| 2025 | Saipan | Mick McCarthy |
| Bài Học Từ Chú Chim Cánh Cụt | Tom Michell |
| National Theatre Live: Dr. Strangelove | Dr Strangelove/Captain Mandrake/President Muffley/Major TJ Kong |
| The Academy of Armando | Self |
| 2024 | From Roger Moore with Love | Roger Moore (voice) |
| Joker: Điên Có Đôi | Paddy Meyers |
| Kẻ Trộm Mặt Trăng 4 | Silas (voice) |
| 2023 | Caroline Aherne: Queen of Comedy | Self |
| Alan Partridge - Stratagem | Alan Partridge/Martin Brennan |
| Scandalous: Phone Hacking on Trial | Self |
| 2022 | Vị Vua Lạc Lối | John Langley |
| Minions: Sự Trỗi Dậy Của Gru | Silas Ramsbottom (voice) |
| 2020 | The Trip to Greece | Steve |
| Peter Sellers: A State of Comic Ecstasy | Self |
| The Big Night In | Steve Coogan |
| 2019 | Greed | Sir Richard McCreadie |
| The Professor and the Madman | Frederick James Furnivall |
| 2018 | Stan & Ollie | Stanley "Stan" Laurel |
| Holmes & Watson | Gustav Klinger (uncredited) |
| Ideal Home | Erasmus |
| Hot Air | Lionel Macomb |
| Irreplaceable You | Mitch |
| 2017 | Alan Partridge: Why, When, Where, How And Whom? | Himself |
| The Trip to Spain | Steve |
| Kẻ Cắp Mặt Trăng 3 | Fritz / Silas Ramsbottom (voice) |
| Shepherds and Butchers | John Weber |
| The Dinner | Paul Lohman |
| Dying Laughing | Self |
| 2016 | Tình Trường Vô Luật | Colonel Nigel Briggs |
| Thám tử Mindhorn | Peter Easterman |
| British Sitcom: 60 Years of Laughing at Ourselves | Self / Alan Partridge |
| Đẳng Cấp Thú Cưng | Ozone / Reginald (voice) |
| Alan Partridge's Scissored Isle | Alan Partridge |
| 2015 | Minions | Professor Flux / Tower Guard (voice) |
| Misery Loves Comedy | Self |
| 2014 | Đêm Ở Viện Bảo Tàng: Bí Mật Hầm Mộ | Octavius |
| Northern Soul | Mr. Banks |
| The Kate Bush Story: Running Up That Hill | Self |
| One Rogue Reporter | — |
| The Trip to Italy | Steve |
| 2013 | Philomena | Martin Sixsmith |
| Steve Coogan: Stand Up Down Under | — |
| Alan Partridge: Alpha Papa | Alan Partridge |
| Kẻ Trộm Mặt Trăng 2 | Silas (voice) |
| Thứ Maisie Đã Biết | Beale |
| The Look of Love | Paul Raymond |
| Doubt | Vincent Calzonetti |
| 2012 | Uncle Wormsley's Christmas | Narrator |
| Cô Gái Trong Mơ | Langdon Tharp |
| Alan Partridge on Open Books with Martin Bryce | Alan Partridge |
| Alan Partridge: Welcome to the Places of My Life | Alan Partridge |
| Evidently... John Cooper Clarke | Himself |
| 2011 | Darkwood Manor | Steve Coogan |
| Our Idiot Brother | Dylan Byng |
| The Trip | Steve Coogan |
| 2010 | I'm Still Here | Self (archive footage) (uncredited) |
| Những Tay Cớm Hạng Hai | David Ershon |
| Marmaduke: Khuấy Động Mùa Hè | Raisin (voice) |
| Whatever Happened to Spitting Image? | Self (archive footage) |
| Percy Jackson: Kẻ Cắp Tia Chớp | Hades |
| Marvin | Narrator |
| Monty Python: Almost the Truth (The Lawyer's Cut) - Theatrical Release | Self |
| 2009 | Steve Coogan: The Inside Story | Self / Alan Partridge / Various |
| Monkey Mischief | Octavius |
