Actor
- According to Jim Heaven Opposed to Hell (2009) .... Danny Michalski
- Saturday Night Live Presidential Bash '08 (2008) .... Jimmy Carter (archive footage)
- War, Inc. (2008) .... Mr. Vice President
- Saturday Night Live Alec Baldwin/Jonas Brothers (2008) .... John Boehner (uncredited)
- Let's All Hate Toronto (2007) .... Himself
- The Devil and Daniel Webster (2007) .... Julius Jenson
- I Now Pronounce You Chuck & Larry (2007) .... Captain Tucker
- Saturday Night Live in the '90s: Pop Culture Nation (2007) .... President Carter (archive footage) (uncredited)
- Saturday Night Peyton Manning/Carrie Underwood (2007) .... Sanjaya Fan (uncredited)
- Rock Legends: Platinum Weird (2006) .... Himself - Narrator (voice)
- Live 8 (2005) .... Himself
- Live from New York: The First 5 Years of Saturday Night Live (2005) .... Himself
- Dan Aykroyd Unplugged on UFOs (2005) .... Himself
- Saturday Night Live: The Best of Commercial Parodies (2005) .... Various Characters (uncredited) (archive footage)
- Saturday Night Live: The Best of John Belushi (2005) .... Himself / Various (archive footage) (uncredited)
- Hollywood's Master Storytellers: The Blues Brothers (2005) .... Himself
- Saturday Night Live Cicely Tyson/Talking Heads (2005) .... Various
- Christmas with the Kranks (2004) .... Vic Frohmeyer
- Saturday Night Live: Presidential Bash 2004 (2004) .... Governor Jimmy Carter (archive footage) (uncredited)
- 101 Most Unforgettable SNL Moments (2004) .... Himself (archive footage)
- Intern Academy (2004) .... Dr. Cyrill Kipp
- 50 First Dates (2004) .... Dr. Keats
- Unseen + Untold: The Blues Brothers (2004) .... Interviewee
- According to Jim The Best Man (2004) .... Danny Michalsky
- Bright Young Things (2003) .... Lord Monomark
- Toronto Rocks (2003) .... Performer
- According to Jim You Gotta Love Somebody: Part 2 (2003) .... Officer Danny Michalski
- Saturday Night Live Christmas 2002 (2002) .... Various (archive footage) (uncredited)
- Unconditional Love (2002) .... Max Beasley
- Gilda Radner's Greatest Moments (2002) .... Himself (archive footage)
- SNL Remembers John Belushi (2002) .... Himself
- Crossroads (2002) .... Pete Wagner
- Playboy: Inside the Playboy Mansion (2002) .... Himself
- According to Jim Old Friends (2002) .... Danny Michalski
- Earth vs. the Spider (2001) .... Det. Insp. Jack Grillo
- On the Nose (2001) .... Dr. Barry Davis
- The Curse of the Jade Scorpion (2001) .... Chris Magruder
- Evolution (2001) .... Governor Lewis
- Pearl Harbor (2001) .... Capt. Thurman
- The Frank Truth (2001) .... Himself (actor)
- History's Mysteries The Children's Crusade (2001) .... Narrator
- Saturday Night Live: Presidential Bash 2000 (2000) .... Himself (Various Characters) (archive footage)
- The House of Mirth (2000) .... Augustus 'Gus' Trenor
- Stardom (2000) .... Barry Levine
- Loser (2000) .... Mr. Tanneck
- Saturday Night Live: Game Show Parodies (2000) .... Beldar Conehead (archive footage) (uncredited)
- Diamonds (2000) .... Lance Agensky
- Saturday Night Live: 25th Anniversary (1999) .... Himself (also archive footage)
- Susan's Plan (1999) .... Bob
- SNL: 25 Years of Music (1999) .... Various (archive footage)
- Saturday Night Live: The Best of Steve Martin (1998) .... Various Characters (archive footage) (uncredited)
- Antz (1998) .... Chip (voice)
- PSI Factor: Chronicles of the Paranormal (1998) .... Himself (88 episodes, 1996-2000)
- Blues Brothers 2000 (1998) .... Elwood Blues
- Heritage Minute (1998) .... Crawford Gordon (1 episode)
- The Secret World of 'Antz' (1998) .... Himself
- Saturday Night Live Art Garfunkel/Stephen Bishop (1998) .... Weekend Update Anchor / Various
- "HBO First Look" My Fellow Americans (1998) .... Himself
- Soul Man (1997) .... Rev. Mike Weber (12 episodes, 1997-1998)
- Grosse Pointe Blank (1997) .... Grocer
- Super Bowl XXXI (1997) .... Halftime Performer
- The Arrow (1997) .... Crawford Gordon
- Home Improvement Losing My Religion (1997) .... Rev. Mike Webber
- My Fellow Americans (1996) .... President William Haney
- Feeling Minnesota (1996) .... Det. Ben Costikyan
- Rainbow (1996) .... Sheriff Wyatt Hampton
- Celtic Pride (1996) .... Jimmy Flaherty
- Getting Away with Murder (1996) .... Jack Lambert
- Sgt. Bilko (1996) .... Colonel John T. Hall
- Comic Relief's American Comedy Festival (1996) .... Himself
- Kelsey Grammer Salutes Jack Benny (1995) .... Himself
- Canadian Bacon (1995) .... OPP Officer (uncredited)
- Casper (1995) .... Dr. Raymond Stantz (uncredited)
- Tommy Boy (1995) .... Ray Zalinsky
- Exit to Eden (1994) .... Fred Lavery
