| Don't Call Me Columbo (2026) |
| Rust (2025) as Harland Rust |
| Last Take: Rust and the Story of Halyna (2025) as Self (archive footage) |
| SNL50: The Homecoming Concert (2025) as Self |
| Ladies & Gentlemen... 50 Years of SNL Music (2025) as Self |
| Crescent City (2024) as Captain Howell |
| Billie's Magic World (2024) as Lord Domino |
| Atrabilious (2024) as Proctor Carlisle |
| Clear Cut (2024) as Sam |
| The Case Against Alec Baldwin (2024) as Self |
| Kid Santa (2023) as Santa Claus |
| Silent Fallout: Baby Teeth Speak (2023) as Narrator (voice) |
| 97 Minutes (2023) as Hawkins |
| Supercell (2023) as Zane Rogers |
| TÁR (2022) as Alec Baldwin (voice) |
| Alec Baldwin: Unscripted (2021) as Self |
| Dean Martin: King of Cool (2021) as Self |
| Broadway: Beyond the Golden Age (2021) as Self |
| The Boss Baby: Family Business (2021) as Theodore Templeton (voice) |
| My Promise to P.J. (2020) |
| Chick Fight (2020) as Murphy |
| Pixie (2020) as Father Hector McGrath |
| 30 Rock: A One-Time Special (2020) as Jack Donaghy |
| The Story of Soaps (2020) as Self |
| Flint (2020) as Narrator (voice) |
| The Paley Center Salutes Law & Order: SVU (2020) as (archive footage) |
| Arctic Dogs (2019) as PB (voice) |
| Motherless Brooklyn (2019) as Moses Randolph |
| Alan Pakula: Going for Truth (2019) as Self |
| On Broadway (2019) as Self |
| Comedy Central Roast of Alec Baldwin (2019) as Self |
| Before You Know It (2019) as Peter |
| Framing John DeLorean (2019) as John DeLorean |
| It Takes a Lunatic (2019) as Self |
| Gordon Lightfoot: If You Could Read My Mind (2019) as Self |
| The Public (2019) as Detective Bill Ramstead |
| What She Said: The Art of Pauline Kael (2019) as Self |
| Drunk Parents (2019) as Frank |
| Lady Luck: The Making of The Cooler (2018) as Self |
| Mickey’s 90th Spectacular (2018) as Self |
| A Star Is Born (2018) as Alec Baldwin |
| BlacKkKlansman (2018) as Dr. Kennebrew Beauregard |
| Mission: Impossible - Fallout (2018) as Alan Hunley |
| The King (2018) as Self |
| Into the Amazon (2018) as Theodore Roosevelt (voice) |
| An Imperfect Murder (2017) as Detective McCutcheon |
| Blind (2017) as Bill Oakland |
| Alec Baldwin: One Night Only (2017) as Self |
| The Boss Baby and Tim's Treasure Hunt Through Time (2017) as Boss Baby (voice) |
| Acqua e zucchero – Carlo Di Palma: i colori della vita (2017) as Self |
| The Boss Baby (2017) as Theodore Templeton (voice) |
| Tony Bennett Celebrates 90 (2016) as Self |
| Rules Don't Apply (2016) as Bob Maheu |
| Harry Benson: Shoot First (2016) as Self |
| Flatball: A History of Ultimate (2016) as Narrator |
| Paris Can Wait (2016) as Michael Lockwood |
| Back in the Day (2016) as Gino Fratelli |
| Mike Nichols: An American Master (2016) as Self |
| Concussion (2015) as Dr. Julian Bailes |
| Andron (2015) as Adam |
| DARK SIDE of the GREENS (2015) as Self |
| Mission: Impossible - Rogue Nation (2015) as Alan Hunley |
| Aloha (2015) as General Dixon |
| Live from New York! (2015) as Self |
| Robert Osborne's 20th Anniversary Tribute (2015) as Self |
| Still Alice (2014) as John Howland |
| Led Zeppelin Played Here (2014) as Self (archive footage) |
| Torrente 5: Operación Eurovegas (2014) as John Marshall |
| A Dangerous Game (2014) as Self |
| Private Screenings: Robert Osborne (2014) as Self - Host |
| Blue Jasmine (2013) as Hal |
| Seduced and Abandoned (2013) as Self |
| Elaine Stritch: Shoot Me (2013) as Himself |
| AmeriQua (2013) as Mr. Edwards |
| Rise of the Guardians (2012) as North (voice) |
| To Tell the Truth: A History of Documentary Film (1928-1946) (2012) as Narrator |
