| 2024 | Охотники за привидениями: Леденящий ужас | 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 |
| — | 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 | Охотники за привидениями: Наследники | 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 | Фильмы, на которых мы выросли | 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 | Охотники за привидениями | Cabbie |
| 2016 | Ghostheads | Self |
| 2016 | Bill Murray: The Kennedy Center Mark Twain Prize | Self |
| 2016 | Удача | Self |
| 2015 | Пиксели | 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 | Тэмми | Don |
| 2014 | Джеймс Браун: Путь наверх | Ben Bart |
| 2014 | Легенды страны Оз: Возвращение в Изумрудный Город | Scarecrow (voice) |
| 2014 | Ночное шоу с Джимми Фэллоном | |
| 2014 | Поздней ночью с Сетом Майерсом | Self |
| 2014 | Time Is But a Window: Ghostbusters 2 and Beyond | |
| 2014 | Who You Gonna Call?: A Ghostbusters Retrospective | |
| 2013 | За канделябрами | 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 | Грязная кампания за честные выборы | Wade Motch |
| 2012 | Sunset Strip | Self |
| 2012 | Inside Comedy | Himself |
| 2011 | Saturday Night Live Backstage | Self / Various |
| 2010 | Медведь Йоги | Yogi Bear (voice) |
| 2010 | Фишки. Деньги. Адвокаты | Judge Max Hunter |
| 2010 | Presidential Reunion | Jimmy Carter |
| 2010 | The Women of SNL | Various (archive footage) |
| 2010 | The Fran Drescher Show | |
| 2008 | Игра по-крупному | Mr. Vice President |
| 2007 | Чак и Ларри: Пожарная свадьба | 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 | 50 первых поцелуев | Dr. Keats |
| 2004 | Рождество с неудачниками | Vic Frohmeyer |
| 2004 | Медицинская академия | Dr. Cyrill Kipp |
| 2004 | Ronnie Hawkins: Still Alive and Kickin | Narrator |
| 2003 | Дьявол и Дэниэл Уэбстер | Julius Jenson |
| 2003 | Золотая молодежь | Lord Monomark |
| 2003 | James Brown: Soul Survivor | |
| 2003 | Toronto Rocks | Self |
| 2003 | The Making of ‘Sneakers’ | Self |
| 2002 | Перекрестки | Pete Wagner |
| 2002 | Кто убил Виктора Фокса? | Max Beasley |
| 2001 | Перл Харбор | Captain Thurman |
| 2001 | Эволюция | Governor Lewis |
| 2001 | Проклятие нефритового скорпиона | Chris Magruder |
| 2001 | Как сказал Джим | Danny Michalski |
| 2001 | Земля против паука | Det. Insp. Jack Grillo |
| 2001 | On the Nose | Dr. Barry Davis |
| 2000 | Неудачник | Dad |
| 2000 | Обитель радости | Augustus 'Gus' Trenor |
| 2000 | Stardom | Barry Levine |
| 1999 | Гриффины | Dan Aykroyd (voice) |
| 1999 | Бриллианты | 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 | Муравей Антц | Chip (voice) |
| 1998 | Братья Блюз 2000 | Elwood Blues |
| 1998 | Коварный план Сюзан | Bob |
| 1998 | Roswell Top Secret | Self |
| 1998 | The Stories Behind the Making of 'The Blues Brothers' | Self |
| 1997 | Убийство в Гросс-Пойнте | Grocer |
| 1997 | Стрела | Crawford Gordon Jr. |
| 1997 | Soul Man | Rev. Mike Weber |
| 1997 | Heritage Minutes: Avro Arrow | Crawford Gordon |
| 1997 | The Arrow | Crawford Gordon |
| 1996 | Сержант Билко | COL John T. Hall |
| 1996 | Чувствуя Миннесоту | Det. Ben Costikyan |
| 1996 | Мои дорогие американцы | President William Haney |
| 1996 | Баскетбольная лихорадка | Jimmy Flaherty |
