| 2026 | Điệp Vụ Đảo Phục Sinh | MJ |
| Klara and the Sun | — |
| Don't Say Good Luck | — |
| Mary Oliver: Saved by the Beauty of the World | Self |
| Animal Farm | Mr. Whymper (voice) |
| Bạn cùng phòng | Celeste's Dad |
| The Only Living Pickpocket in New York | Ben |
| 2025 | Gilmore, Tay Golf Cừ Khôi 2 | Bad Neighbor Pat |
| Psycho Therapy: The Shallow Tale of a Writer Who Decided to Write About a Serial Killer | Kollmick |
| 2024 | Carole & Grey | Shapeshifter |
| Day of the Fight | Mike's Uncle |
| Transformers Một | Starscream (voice) |
| The Brown Dog | Radio DJ |
| 2023 | Saturday in the Park | Narrator |
| Kỳ Nghỉ Thú Vị Cùng Bạn Bè 2 | Reese Hackford |
| The Year Between | Don |
| 2022 | Bonnie | Self |
| Khách Sạn Huyền Bí: Ma Cà Rồng Biến Hình | Wayne (voice) |
| 2021 | Quentin Tarantino: From a Movie Buff to a Hollywood Legend | Self (archive footage) |
| 2020 | Halloween Của Hubie | Walter Lambert |
| Ông Vua Đảo Staten | Papa |
| Hồi Ức Beastie Boys - Beastie Boys Story | Self |
| 2019 | Kẻ Chết Không Chết | Farmer Frank Miller |
| 2018 | Khách Sạn Huyền Bí 3: Kỳ Nghỉ Ma Cà Rồng | Wayne (voice) |
| Nancy | Leo |
| The Week Of | Charles |
| Lean on Pete | Del |
| 2017 | Night of Too Many Stars: America Unites for Autism Programs | Self |
| Cái Chết Của Stalin | Nikita Khrushchev |
| Transformers: Chiến Binh Cuối Cùng | Daytrader (voice) |
| Nhóc Trùm | Francis E. Francis (voice) |
| 2016 | Tony Bennett Celebrates 90 | Self |
| Mildred and the Dying Parlor | Rick |
| Norman: The Moderate Rise and Tragic Fall of a New York Fixer | Rabbi Blumenthal |
| 2015 | Bộ 6 Dở Hơi | Doc Griffin |
| Khách Sạn Huyền Bí 2 | Wayne (voice) |
| Time Out of Mind | Building Manager |
| 2014 | The Final Shot: A Farewell to Boardwalk Empire | Self |
| The Cobbler | Jimmy |
| A Good Job: Stories of the FDNY | Self |
| My Depression (The Up and Down and Up of It) | Suicidal Thoughts (voice) |
| The Celery Incident | Marty |
| 2013 | James Gandolfini: Tribute to a Friend | Self |
| Chú Ngựa Khumba | Skalk (voice) |
| Những Đứa Trẻ To Xác 2 | Wiley |
| Lò Đào Tạo Quái Vật | Randy (voice) |
| AMEX Unstaged Presents: Vampire Weekend | Self |
| The Incredible Burt Wonderstone | Anton Marvelton |
| 2012 | 12-12-12 | The Concert for Sandy Relief | Self |
| Khách Sạn Huyền Bí | Wayne (voice) |
| Đường Đời Sa Ngã | Tall thin salesman |
| 2011 | Rampart | Bill Blago |
| Fight for Your Right Revisited | Waiter |
| Blank City | Self |
| 2010 | Pete Smalls Is Dead | Bernie Lake |
| The Chosen One | Neal |
| Những Đứa Trẻ To Xác | Wiley |
| Saint John of Las Vegas | John |
| 2009 | The Messenger | Dale Martin |
| Rage | Frank |
| Youth in Revolt | George Twisp |
| Biệt Đội Chuột Lang | Bucky the Hamster (voice) |
| Handsome Harry | Thomas Kelley |
| John Rabe | Dr. Robert Wilson |
| I Knew It Was You: Rediscovering John Cazale | Self |
| 2008 | Igor | Scamper (voice) |
| I'm Dirty! | Backhoe Loader |
| 2007 | Voom Portraits | Self |
| Interview | Pierre Peders |
| Đám Cưới Bất Đắc Dĩ | Clinton Fitzer |
| Delirious | Les Galantine |
| Joe Strummer: The Future Is Unwritten | Self |
| I Think I Love My Wife | George |
| 2006 | Mạng Nhện Của Charlotte | Templeton the Rat (voice) |
| ...So Goes the Nation | Self |
| Dust to Dust: The Health Effects of 9/11 | narrator |
| Ngôi Nhà Ma Quái | Nebbercracker (voice) |
| Paris, je t'aime | Touriste (Tuileries) |
| Edge of Outside | Self |