| Rock of Ages (2012) as Dennis Dupree |
| Hick (2012) as Beau |
| The Shadow Knows (2012) as Self (archive footage) |
| To Rome with Love (2012) as John |
| Method to the Madness of Jerry Lewis (2011) as Self |
| Saturday Night Live: The Best of '09/'10 (2011) |
| The Women of SNL (2010) as Various (archive footage) |
| I'm Still Here (2010) as Self (archive footage) (uncredited) |
| Thomas & Friends: The Greatest Stories (2010) as Narrator |
| Billy Joel - The Last Play at Shea (2010) as Narrator (voice) |
| Teenage Paparazzo (2010) as Self |
| It's Complicated (2009) as Jake Adler |
| SNL Presents: A Very Gilly Christmas (2009) as (archive footage) |
| Paul McCartney: Good Evening New York City (2009) as Narrator |
| Square Roots: The Story of SpongeBob SquarePants (2009) as Self |
| My Sister's Keeper (2009) as Campbell Alexander |
| Saturday Night Live: The Best of Amy Poehler (2009) as Husband (archive footage) |
| National Geographic: Journey to the Edge of the Universe (2008) as Narrator (voice) |
| Madagascar: Escape 2 Africa (2008) as Makunga (voice) |
| Public Enemies: The Golden Age of the Gangster Film (2008) as Narrator (voice) |
| My Best Friend's Girl (2008) as Professor Turner |
| Lymelife (2008) as Mickey Bartlett |
| The Masterpiece That Almost Wasn't (2008) as Self |
| Thomas & Friends: Mud Glorious Mud (2008) as Narrator |
| Role Model: Gene Wilder (2008) as Self - Host |
| A President to Remember: In the Company of John F. Kennedy (2008) as Narrator (voice) |
| Stanley Kramer: A Man's Search for Truth (2008) as Self |
| Six Degrees Could Change The World (2008) as Narrator |
| Thomas & Friends: Ultimate Christmas (2007) as Narrator |
| Shortcut to Happiness (2007) as Jabez Stone |
| Brooklyn Rules (2007) as Caesar |
| Suburban Girl (2007) as Archie Knox |
| Crossing Criminal Cultures (2007) as Self |
| America's Game: 1972 Miami Dolphins (2007) as Self - Narrator |
| Wind (2007) as Narrator |
| On Board the Ship of Fools (2007) |
| The Good Shepherd (2006) as Sam Murach |
| Paul McCartney: The Space Within Us (2006) as Self |
| Running with Scissors (2006) as Norman Burroughs |
| The Departed (2006) as Ellerby |
| Thomas & Friends: Thomas' Halloween Adventures (2006) as Narrator |
| Mini's First Time (2006) as Martin Tennan |
| South Pacific: In Concert from Carnegie Hall (2006) as Bloody Mary |
| Saturday Night Live: The Best of Alec Baldwin (2006) as Self / Various |
| Fun with Dick and Jane (2005) as Jack McCallister |
| Elizabethtown (2005) as Phil DeVoss |
| I'm King Kong!: The Exploits of Merian C. Cooper (2005) as Narrator |
| Steve McQueen: The Essence of Cool (2005) as Self |
| Thomas & Friends: Quarry Adventures on Sodor (2005) as Narrator |
| The Aviator (2004) as Juan Trippe |
| The SpongeBob SquarePants Movie (2004) as Dennis (voice) |
| The Last Shot (2004) as Joe Devine |
| Thomas & Friends: Thomas and the Jet Engine (2004) as Narrator |
| Along Came Polly (2004) as Stan Indursky |
| The Fairly OddParents: Channel Chasers (2004) as Adult Timmy Turner (voice) |
| The Cooler (2003) as Shelly Kaplow |
| The Cat in the Hat (2003) as Larry Quinn |
| Path to War (2003) as Robert McNamara |
| Saturday Night Live: The Best of Chris Farley (2003) as Quiz Kings Contestant (archive footage) (uncredited) |
| Thomas & Friends: Thomas' Snowy Surprise (2003) as Narrator |
| Thomas & Friends: Best of Gordon (2003) as Narrator |
| Thomas & Friends: James and the Red Balloon (2003) as Narrator (voice) |
| Second Nature (2003) as Paul Kane |
| Beneath the Surface: The Making of 'The Hunt for Red October' (2003) as Self |
