| 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 |