| 2026 | Driver's Ed | — |
| Balls Up | Burgess |
| Những người chúng ta gặp trong kỳ nghỉ | Wanda Wright |
| 2025 | Downey Wrote That | Self |
| SNL50: The Homecoming Concert | Self |
| Ladies & Gentlemen... 50 Years of SNL Music | Self |
| 2024 | Will & Harper | Self |
| 2023 | Một người tốt | Diane |
| 2022 | Spin Me Round | Deb |
| Norm Macdonald: Không có gì đặc biệt | Self |
| Khách Sạn Huyền Bí: Ma Cà Rồng Biến Hình | Wanda (voice) |
| 2020 | Cô Gái Trẻ Hứa Hẹn | Mrs. Fisher |
| Horse Girl | Joan |
| 2019 | Jay and Silent Bob Reboot | SouthBest Airlines Lady |
| Sextuplets | Linda |
| Chris Farley: Anything for a Laugh | Self |
| The 2019 Rose Parade with Cord & Tish | Tish Cattigan |
| 2018 | Private Life | Cynthia Grimes |
| Khách Sạn Huyền Bí 3: Kỳ Nghỉ Ma Cà Rồng | Wanda (voice) |
| The Royal Wedding Live with Cord and Tish! | Tish Cattigan |
| Wild Nights with Emily | Emily Dickinson |
| Half Magic | Mistress Valesca |
| The 2018 Rose Parade Hosted by Cord & Tish | Tish Cattigan |
| 2017 | The Layover | Nancy |
| Fun Mom Dinner | Jamie |
| The Little Hours | Sister Marea |
| Miles | Pam Walton |
| We Don't Belong Here | Deborah |
| 2016 | Nerdland | Business Woman (voice) |
| Other People | Joanne Mulcahey |
| 2015 | Addicted to Fresno | Margaret Lipka |
| Khách Sạn Huyền Bí 2 | Wanda (voice) |
| Hurricane of Fun: The Making of Wet Hot | Self |
| I Am Chris Farley | Self |
| Me and Earl and the Dying Girl | Denise Kushner |
| Larry Gaye: Renegade Male Flight Attendant | Emily McCoy |
| Live from New York! | Self |
| 2014 | Life After Beth | Geenie Slocum |
| The (Dead Mothers) Club | Self |
| 2013 | Trust Me | Janice |
| Phim Kinh Dị Hài Mỹ 5 | Heather Darcy |
| 2012 | Khách Sạn Huyền Bí | Wanda (voice) |
| 5 Năm Đính Hôn | Onion Chef |
| Casa de Mi Padre | Sheila |
| 2011 | Cô Giáo Lắm Chiêu | Melody (Garrett's Mom) |
| 2010 | The Women of SNL | Various (archive footage) |
| 2009 | What Goes Up | Penelope Little |
| 2008 | Igor | Eva (voice) |
| Snow Buddies | Molly (voice) |
| 2007 | More of Me | Alice |
| Evan Toàn Năng | Eve Adams |
| Saturday Night Live in the '90s: Pop Culture Nation | Self |
| Year of the Dog | Peggy |
| Gray Matters | Carrie |
| Mastersons of Manhattan | Amanda Masterson |
| 2006 | The Wedding Weekend | Trish |
| Air Buddies | Molly (voice) |
| Tên Trộm Tí Hon | Soccer Mom |
| The Amazing Screw-On Head | Patience the Vampire (voice) |
| Talladega Nights: The Ballad of Ricky Bobby | Mrs. Dennit |
| Marie Antoinette | Aunt Victoire |
| Saturday Night Live: The Best of Commercial Parodies | — |
| Phim Kinh Dị Hài Mỹ 4 | Marilyn |
| 2005 | Here Comes Peter Cottontail: The Movie | Jackie Frost (voice) |
| 2004 | 12 Days of Christmas Eve | Angie |
| 2003 | Saturday Night Live: The Best of Chris Farley | Cyclist (archive footage) (uncredited) |
| Good Boy! | Mrs. Baker |
| My Boss's Daughter | Audrey Bennett |
| American Splendor | Stage Actor Joyce |
| The Music Man | Mrs. Eulalie Mackechnie Shinn |
| 2002 | It's a Very Merry Muppet Christmas Movie | Self |
| Ông Già Tuyết 2 | Tracy |
| Saturday Night Live: The Best of Will Ferrell | Self / Various Characters (archive footage) |
| NBC 75th Anniversary Special | Self |
| 2001 | Shallow Hal | Mrs. Mary Larson (uncredited) |
| Serendipity | Eve |
| Osmosis Jones: Cảnh Sát Bạch Cầu | Mrs. Boyd |
| Wet Hot American Summer | Gail |
| Saturday Night Live: The Best of Molly Shannon | Self, various characters |
| 2000 | Grinch Đã Đánh Cắp Giáng Sinh Như Thế Nào | Betty Lou Who |
| My 5 Wives | Barbara Van Dyke |
| 1999 | Saturday Night Live: Christmas | Self |
| Superstar | Mary Katherine Gallagher |
| Saturday Night Live: 25th Anniversary Special | Self |
| Never Been Kissed | Anita |
| Bố Già Hoàn Lương | Caroline |
| 1998 | Happiness | Nancy |
| The Thin Pink Line | Aani |
| A Night at the Roxbury | Emily Sanderson |
| Saturday Night Live: The Best of Phil Hartman | Kelly |
| 1997 | Dinner and Driving | Arguing Woman in Cafe |
| 1996 | Lawnmower Man 2: Beyond Cyberspace | Homeless Lady |
| 1994 | Return to Two Moon Junction | Traci |
| 1989 | The Phantom of the Opera | Meg (New York) |