| 2026 | Bob and David Climb Machu Picchu | Self |
| Normal | Ulysses |
| 2025 | Downey Wrote That | Self |
| No One Cares About Crazy People | Narrator |
| Kẻ Vô Danh 2 | Hutch Mansell |
| The Room Returns! | Johnny |
| 2024 | The People's Joker | Bob the Goon (voice) |
| Wünsch mir Glück | Accountant |
| 2023 | Carol Burnett: 90 Years of Laughter + Love | Self - Guest |
| Life Upside Down | Jonathan Wigglesworth |
| Brick by Brick: The Story of Wrigley Field | — |
| 2022 | American Greed: James McGill | Jimmy McGill (archive footage) |
| 2021 | Sát Nhân Halloween | Bob |
| Kẻ Vô Danh | Hutch Mansell |
| 2020 | For Madmen Only: The Stories of Del Close | Self |
| 2019 | Những Người Phụ Nữ Bé Nhỏ | Father March |
| Dolemite Là Tên Tôi | Lawrence |
| Yêu Nhầm Sếp Bự | President Chambers |
| 2018 | Gia Đình Siêu Nhân 2 | Winston Deavor (voice) |
| 2017 | Cuộc Chiến Truyền Thông | Ben Bagdikian |
| Nghệ Sĩ Thảm Họa | Stanislavsky Teacher |
| Wyrm | Allen |
| Girlfriend's Day | Ray |
| 2016 | Dennis | Big Boss Cop |
| 2015 | Thế Giới Kỳ Quái | Shooter Parker |
| Hell and Back | The Devil (voice) |
| I Am Chris Farley | Self |
| 2014 | Boulevard | Winston |
| 2013 | No Half Measures: Creating the Final Season of Breaking Bad | Self |
| Nebraska | Ross Grant |
| The Spectacular Now | Dan |
| Dealin' with Idiots | Coach Jimbo |
| Find Our Daughter | P.I. |
| Chicks 'N' Guns | Saul Goodman |
| Ass Backwards | Pageant MC |
| 2012 | The Giant Mechanical Man | Mark |
| Let's Do This! | — |
| The Secret Policeman's Ball | Self |
| Tim and Eric's Billion Dollar Movie | Schlaaang Announcer (voice) |
| 2011 | Take Me Home Tonight | Mike |
| Son of Morning | Fred Charles |
| 2010 | Found Footage Festival Volume 5: Live in Milwaukee | Self |
| Tim and Eric Awesome Show, Great Job! Chrimbus Special | Cinco Announcer (voice) |
| Operation: Endgame | Emperor |
| Skott & Behr | — |
| Blood Into Wine | Self |
| 2007 | The Red Sandwich Christmas Hour | High Society |
| Super High Me | Self |
| The Brothers Solomon | Jim Treacher |
| Fired! | Self |
| 2006 | Cùng Nhau Đi Tù | Duane |
| Relative Strangers | Mitch Clayton |
| Danny Roane: First Time Director | Pete Kesselmen |
| The Comedians of Comedy: Live at the El Rey | Self |
| 2005 | My Big Fat Independent Movie | Steve |
| Cake Boy | Darnell Hawk, P.I. |
| Sarah Silverman: Jesus Is Magic | Manager |
| 2004 | Nerd Hunter 3004 | Master Geek |
| 2003 | Melvin Goes to Dinner | Keith |
| The Big Wide World of Carl Laemke | Carl Laemke |
| 2002 | Run Ronnie Run | Terry Twillstein / Wolfgang Amadeus Thelonius Von Funkenmeister the XIX 3 / 4 / Daffy Mal Yinkle Yankle |
| 2001 | Bác Sĩ Dolittle 2 | Animal Groupie #4 / Forest Animal / Dog (voice) |
| Monkeybone | Head Surgeon |
| 2000 | The Independent | Figure |
| 1999 | Can't Stop Dancing | Simpson |
| 1998 | Mr. Show and the Incredible, Fantastical News Report | Various Characters |
| 1997 | Sink Or Swim | Cellmate |
| Waiting for Guffman | Caped Man at Auditions (uncredited) |
| 1996 | Gã thợ cáp | Steven's Brother |
| The Truth About Cats & Dogs | Bookstore Man |
| 1994 | Clean Slate | Cop |
| 1993 | Wayne's World 2 | Concert Nerd |