| 1996 | Пси Фактор: Хроники паранормальных явлений | |
| 1996 | Зигзаг неудачи | Jack Lambert |
| 1996 | Шоу Рози О'Доннелл | Self |
| 1996 | Радуга | Sheriff Wyatt Hampton |
| 1996 | Sex, Censorship and the Silver Screen | Quote Reader |
| 1995 | Каспер | Dr. Raymond Stantz (uncredited) |
| 1995 | Увалень Томми | Ray Zalinsky |
| 1995 | Канадский бекон | OPP Officer (uncredited) |
| 1995 | The Random Factor | Dexter (voice) |
| 1995 | Live from the House of Blues | |
| 1994 | Вперед в прошлое | Harry Sultenfuss |
| 1994 | Норт | Pa Tex |
| 1994 | Выход к Раю | Fred Lavery |
| 1994 | The Best of the Blues Brothers | Elwood Blues / Himself |
| 1994 | A Century of Cinema | Self |
| 1993 | Няня | Repair Man (uncredited) |
| 1993 | Яйцеголовые | Beldar Conehead |
| 1993 | Поздняя ночь с Конаном О'Брайеном | Self - Guest |
| 1993 | Интимный портрет | Self |
| 1992 | Чаплин | Mack Sennett |
| 1992 | Тихушники | Mother |
| 1992 | Ночное шоу с Джейем Лено | |
| 1992 | This Is My Life | Arnold Moss |
| 1992 | Истории о сильных людях | Captain Miligan |
| 1992 | Terry Wogan's Friday Night | Self |
| 1991 | Моя девочка | Harry Sultenfuss |
| 1991 | Большой ремонт | Mike Weber |
| 1991 | Сплошные неприятности | Judge Alvin 'J.P' Valkenheiser / Bobo |
| 1990 | Большой калибр | Ellis Fielding |
| 1990 | Мастера угрозы | Johnny Lewis |
| 1990 | День Земли, специальный выпуск | Vic's Buddy |
| 1990 | Life of Python | Self |
| 1990 | Seriously... Phil Collins | Self |
| 1989 | Симпсоны | Postage Stamp Fellow (voice) |
| 1989 | Охотники за привидениями 2 | Ray Stantz |
| 1989 | Шофер Мисс Дэйзи | Boolie Werthan |
| 1989 | Байки из склепа | Captain Milligan |
| 1989 | Saturday Night Live: 15th Anniversary | Self |
| 1988 | На лоне природы | Roman Craig |
| 1988 | Моя мачеха – инопланетянка | Steven Mills |
| 1988 | У неё будет ребёнок | Roman (uncredited) |
| 1988 | Гольф-клуб 2 | Capt. Tom Everett |
| 1988 | Проказник из психушки | John W. Burns, Jr. |
| 1987 | Сети зла | Sgt. Joe Friday |
| 1987 | Citizen Steve | Chial Dushane |
| 1985 | Шпионы как мы | Austin Millbarge |
| 1985 | В ночи | 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 | Индиана Джонс и Храм Судьбы | Art Weber |
| 1984 | Охотники за привидениями | Ray Stantz |
| 1984 | Ничто не вечно | Buck Heller |
| 1984 | MTV Video Music Awards | Self - Host |
| 1983 | Поменяться местами | Louis Winthorpe III |
| 1983 | Сумеречная зона | Passenger |
| 1983 | Доктор Детройт | 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 | Соседи | Vic |
| 1981 | Steve Martin's Best Show Ever | Yortuk Festrunk / Irwin Mainway / Alexander Haig / Dr. Treves |
| 1980 | Братья Блюз | Elwood Blues |
| 1979 | 1941 | Sgt. Frank Tree |
| 1979 | Mr. Mike's Mondo Video | Church of Jack Lord Leader / Self |
| 1978 | Ратлз: Всё, что тебе нужно – бабки | 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 | Субботним вечером в прямом эфире | Self - Various Characters |
| 1975 | Субботним вечером в прямом эфире | Self - Cameo (uncredited) |
| 1975 | Субботним вечером в прямом эфире | |
| 1975 | Субботним вечером в прямом эфире | Self - Host |
| 1974 | The Gift of Winter | Goodly / Rotten / Maple (voice) |