- North (1994) .... Pa Tex
- My Girl 2 (1994) .... Harry Sultenfuss
- A Century of Cinema (1994) .... Himself
- The Nanny Sunday in the Park with Fran (1994) .... Repair Man (uncredited)
- Coneheads (1993) .... Beldar Conehead / Donald R. DeCicco
- Chaplin (1993) .... Mack Sennett
- Saturday Night Live: Presidential Bash (1992) .... President Richard M. Nixon, President Jimmy Carter (archive footage) (uncredited)
- Sneakers (1992) .... Mother
- Muhammad Ali's 50th Birthday Celebration (1992) .... Himself
- This Is My Life (1992) .... Arnold Moss
- Two-Fisted Tales (1992) .... Milligan (segment "Yellow")
- My Girl (1991) .... Harry Sultenfuss
- Nothing But Trouble (1991) .... Judge Alvin 'J.P' Valkenheiser / Bobo
- Saturday Night Live Goes Commercial (1991) .... Various Characters (archive footage) (uncredited)
- The 62nd Annual Academy Awards (1990) .... Himself - Nominee: Best Actor in a Supporting Role & Presenter: Best Visual Effects
- Loose Cannons (1990) .... Ellis Fielding
- Driving Miss Daisy (1990) .... Boolie Werthan
- Masters of Menace (1990) .... Johnny Lewis
- Life of Python (1990) .... Himself
- The Earth Day Special (1990) .... Himself
- Warner Bros. Celebration of Tradition, June 2, 1990 (1990) .... Host
- Saturday Night Live: 15th Anniversary (1989) .... Himself
- Ghostbusters II (1989) .... Dr. Raymond Stantz
- Mel Gibson's Unauthorized Video Diary (1989) .... Himself
- Premiere: Inside the Summer Blockbusters (1989) .... Himself
- My Stepmother Is an Alien (1988) .... Steven Mills
- Caddyshack II (1988) .... Capt. Tom Everett
- The Great Outdoors (1988) .... Roman Craig
- Atlantic Records 40th Anniversary: It's Only Rock 'n' Roll (1988) .... Himself
- She's Having a Baby (1988) .... Roman from 'The Great Outdoors' (uncredited)
- The Couch Trip (1988) .... John W. Burns, Jr.
- Dragnet (1987) .... Sgt. Joe Friday
- Will Rogers: Look Back in Laughter (1987) .... Himself
- Spies Like Us (1985) .... Austin Millbarge
- The Beach Boys: An American Band (1985) .... Police Officer #1 (uncredited)
- Into the Night (1985) .... Herb
- We Are the World (1985) .... Himself
- Ghost Busters (1984) .... Dr. Raymond Stantz
- Indiana Jones and the Temple of Doom (1984) .... Earl Weber
- Doctor Detroit (1984) .... Clifford Skridlow / Doctor Detroit
- Nothing Lasts Forever (1984) .... Buck Heller
- On the Scene with the Ghostbusters (1984) .... Himself
- The Coneheads (1983) .... Beldar (voice)
- Twilight Zone: The Movie (1983) .... Passenger / Ambulance Driver (Prologue / Segment #4)
- Trading Places (1983) .... Louis Winthorpe III
- E.T. and Friends: Magical Movie Visitors (1982) .... Conehead
- It Came from Hollywood (1982) .... Himself
- Neighbors (1981) .... Vic
- Steve Martin's Best Show Ever (1981) .... Yortuk Festrunk / Irwin Mainway / Dr. Frederick Treves
- The Blues Brothers (1980) .... Elwood Blues (as Elwood)
- 1941 (1979) .... Sgt. Frank Tree
- "Saturday Night Live" Ricky Nelson/Judy Collins (1979) .... Various
- "Saturday Night Live" Richard Benjamin/Rickie Lee Jones (1979) .... Various
- Mr. Mike's Mondo Video (1979) .... Jack Lord priest / Himself
- Things We Did Last Summer (1978) .... Elwood Blues
- The Rutles: All You Need Is Cash (1978) .... Brian Thigh, Ex-Record producer who turned down the Rutles
- "Saturday Night Live" Christopher Lee/Meat Loaf (1978) .... Various
- Grateful Dead: The Closing of Winterland (1978) .... Elwood Blues / Himself - Midnight Countdown
- Saturday Night Robert Klein/Bonnie Raitt (1978) .... Weekend Update Anchor / Various
- Saturday Night O.J. Simpson/Ashford & Simpson (1978) .... Weekend Update Anchor / Various
- Saturday Night Live Eric Idle/Kate Bush (1978) .... Various
- Saturday Night Live Michael Palin/Eugene Record (1978) .... Weekend Update Anchor / Various
- Saturday Night Live Walter Matthau (1978) .... Various
- Love at First Sight (1977) .... Roy
- Saturday Night Live Madeline Kahn/Taj Mahal (1977) .... Weekend Update Anchor / Various
- The Beach Boys: It's OK (1976) .... Cop #1
- "Saturday Night Live" Peter Cook & Dudley Moore/Neil Sedaka (1976) .... Various
- Saturday Night Raquel Welch/Phoebe Snow, John Sebastian (1976) .... Various
- Saturday Night Live Kris Kristofferson/Rita Coolidge (1976) .... Various
- Saturday Night Live Buck Henry/The Band (1976) .... Various
- Coming Up Rosie (1975) .... Purvis Bickle (1975-76)
- Saturday Night Live Lily Tomlin (1975) .... Various
- The Gift of Winter (1974) .... Goodly, Rotten, Maple (voice)
- Saturday Night Live Dick Cavett/Ry Cooder (1971) .... Various
- Nothing But Trouble (1991) ....
