Actor
- Karma Aur Holi (2009) ....
- 81st Annual Academy Awards (2009) .... Himself - Presenter: Best Supporting Actor
- The Maiden Heist (2009) .... Roger Barlow
- Kevin Approaches (2009) .... (rumored)
- Oscar, que empiece el espectáculo (2008) .... Himself (archive footage)
- Disaster! A Major Motion Picture Ride... Starring You! (2008) .... Frank Kincaid
- $5 a Day (2008) .... Nat Parker
- Balls of Fury (2007) .... Feng
- Hairspray (2007) .... Wilbur Turnblad
- Saturday Night Live in the '90s: Pop Culture Nation (2007) .... Various (archive footage) (uncredited)
- Fade to Black (2007) .... Brewster
- Man of the Year (2006) .... Jack Menken
- Click (2006) .... Morty
- Saturday Night Live: The Best of David Spade (2005) .... Himself (archive footage) (uncredited)
- Domino (2005) .... Mark Heiss
- Wedding Crashers (2005) .... Secretary William Cleary
- The 100 Greatest War Films (2005) .... Himself
- Around the Bend (2005) .... Turner Lair
- Romance & Cigarettes (2005) .... Cousin Bo
- Saturday Night Live: The Best of Tom Hanks (2004) .... Himself (archive footage)
- 101 Most Unforgettable SNL Moments (2004) .... Himself (archive footage)
- Saturday Night Live: The Best of Christopher Walken (2004) .... Himself / Various (archive footage)
- Saturday Night Live: The Best of Cheri Oteri (2004) .... Vic (archive footage) (uncredited)
- The Stepford Wives (2004) .... Mike Wellington
- Envy (2004) .... J-Man
- Man on Fire (2004) .... Rayburn
- The Making of 'Man on Fire' (2004) .... Himself
- The Rundown (2003) .... Hatcher
- Julius Caesar (2003) .... Marcus Portius Cato
- The 100 Greatest Movie Stars (2003) .... Himself
- Poolhall Junkies (2003) .... Mike
- Kangaroo Jack (2003) .... Salvatore 'Sal' Maggio
- Gigli (2003) .... Det. Stanley Jacobellis
- Comedy Central Roast of Denis Leary (2003) .... Himself
- Saturday Night Christopher Walken/Foo Fighters (2003) .... Himself - Host
- Catch Me If You Can (2002) .... Frank Abagnale
- Plots with a View (2002) .... Frank Featherbed
- Best Ever Bond (2002) .... Himself (archive footage) (uncredited)
- Saturday Night Live: The Best of Will Ferrell (2002) .... Bruce Dickinson (uncredited) (archive footage)
- Engine Trouble (2002) .... Rusty
- The Country Bears (2002) .... Reed Thimple
- HBO First Look Catch Me If You Can (2002) .... Himself
- The Affair of the Necklace (2001) .... Count Cagliostro
- America's Sweethearts (2001) .... Hal Weidmann
- Joe Dirt (2001) .... Clem
- Jungle Juice (2001) .... Roy
- The Papp Project (2001) .... Himself
- Scotland, Pa. (2001) .... Lieutenant McDuff
- Saturday Night Live Christopher Walken/Weezer (2001) .... Himself - Host
- The Opportunists (2000) .... Victor 'Vic' Kelly
- Saturday Night Live Christopher Walken/Christina Aguilera (2000) .... Himself - Host
- Sarah, Plain and Tall: Winter's End (1999) .... Jacob Witting
- Sleepy Hollow (1999) .... Hessian Horseman
- Saturday Night Live: 25th Anniversary (1999) .... Himself (also archive footage)
- Trance (1999) .... Uncle Bill Ferriter
- Vendetta (1999) .... James Houston
- Illuminata (1999) .... Bevalaqua
- New Rose Hotel (1999) .... Fox
- Blast from the Past (1999) .... Calvin
- Kiss Toledo Goodbye (1999) .... Max
- Antz (1998) .... Colonel Cutter (voice)
- Suicide Kings (1998) .... Carlo Bartolucci / Charlie Barret
- The Movie Chart Show (1998) .... Himself (1 episode, 2001)
- The Secret World of 'Antz' (1998) .... Himself
- Mousehunt (1997) .... Caeser, the Exterminator
- Excess Baggage (1997) .... Ray
- Touch (1997) .... Bill Hill
- The Funeral (1996) .... Ray Tempio
- Last Man Standing (1996) .... Hickey
- Basquiat (1996) .... The Interviewer
- Celluloide (Celluloid) (1996) ....
- A Business Affair (1995) .... Vanni Corso
- Things to Do in Denver When You're Dead (1995) .... The Man with the Plan
- Nick of Time (1995) .... Mr. Smith
- The Addiction (1995) .... Peina
- The Prophecy (1995) .... Gabriel
- Search and Destroy (1995) .... Kim Ulander
- Wild Side (1995) .... Bruno Buckingham
- Pulp Fiction (1994) .... Captain Koons
- Wayne's World 2 (1993) .... Bobby Cahn
- True Romance (1993) .... Vincenzo Coccotti
- Scam (1993) .... Jack Shanks
- Skylark (1993) .... Jacob Witting
- Grand pardon II, Le (1992) .... Pasco Meisner
- Mistress (1992) .... Warren Zell
- Batman Returns (1992) .... Max Shreck
- McBain (1991) .... McBain
- Sarah, Plain and Tall (1991) .... Jacob Witting
- King of New York (1990) .... Frank White
- Roseland (1990) .... Russel (The Hustle)
- The Comfort of Strangers (1990) .... Robert
- Communion (1989) .... Whitley Strieber
- Homeboy (1988) .... Wesley Pendergass
- Biloxi Blues (1988) .... Sgt. Toomey
- The Milagro Beanfield War (1988) .... Kyril Montana
- Puss in Boots (1988) .... Puss
- Deadline (1987) .... Don Stevens
- Happy Anniversary 007: 25 Years of James Bond (1987) .... (archive footage)
- The Gershwin Gala (1987) .... Himself
- At Close Range (1986) .... Brad Whitewood Sr.
- A View to a Kill (1985) .... Max Zorin
- Night of 100 Stars II (1985) .... Himself
- Terror in the Aisles (1984) .... (archive footage)
- Pukar (1983) ....
- The Dead Zone (1983) .... Johnny Smith
- Brainstorm (1983) .... Dr. Michael Anthony Brace
- Pennies from Heaven (1981) .... Tom
- The Dogs of War (1981) .... Jamie Shannon
- Heaven's Gate (1980) .... Nathan D. Champion
- Last Embrace (1979) .... Eckart
- The Deer Hunter (1979) .... Nick Chevotarevich
- Shoot the Sun Down (1978) .... Mr. Rainbow
- The Sentinel (1977) .... Det. Rizzo
- Annie Hall (1977) .... Duane Hall (as Christopher Wlaken)
- Next Stop, Greenwich Village (1976) .... Robert (as Chris Walken)
- Valley Forge (1975) .... The Hessian
- The Happiness Cage (1972) .... Pvt. James H. Reese
- The Anderson Tapes (1971) .... The Kid
- Me and My Brother (1969) ....
- The Wonderful John Acton (1953) .... Kevin Acton (as Ronnie Walken)
- Popcorn Shrimp (2001) ....
- New Rose Hotel (1999) .... co-producer
- Popcorn Shrimp (2001) .... writer