| Steve Coogan - Live As Alan Partridge And Other Less Successful Characters | Various |
| Believe: The Eddie Izzard Story | Self |
| What Goes Up | Campbell Babbitt |
| Đêm Ở Viện Bảo Tàng: Trận Chiến Hoàng Gia | Octavius |
| In the Loop | Paul Michaelson |
| 2008 | Tropic Thunder: Rain of Madness | Damien Cockburn |
| Sấm Nhiệt Đới | Damien Cockburn |
| Finding Amanda | Michael Henry |
| The Mighty Boosh: A Journey Through Time and Space | Himself |
| Tales of the Riverbank | Roderick (voice) |
| Hamlet 2 | Dana Marschz |
| 2007 | The Making of Marie Antoinette | Self |
| For the Love of God | Graham |
| Siêu Cớm | Metropolitan Police Inspector (uncredited) |
| 2006 | Đêm Ở Viện Bảo Tàng | Octavius |
| Saxondale: On The Road | Self |
| Marie Antoinette | Ambassador Mercy |
| When Comedy Changed Forever | Self (archive material) |
| The Alibi | Ray Elliot |
| 2005 | Alan Partridge Presents: The Cream of British Comedy | Alan Partridge |
| A Cock and Bull Story | Tristram Shandy / Walter Shandy / Steve Coogan |
| Happy Endings | Charley |
| 2004 | 80 Ngày Vòng Quanh Thế Giới | Phileas Fogg |
| Câu Chuyện Thần Tiên | Heston (voice) |
| Coffee and Cigarettes | Steve (segment "Cousins?") |
| 2003 | The Private Life of Samuel Pepys | Samuel Pepys |
| Appointment with Dr. Terrible | Interviewee |
| Coogan's Runner | Self – Executive Producer |
| Anglian Lives: Alan Partridge | Alan Partridge |
| Paul and Pauline Calf's Cheese and Ham Sandwich | Duncan Thicket / Pauline Calf / Paul Calf |
| 2002 | Cruise of the Gods | Nick Lee |
| Robbie the Reindeer: Legend of the Lost Tribe | Blitzen (voice) |
| That Tony Wilson | Self |
| 24 Hour Party People | Tony Wilson |
| 2001 | Combat Sheep | Cmdr. Harris (voice) |
| Marion and Geoff: A Small Summer Party | Geoff |
| The Parole Officer | Simon Garden |
| 1999 | Robbie the Reindeer: Hooves of Fire | Blitzen (voice) |
| Rude For A Reason: Live from Brixton Academy | Himself |
| Steve Coogan: The Man Who Thinks He's It | — |
| 1998 | Alice Through the Looking Glass | Gnat |
| All Saints: The Video | Alan Partridge (archive footage) (uncredited) |
| The Revengers' Comedies | Bruce Tick |
| 1997 | Introducing Tony Ferrino: Who and Why? A Quest | Tony Ferrino |
| The Fix | Mike Gabbert |
| The Tony Ferrino Phenomenon | Tony Ferrino |
| 1996 | The Wind in the Willows | Mole |
| 1995 | Alan Partridge's Country Ramble | Alan Partridge |
| The Indian in the Cupboard | Tommy |
| 1994 | Pauline Calf's Wedding Video | Paul / Pauline Calf |
| Filth! | Paul Calf/ Pauline Calf |
| Steve Coogan: Live 'n' Lewd | Various |
| 1993 | Paul Calf's Video Diary | Paul Calf / Pauline Calf |
| 1992 | Spitting Image: Election Special '92 | Various Roles |
| 1991 | Amnesty International's Big 30 | Self |
| Spitting Image: Best Of - Is Nothing Sacred? | Various characters (Voice) |
| 1989 | Spitting Image: The Sound Of Maggie | Various Roles |
| Resurrected | Youth 2 |