| Art School Confidential | Broadway Bob D'Annunzio (uncredited) |
| 2005 | Excavating Taylor Mead | Narrator |
| Romance & Cigarettes | Angelo |
| Đảo Vô Hình | James 'Mac' McCord |
| Nobody Wants Your Film | Self |
| Champion | Self |
| Who's the Top? | Cymon |
| Symbiopsychotaxiplasm: Take 2½ | Self |
| 2004 | On the Set: Elaine’s | Self |
| Ngôi Nhà Trên Bãi Chăn | Wesley (voice) |
| Coffee and Cigarettes | Danny (segment "Twins") |
| 2003 | Cá Lớn | Norther Winslow |
| Điệp Viên Nhí 3: Trò Chơi Sinh Tử | Romero |
| Rockets Redglare! | Self |
| Minnesota Nice | Self |
| 2002 | Paul McCartney: Back in the U.S. | Self |
| Love in the Time of Money | Martin Kunkle |
| 13 Moons | Bananas |
| Điệp viên nhí 2: Đảo của những giấc mơ đã mất | Romero |
| Ngài Deeds | Crazy Eyes |
| 9/11 | Self (archive footage) |
| The Laramie Project | Doc O'Connor |
| 2001 | Công Ty Quái Vật | Randall (voice) |
| Domestic Disturbance | Ray Coleman |
| The Concert for New York City | Self |
| Double Whammy | Jerry Cubbins |
| Come Together: A Night for John Lennon's Words & Music | — |
| The Grey Zone | 'Hesch' Abramowics |
| Thế Giới Ma | Seymour |
| Final Fantasy: Linh Hồn Trái Đất | Off. Neil Fleming (voice) |
| Playboy Mansion Parties Uncensored | Self |
| 2000 | Animal Factory | A.R. Hosspack |
| 28 Days | Cornell |
| Divine Trash | Self |
| 1999 | In Bad Taste | Self |
| Người Cha Vĩ Đại | Homeless Guy |
| 1998 | The Impostors | Happy Franks |
| Louis & Frank | Drexel |
| Ngày Tận Thế | Rockhound |
| Bá Tước Lebowski | Donny |
| The Real Blonde | Nick |
| Ca Sĩ Tiệc Cưới | David 'Dave' Veltri (uncredited) |
| 1997 | Không Tặc | Garland Greene - "The Marietta Mangler" |
| 1996 | Kansas City | Johnny Flynn |
| Escape from L.A. | Eddie |
| Black Kites | — |
| Trees Lounge | Tommy |
| Đi Quá Xa | Carl Showalter |
| 1995 | Things to Do in Denver When You're Dead | Mister Shhh |
| Kẻ Liều Mạng | Buscemi |
| Living in Oblivion | Nick Reve |
| Billy Madison | Danny McGrath (uncredited) |
| 1994 | The Search for One-eye Jimmy | Ed Hoyt |
| Floundering | Ned |
| Somebody to Love | Mickey |
| Who Do I Gotta Kill? | (uncredited) |
| Chuyện Tào Lao | Buddy Holly |
| Airheads | Rex |
| The Hudsucker Proxy | Beatnik Barman |
| 1993 | The Last Outlaw | Philo |
| Twenty Bucks | Frank |
| Mặt Trời Mọc | Willy Wilhelm |
| Ed and His Dead Mother | Ed Chilton |
| 1992 | In the Soup | Aldolpho Rollo |
| Những Kẻ Phản Bội | Mr. Pink |
| CrissCross | Louis |
| What Happened to Pete | Pete |
| Claude | Danny |
| 1991 | Billy Bathgate | Irving |
| Barton Fink | Chet |
| Reservoir Dogs | Mr. Pink |
| Zandalee | OPP Man |
| Life Is Nice | Convenience Store Clerk |
| 1990 | Vượt Mặt Thù Địch | Mink |
| Ông Trùm New York | Test Tube |
| Force of Circumstance | Virgil |
| Tales from the Darkside: The Movie | Bellingham (segment ‘Lot 249’) |
| 1989 | Bloodhounds of Broadway | Whining Willie |
| Mystery Train | Charlie |
| Borders | Ted |
| Slaves of New York | Wilfredo |
| New York Stories | Gregory Stark |
| Coffee and Cigarettes II | Waiter |
| 1988 | Heart of Midnight | Eddy |
| Vibes | Fred |
| Call Me | Switchblade |
| 1987 | Heart | Nicky |
| Kiss Daddy Goodnight | Johnny |
| Arena Brains | Wired Kid #1 |
| 1986 | Sleepwalk | Worker |
| The Way It Is | Willy / Raphael |
| Parting Glances | Nick |
| Days Are Numbered | — |
| No Picnic | Dead Pimp |
| Film House Fever | Tony |
| 1985 | Tommy's | — |