| Ladies & Gentlemen... 50 Years of SNL Music (2025) Self |
| Gracie & Pedro: Pets to the Rescue (2024) Gramps (voice) |
| Chris Farley: Anything for a Laugh (2019) |
| Inside the Russian Info War Machine (2018) self |
| An Inconvenient Sequel: Truth to Power (2017) Self |
| The Words That Built America (2017) Self - Reader: The Constitution |
| Long Strange Trip (2017) Self |
| Hot Coffee (2011) Self |
| Dean and Me: Roadshow of an American Primary (2008) Himself |
| Lord, Save Us from Your Followers (2008) Self |
| Mr. Conservative: Goldwater on Goldwater (2007) Self |
| Al Franken: God Spoke (2006) Self |
| Earth to America (2005) Self |
| Left of the Dial (2005) Self |
| Wellstone! (2004) Self |
| Indian Point: Imagining the Unimaginable (2004) Self |
| The Manchurian Candidate (2004) TV Commentator |
| Outfoxed: Rupert Murdoch's War on Journalism (2004) Self (archive footage) |
| The N.Y. Friars Club Roast of Chevy Chase (2002) Self - Roaster |
| Harvard Man (2001) Al Franken |
| Saturday Night Live: 25th Anniversary Special (1999) Self |
| The Definite Maybe (1997) Vagabond |
| Stuart Saves His Family (1995) Stuart Smalley |
| When a Man Loves a Woman (1994) Co-Pilot (uncredited) |
| Saturday Night Live: 15th Anniversary (1989) Self |
| Superman's 50th Anniversary: A Celebration of the Man of Steel (1988) The Awesome Pair |
| One More Saturday Night (1986) Paul Flum |
| Tab Lloyd: Investigative Reporter (1985) |
| Franken and Davis at Stockton State (1984) Himself |
| Trading Places (1983) Baggage Handler #1 |
| Steve Martin's Best Show Ever (1981) |
| Grateful Dead: Dead Ahead (1981) Self - Host |
| Tunnel Vision (1976) Al |