| 2024 | Vânătorii de fantome: Imperiul înghețat | Ray Stantz |
| 2024 | The Greatest Night in 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 |
| — | Asta e 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 | Vânătorii de Fantome: Moștenirea | Ray Stantz |
| 2021 | Who Saw the Men in Black | self |
| 2020 | Belushi | Self (archive footage) |
| 2020 | Cleanin' Up the Town: Remembering Ghostbusters | Self |
| 2020 | Hotel Paranormal | |
| 2020 | Reunited Apart | Self |
| 2019 | The Movies That Made Us | Ray Stantz (archive footage) |
| 2019 | Le fantastique Mr Murray | Self - Interviewee |
| 2019 | Chris Farley: Anything for a Laugh | |
| 2019 | Defend, Conserve, Protect | Narrator |
| 2018 | The Conners | Buddy |
| 2016 | Vânătorii de fantome | Cabbie |
| 2016 | Ghostheads | Self |
| 2016 | Bill Murray: The Kennedy Center Mark Twain Prize | Self |
| 2016 | Good Fortune | Self |
| 2015 | Pixelii: O aventură digitală | 1982 Championship MC |
| 2015 | I Am Chris Farley | Self |
| 2015 | Being Canadian | Self |
| 2015 | Garajul lui Jay Leno | 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 | Cum să te ridici de jos | Ben Bart |
| 2014 | Legends of Oz: Dorothy's Return | Scarecrow (voice) |
| 2014 | Emisiunea din seara asta cu 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 | Viața mea cu Liberace | 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 | Campania | Wade Motch |
| 2012 | Sunset Strip | Self |
| 2012 | Inside Comedy | Himself |
| 2011 | Saturday Night Live Backstage | Self / Various |
| 2010 | Ursul Yogi | Yogi Bear (voice) |
| 2010 | Apărătorii | Judge Max Hunter |
| 2010 | Presidential Reunion | Jimmy Carter |
| 2010 | The Women of SNL | Various (archive footage) |
| 2010 | The Fran Drescher Show | |
| 2008 | Război, Inc. | Mr. Vice President |
| 2007 | Vă declar soț și... soție? | 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 | Living with 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 | Mereu la prima întâlnire | Dr. Keats |
| 2004 | Crăciunul cu familia Krank | Vic Frohmeyer |
| 2004 | Intern Academy | Dr. Cyrill Kipp |
| 2004 | Ronnie Hawkins: Still Alive and Kickin | Narrator |
| 2003 | Cel mai scurt drum spre fericire | Julius Jenson |
| 2003 | Bright Young Things | Lord Monomark |
| 2003 | James Brown: Soul Survivor | |
| 2003 | Toronto Rocks | Self |
| 2003 | The Making of ‘Sneakers’ | Self |
| 2002 | Prietenii sunt pentru totdeauna | Pete Wagner |
| 2002 | Unconditional Love | Max Beasley |
| 2001 | Pearl Harbor | Captain Thurman |
| 2001 | Evoluție | Governor Lewis |
| 2001 | The Curse of the Jade Scorpion | Chris Magruder |
| 2001 | Conform lui Jim | Danny Michalski |
| 2001 | Earth vs. the Spider | Det. Insp. Jack Grillo |
| 2001 | On the Nose | Dr. Barry Davis |
| 2000 | Fraierul | Dad |
| 2000 | The House of Mirth | Augustus 'Gus' Trenor |
| 2000 | Stardom | Barry Levine |
| 1999 | Familia mea dementă | 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 | Furnicuțe | Chip (voice) |
| 1998 | Blues Brothers 2000 | Elwood Blues |
| 1998 | Susan's Plan | Bob |
| 1998 | Roswell Top Secret | Self |
| 1998 | The Stories Behind the Making of 'The Blues Brothers' | Self |
