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- Next Stop, Greenwich Village (1976) uncredited
- All You Need is Cash (1978)
- Meatballs (1979)
- Mr. Mike's Mondo Video (1979) man on the street
- Where the Buffalo Roam (1980)
- Caddyshack (1980)
- Loose Shoes (1980)
- Stripes Pvt. (1981)
- Tootsie (1982)
- Ghostbusters (1984)
- Nothing Lasts Forever (1984)
- The Razor's Edge (1984) also writer
- Little Shop of Horrors (1986)
- She's Having a Baby (1988) himself, uncredited
- Scrooged (1988)
- Ghostbusters II (1989)
- Quick Change (1990) also co-director and producer
- What About Bob? (1991)
- Groundhog Day (1993)
- Mad Dog and Glory (1993)
- Ed Wood (1994)
- Kingpin (1996)
- Larger than Life (1996)
- Space Jam (1996) himself
- The Man Who Knew Too Little (1997)
- Wild Things (1998)
- With Friends Like These... (1998)
- Rushmore (1998)
- Cradle Will Rock (1999)
- Charlie's Angels (2000)
- Hamlet (2000)
- Osmosis Jones (2001)
- The Royal Tenenbaums (2001)
- Speaking of Sex (2001)
- Lost in Translation (2003)
- Coffee and Cigarettes (2003) himself/waiter, segment: Delirium
- The Life Aquatic with Steve Zissou (2004)
- Broken Flowers (2005)
- The Lost City (2005)
- The Darjeeling Limited (2007) cameo
- Get Smart (2008) cameo
- City of Ember (2008)
- The Limits of Control (2009)
- Fantastic Mr. Fox (2009) voice
- Zombieland (2009)
- Get Low Frank Quinn (2010)
- Passion Play (2011)
- Moonrise Kingdom (2012)
- A Glimpse Inside the Mind of Charles Swan III (2012)
- Hyde Park on Hudson (2012)
- The Monuments Men (2014)
- The Grand Budapest Hotel (2014)
- St. Vincent (2014)
- Dumb and Dumber To (2014) cameo
- Aloha (2015)
- Rock the Kasbah (2015)
- Ghostbusters (2016)
- Isle of Dogs (2018)
aug 4 2017 ∞
aug 4 2017 +
aug 4 2017 +