Daimler |
| 2004 | The Clearing | Arnold Mack |
| 2004 | Control | Dr. Michael Copeland |
| 2004 | The Reckoning | Martin |
| 2004 | Final Cut: The Making and Unmaking of Heaven's Gate | Narrator (voice) |
| 2004 | Kulturplatz | Self |
| 2004 | The Misbehavers | Self |
| 2003 | Finding Nemo | Gill (voice) |
| 2003 | Once Upon a Time in Mexico | Armando Barillo |
| 2003 | Overnight | Self |
| 2003 | Counterfeit World: Making 'To Live and Die in L.A.' | Himself |
| 2003 | Abel Ferrara: Not Guilty | |
| 2003 | Rockets Redglare! | Self |
| 2002 | Spider-Man | Green Goblin / Norman Osborn |
| 2002 | Auto Focus | John Carpenter |
| 2002 | Behind the Ultimate Spin: The Making of 'Spider-Man' | Self |
| 2002 | Spider-Mania | Self |
| 2002 | Globehunters: An Around the World in 80 Days Adventure | Hunter (voice) |
| 2001 | Edges of the Lord | Priest |
| 2001 | Pavilion of Women | Father Andre |
| 2001 | A Tour of the Inferno: Revisiting 'Platoon' | Self |
| 2000 | American Psycho | Donald Kimball |
| 2000 | Shadow of the Vampire | Max Schreck |
| 2000 | Animal Factory | Earl Copen |
| 2000 | Bullfighter | Father Ramirez |
| 1999 | The Boondock Saints | Paul Smecker |
| 1999 | eXistenZ | Gas |
| 1999 | New Rose Hotel | X |
| 1999 | The Directors | Self |
| 1999 | Forrest Bess: Key to the Riddle | Narrator |
| 1998 | Affliction | Rolfe Whitehouse |
| 1998 | Lulu on the Bridge | Dr. Van Horn |
| 1998 | Abel/Asia | Self (archival footage) |
| 1997 | Speed 2: Cruise Control | Geiger |
| 1997 | The Wonderful World of Disney | |
| 1996 | The English Patient | David Caravaggio |
| 1996 | The Daily Show | Self |
| 1996 | Basquiat | The Electrician |
| 1996 | Victory | Axel Heyst |
| 1995 | La notte e il momento | Lo scrittore |
| 1994 | Clear and Present Danger | John Clark |
| 1994 | Inside the Actors Studio | Self |
| 1994 | Riget | Grand Duc |
| 1994 | Tom & Viv | Tom Eliot |
| 1993 | Body of Evidence | Frank Dulaney |
| 1993 | In weiter Ferne, so nah! | Emit Flesti |
| 1993 | White Homeland Commando | Karl |
| 1993 | Brace Up! | Colonel Alexander Ignatyevich Vershinin |
| 1993 | Rhyme 'Em to Death | |
| 1992 | Light Sleeper | John LeTour |
| 1992 | White Sands | Deputy Sheriff Ray Dolezal |
| 1992 | North on Evers | |
| 1991 | Flight of the Intruder | Lt. Cmdr. Virgil 'Tiger' Cole |
| 1991 | Fishing with John | Self |
| 1990 | Wild at Heart | Bobby Peru |
| 1990 | Cry-Baby | Hateful Guard |
| 1989 | The Simpsons | The Commandant / Jack Lassen (voice) |
| 1989 | The Simpsons | Commandant (voice) |
| 1989 | Born on the Fourth of July | Charlie |
| 1989 | Triumph of the Spirit | Salamo Arouch |
| 1988 | Mississippi Burning | Ward |
| 1988 | The Last Temptation of Christ | Jesus |
| 1988 | Off Limits | Buck McGriff |
| 1988 | Location Production Footage: The Last Temptation of the Christ | Self |
| 1987 | Dear America: Letters Home from Vietnam | Elephant Grass (voice) |
| 1986 | Platoon | Sergeant Elias Gordon |
| 1985 | To Live and Die in L.A. | Eric Masters |
| 1985 | O Panama | |
| 1984 | Streets of Fire | Raven Shaddock |
| 1984 | The Loveless | Vance |
| 1984 | Roadhouse 66 | Johnny Harte |
| 1984 | New York Nights | Boyfriend |
| 1984 | Atalanta Strategy | Immigration Staff |
| 1983 | The Hunger | 2nd Phone Booth Youth |
| 1983 | The Hitchhiker | Jeffrey Hunt |
| 1980 | Heaven's Gate | Willy (uncredited) |
| 1975 | Saturday Night Live | Self - Host |
| 1975 | Saturday Night Live | Self - Cameo (uncredited) |
| 1962 | The Tonight Show Starring Johnny Carson | Self |
| 1953 | The Oscars | Self |