| 1997 | Grosse Pointe Blank | 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 | Sgt. Bilko | COL John T. Hall |
| 1996 | Feeling Minnesota | Det. Ben Costikyan |
| 1996 | My Fellow Americans | President William Haney |
| 1996 | Celtic Pride | Jimmy Flaherty |
| 1996 | Psi Factor: Chronicles of the Paranormal | |
| 1996 | Getting Away with Murder | Jack Lambert |
| 1996 | Emisiunea lui Rosie O'Donnell | Self |
| 1996 | Rainbow | Sheriff Wyatt Hampton |
| 1996 | Sex, Censorship and the Silver Screen | Quote Reader |
| 1995 | Casper | Dr. Raymond Stantz (uncredited) |
| 1995 | Tommy Boy | Ray Zalinsky |
| 1995 | Canadian Bacon | OPP Officer (uncredited) |
| 1995 | The Random Factor | Dexter (voice) |
| 1995 | Live from the House of Blues | |
| 1994 | Prima iubire | Harry Sultenfuss |
| 1994 | Nord | 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 | Dădaca | Repair Man (uncredited) |
| 1993 | Capete ascuțite | Beldar Conehead |
| 1993 | Noaptea târziu cu Conan O'Brien | Self - Guest |
| 1993 | Intimate Portrait | Self |
| 1992 | Chaplin | Mack Sennett |
| 1992 | Cutia neagră | Mother |
| 1992 | Emisiunea de seară cu Jay Leno | |
| 1992 | This Is My Life | Arnold Moss |
| 1992 | Two-Fisted Tales | Captain Miligan |
| 1992 | Terry Wogan's Friday Night | Self |
| 1991 | Primul sărut | Harry Sultenfuss |
| 1991 | Îmbunătățirea casei | Mike Weber |
| 1991 | Nothing but Trouble | Judge Alvin 'J.P' Valkenheiser / Bobo |
| 1990 | Loose Cannons | Ellis Fielding |
| 1990 | Masters of Menace | Johnny Lewis |
| 1990 | The Earth Day Special | Vic's Buddy |
| 1990 | Life of Python | Self |
| 1990 | Seriously... Phil Collins | Self |
| 1989 | Familia Simpson | Postage Stamp Fellow (voice) |
| 1989 | Vânătorii de fantome II | Ray Stantz |
| 1989 | Șoferul doamnei Daisy | Boolie Werthan |
| 1989 | Povestiri din criptă | Captain Milligan |
| 1989 | Saturday Night Live: 15th Anniversary | Self |
| 1988 | The Great Outdoors | Roman Craig |
| 1988 | My Stepmother Is an Alien | Steven Mills |
| 1988 | She's Having a Baby | Roman (uncredited) |
| 1988 | Caddyshack II | Capt. Tom Everett |
| 1988 | The Couch Trip | John W. Burns, Jr. |
| 1987 | Dragnet | Sgt. Joe Friday |
| 1987 | Citizen Steve | Chial Dushane |
| 1985 | Spies Like Us | Austin Millbarge |
| 1985 | Into the Night | 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 și templul blestemat | Art Weber |
| 1984 | Vânătorii de fantome | Ray Stantz |
| 1984 | Nothing Lasts Forever | Buck Heller |
| 1984 | Premiile MTV pentru videoclipuri muzicale | Self - Host |
| 1983 | Schimbul de locuri | Louis Winthorpe III |
| 1983 | Zona crepusculară: Filmul artistic | 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 | Neighbors | Vic |
| 1981 | Steve Martin's Best Show Ever | Yortuk Festrunk / Irwin Mainway / Alexander Haig / Dr. Treves |
| 1980 | Frații Blues | Elwood Blues |
| 1979 | 1941 | 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 | Sâmbătă noaptea în direct | Self - Various Characters |
| 1975 | Sâmbătă noaptea în direct | Self - Cameo (uncredited) |
| 1975 | Sâmbătă noaptea în direct | |
| 1975 | Sâmbătă noaptea în direct | Self - Host |
| 1974 | The Gift of Winter | Goodly / Rotten / Maple (voice) |