- Blues Brothers 2000 (1998) .... producer
- Soul Man (1997) .... supervising producer (unknown episodes)
- Mars: Base One (1988) .... executive producer
- One More Saturday Night (1986) .... executive producer
- The Arrow (1997) .... creative consultant
- The Coneheads (1983) .... creative consultant
- Blues Brothers 2000 (1998) .... executive soundtrack producer
- "Saturday Night Live" Zach Braff/Maroon 5 (2007) .... 1976-1979
- "Saturday Night Live" Tom Hanks/Red Hot Chili Peppers (2006) .... 1976-1979
- "Saturday Night Live" Dane Cook/The Killers (2006) .... 1976-1979
- "Saturday Night Live" Antonio Banderas/Mary J. Blige (2006) .... 1976-1979
- "Saturday Night Live" Tom Brady/Beck (2005) .... 1976-1979
- "Saturday Night Live" Jack Black/Neil Young (2005) .... 1976-1979
- "Saturday Night Live" Alec Baldwin/Shakira (2005) .... 1976-1979
- Saturday Night Live Cicely Tyson/Talking Heads (2005) .... (written by) &
- "Saturday Night Live" Mary-Kate & Ashley Olsen/J-Kwon (2004) .... 1976-1979
- "Saturday Night Live" Megan Mullally/Clay Aiken (2004) .... 1976-1979
- "Saturday Night Live" Robert De Niro/Destiny's Child (2004) .... 1976-1979
- "Saturday Night Live" Kate Hudson/Radiohead (2000) .... 1976-1979
- "Saturday Night Live" Drew Barrymore/Garbage (1999) .... 1976-1979
- "Saturday Night Live" Gwyneth Paltrow/Barenaked Ladies (1999) .... 1976-1979
- Blues Brothers 2000 (1998) .... (film The Blues Brothers) and
- "Saturday Night Live" Matthew Broderick/Natalie Merchant (1998) .... 1976-1979
- Saturday Night Live Art Garfunkel/Stephen Bishop (1998) .... writer
- The Blues Brothers Animated Series (1997) .... (unknown episodes)
- Extreme Ghostbusters (1997) .... (40 episodes, 1997)
- Coneheads (1993) .... (written by) and
- Nothing But Trouble (1991) .... (screenplay)
- "Saturday Night Live" Alec Baldwin/The B-52's (1990) .... 1976-1979
- Ghostbusters II (1989) .... (characters) and
- Dragnet (1987) .... (written by) and
- "Saturday Night Live" Danny DeVito/Bryan Ferry (1987) .... 1976-1979
- The Real Ghost Busters (1986) .... (140 episodes, 1986-1991)
- "Saturday Night Live" Jay Leno/The Neville Brothers (1986) .... 1976-1979
- Spies Like Us (1985) .... (story) &
- Ghost Busters (1984) .... (written by) and
- Steve Martin's Best Show Ever (1981) .... writer
- The Blues Brothers (1980) .... (written by) &
- "Saturday Night Live" Ricky Nelson/Judy Collins (1979) .... 1976-1979
- "Saturday Night Live" Richard Benjamin/Rickie Lee Jones (1979) .... 1976-1979
- "Saturday Night Live" Christopher Lee/Meat Loaf (1978) .... 1976-1979
- Saturday Night Robert Klein/Bonnie Raitt (1978) .... writer &
- Saturday Night O.J. Simpson/Ashford & Simpson (1978) .... writer
- Saturday Night Live Eric Idle/Kate Bush (1978) .... writer
- Saturday Night Live Michael Palin/Eugene Record (1978) .... writer &
- Saturday Night Live Walter Matthau (1978) .... (writer) &
- Saturday Night Live Madeline Kahn/Taj Mahal (1977) .... (writer) &
- The Beach Boys: It's OK (1976) .... writer
- "Saturday Night Live" Peter Cook & Dudley Moore/Neil Sedaka (1976) .... 1976-1979
- Saturday Night Live Buck Henry/The Band (1976) .... writer (as Danny Aykroyd) &
- Saturday Night Live (1975) .... (63 episodes, 1976-1979)
- Saturday Night Live Dick Cavett/Ry Cooder (1971) .... writer


