| Year,Title,Role,Notes | |
| 1993,The Night We Never Met,Mr. Vertisey,Uncredited | |
| 1994,Love Affair,Kip DeMay,- | |
| 1994,Mixed Nuts,Stanley,- | |
| 1998,Dr. Dolittle,Male Pigeon (voice),- | |
| 1998,Hurlyburly,Artie,- | |
| 2000,What Planet Are You From?,Harold Anderson,"Also producer, writer" | |
| 2001,Town & Country,Griffin Morris,- | |
| 2001,Zoolander,Himself,Cameo | |
| 2002,Run Ronnie Run!,Himself,Cameo | |
| 2005,Trust the Man,Dr. Beekman,- | |
| 2006,Over the Hedge,Verne (voice),- | |
| 2006,Hammy's Boomerang Adventure,Verne (voice),Short film | |
| 2010,Iron Man 2,Senator Stern,- | |
| 2011,The Brain Storm,Garry Shandling,Short film | |
| 2012,The Dictator,Health Inspector,Uncredited cameo | |
| 2014,Captain America: The Winter Soldier,Senator Stern,- | |
| 2016,The Jungle Book,Ikki (voice),Posthumous release | |