| Broadway: The Golden Age, by the Legends Who Were There (2003) as Self |
| Thomas & Friends: Percy's Chocolate Crunch (2003) as Narrator |
| Saturday Night Live: The Best of Will Ferrell (2002) as Charles Nelson Reilly (archive footage) |
| Thomas & Friends: Salty's Secret (2002) as Narrator |
| The Adventures of Pluto Nash (2002) as M.Z.M |
| Meet Your Meat (2002) as Narrator |
| Final Fantasy: The Spirits Within - Aki's Dream Reconstruction (2001) as Grey |
| The Royal Tenenbaums (2001) as Narrator (voice) |
| Breaking the Silence: The Making of Hannibal (2001) as Self |
| Cats & Dogs (2001) as Butch (voice) |
| Final Fantasy: The Spirits Within (2001) as Cap. Gray Edwards (voice) |
| Pearl Harbor (2001) as James Doolittle |
| Thomas & Friends: Trackside Tunes (2001) as Narrator (voice) |
| Mailer on Mailer (2000) |
| Thomas & Friends: Thomas' Christmas Wonderland (2000) as Narrator |
| State and Main (2000) as Bob Berrenger |
| Thomas & Friends: Make Someone Happy (2000) as Narrator |
| Thomas and the Magic Railroad (2000) as Mr. Conductor |
| The Acting Class (2000) as Self |
| Thomas & Friends: Spills & Chills (2000) as Narrator (voice) |
| Spills and Chills & Other Thomas Thrills (2000) as Narrator |
| Saturday Night Live: Christmas (1999) as Pete Schweddy |
| SNL: The Best of Adam Sandler (1999) as Todd (archive footage) (uncredited) |
| Saturday Night Live: 25th Anniversary Special (1999) as Self |
| Outside Providence (1999) as Old Man Dunphy |
| Thomas & Friends: Races, Rescues and Runaways (1999) |
| Thomas & Friends: Races, Rescues & Runaways (1999) as Narrator |
| Notting Hill (1999) as Jeff King (uncredited) |
| Thick as Thieves (1999) as Mackin |
| The Confession (1999) as Roy Bleakie |
| Thomas & Friends: Cranky Bugs (1999) as Narrator |
| Intimate Portrait: Sean Connery (1998) as Self |
| Mercury Rising (1998) as Nicholas Kudrow |
| Saturday Night Live: A Tribute to Chris Farley (1998) as Self |
| Saturday Night Live: The Best of Phil Hartman (1998) as Mr. Cherrywood |
| The Edge (1997) as Robert Green |
| Happy Birthday Elizabeth: A Celebration of Life (1997) as Self |
| Ghosts of Mississippi (1996) as Bobby DeLaughter |
| Looking for Richard (1996) as Self / Duke of Clarence |
| Heaven's Prisoners (1996) as Dave Robicheaux |
| Blacklist: Hollywood on Trial (1996) as Narrator |
| The Juror (1996) as Teacher |
| A Streetcar Named Desire (1995) as Stanley Kowalski |
| Two Bits (1995) as Narrator |
| Wild Bill: Hollywood Maverick (1995) as Self / Narrator |
| The Shadow (1994) as Lamont Cranston / The Shadow |
| Masters of Illusion: The Wizards of Special Effects (1994) as Self |
| The Getaway (1994) as Carter Doc McCoy |
| Malice (1993) as Dr. Jed Hill |
| Earth and the American Dream (1992) as Reader (voice) |
| Glengarry Glen Ross (1992) as Blake |
| Prelude to a Kiss (1992) as Peter Hoskins |
| The Marrying Man (1991) as Charley Pearl |
| Alice (1990) as Ed |
| Miami Blues (1990) as Frederick J. Frenger Jr. |
| The Hunt for Red October (1990) as Dr. Jack Ryan |
| Great Balls of Fire! (1989) as Jimmy Swaggart |
| Talk Radio (1988) as Dan |
| Working Girl (1988) as Mick Dugan |
| Married to the Mob (1988) as 'Cucumber' Frank de Marco |
| Beetlejuice (1988) as Adam |
| She's Having a Baby (1988) as Davis McDonald |
| The Alamo: Thirteen Days to Glory (1987) as Colonel William Barrett Travis |
| Forever, Lulu (1986) as Buck |
| Love on the Run (1985) as Sean Carpenter |
| Sweet Revenge (1984) as Maj. Alex Breen |
| The Sheriff and the Astronaut (1984) as Sheriff Ed Cassaday |
| Kent State as Robert I. White |
| The Cutting Room Floor |
| Hollywood Heist |
| Playing POTUS as Self |