 | Mr. Big: The Big Finish Live (2024)
Bass, Vocals |
 | Steve Vai - His First 30 Years: The Documentary (2022)
Self (archive footage) |
 | Beneath the Bassline - Lost Backstage (2021)
Self |
 | Sons of Apollo - Live with the Plovdiv Psychotic Symphony - Documentary (2019)
Self |
 | Sons Of Apollo: Live With The Plovdiv Psychotic Symphony (2019)
Self |
 | Mr. Big - Live from Milan (2018)
Bass |
 | The Winery Dogs : Dog Years - Live in Santiago and Beyond 2013-2016 (2017)
Himself - Bass |
 | Mr. Big: Raw Like Sushi 114 (2015)
Bass |
 | The Winery Dogs: [2014] Sonisphere Festival (2014)
Himself - Bass |
 | The Winery Dogs - Unleashed in Japan (2014)
Himself - Bass |
 | Portnoy Sheehan MacAlpine Sherinian: Live in Tokyo (2013)
Self - Bass |
 | Mr. Big Live From The Living Room (2012)
Bass |
 | PSMS Portnoy, Sheehan, MacAlpine & Sherinian: InstruMENTAL Inspirations (2012)
|
 | Mr. Big: The Making Of 'What If...' (2011)
Himself |
 | Mr. Big: Back to Budokan (2009)
Bass |
 | Mr. Big: Bump Ahead - Live In Japan (2008)
Himself |
 | An Ox's Tale: The John Entwistle Story (2006)
Himself |
 | Amazing Journey: One Night in New York City (2006)
Himself - Bass |
| | Niacin: Live in Tokyo (2005)
Himself |
 | Big, Bigger, Biggest! The Best Of Mr. Big (2005)
Billy Sheehan (bass guitar) |
 | Rockthology 2 (2004)
|
 | Mr. Big: Farewell Live in Japan (2002)
Himself |
| | The Waterkeepers (2000)
Himself |
 | Mr. Big: Live At Budokan (1997)
Himself |
 | Mr. Big: Live (1992)
Himself |
 | Billy Sheehan – On Bass (1989)
Billy Sheehan |