| Movie | 2010 | I'm Still Here | David Letterman | |
| Movie | 2019 | Lindsey Vonn: The Final Season | Self | |
| Movie | 2005 | Earth to America | Self (archived footage) | |
| Movie | 1987 | Action Family | Self | |
| Movie | 2014 | Mad As Hell | Self (archive footage) | |
| Movie | 2020 | Zappa | Self (archive footage) | |
| Movie | 2021 | 2021 Rock & Roll Hall of Fame Induction Ceremony | Self | |
| Movie | 2021 | Madame X Presents: Madame Xtra Q&A | Self | |
| Movie | 2021 | The Super Bob Einstein Movie | Self | |
| Movie | 2014 | Led Zeppelin Played Here | Self (archive footage) | |
| Movie | 2023 | Late Night Nightmare | Self | |
| Movie | 2007 | Cutting Edge Comedians of the '60s & '70s | Self (archive footage) | |
| Movie | 2021 | Controlling Britney Spears | Self (archive Audio) | |
| Movie | 2017 | Pearl Jam: Rock And Roll Hall Of Fame Induction Ceremony | | |
| Movie | 2022 | Norm Macdonald: Nothing Special | Self | |
| Movie | 1986 | The Jay Leno Special | self | |
| Movie | 2018 | Won't You Be My Neighbor? | Self - TV Host (archive footage) | |
| Movie | 2009 | Paris Hilton, Inc. | Self (archive footage) | |
| Movie | 2023 | Albert Brooks: Defending My Life | Self | |
| Movie | 2002 | NBC 75th Anniversary Special | Self (archive footage) | |
| Movie | 2022 | We Feed People | Self (archive footage) | |
| Movie | 2023 | Nicole Kidman: Eyes Wide Open | Self (archive footage) | |
| Movie | 1995 | A Night to Die For | Self | |
| Movie | 2019 | This Is Farrah Fawcett | Self (archive footage) | |
| Movie | 2022 | Show Business Is My Life (But I Can't Prove It) | Self | |
| Movie | 2016 | Supersonic | Self (archive footage) | |
| Movie | 1999 | Pete Townshend - Letterman Compilation 1985-1999 | self | |
| Movie | 2015 | David Letterman: A Life on Television | Self | |
| Movie | 2014 | Don Rickles: One Night Only | Self | |
| Movie | 2014 | The Night That Changed America: A Grammy Salute to the Beatles | Self | |
| Movie | 2012 | Johnny Carson: King of Late Night | Self | |
| Movie | 1994 | Bill Hicks: It's Just a Ride | Self | |
| Movie | 1989 | I'm from Hollywood | Self (archive footage) | |
| Movie | 1994 | Cabin Boy | Old Salt In Fishing Village | |
| Movie | 1984 | Steve Martin: Homage to Steve | Self | |
| Movie | 2002 | The Ultimate Collection Starring Johnny Carson - The Best of the 60s and 70s | | |
| Movie | 1999 | Man on the Moon | Self (uncredited) | |
| Movie | 2022 | My Next Guest with David Letterman and Volodymyr Zelenskyy | Self - Host | |
| Movie | 2019 | My Next Guest with David Letterman and Shah Rukh Khan | Self - Host | |
| Movie | 2024 | My Next Guest with David Letterman and John Mulaney | Self - Host | |
| Movie | 2023 | Bono & The Edge: A Sort of Homecoming with Dave Letterman | Self | |
| Movie | 2011 | Ruth Lyons: First Lady of Television | Self | |
| Movie | N/A | Biography: David Letterman | Self | |
| Movie | 2015 | The Making of Trump | Self (archive footage) | |
| Movie | 2024 | Outstanding: A Comedy Revolution | Self (archive footage) (uncredited) | |
| Movie | 2024 | Joaquin Phoenix: An Actor of Extremes | Self - TV Host (archive footage) | |
| Movie | 2015 | Mary Tyler Moore: A Celebration | Self / Audition Tape (archive footage) | |
| Movie | 1997 | Private Parts | David Letterman | |
| Movie | 2024 | The Easy Kind | David Letterman | |
| Movie | 1996 | Beavis and Butt-Head Do America | Mötley Crüe Roadie (voice) | |
| Movie | 2017 | Jim & Andy: The Great Beyond | Self | |
| Movie | 2011 | The Undefeated | Self (archive footage) | |
| Movie | 1978 | Peeping Times | Dan Cochran | |
| Movie | 2012 | Me @ the Zoo | Self (archive footage) | |
| Movie | 2018 | Bathtubs Over Broadway | Self | |
| Movie | 2018 | Whitney | Self (archive footage) (uncredited) | |
| Movie | 2018 | Robin Williams: Come Inside My Mind | Self | |
| Movie | 2018 | Andre the Giant | Self (archive footage) | |
| Movie | 2014 | An Open Secret | Self (archive footage) | |
| Movie | 2019 | Between Two Ferns: The Movie | David Letterman | |
| Movie | 2019 | APEX: The Secret Race Across America | Self | |
| Movie | 1996 | Eddie | David Letterman (uncredited) | |
| Movie | 2011 | Corman's World | Self - TV Host (archive footage) | |
| Movie | 2020 | My Darling Vivian | Self (archive footage) | |
| Movie | 2017 | Mike and the Mad Dog | Self | |
| Movie | 2020 | Uncle Tom | Self (archive footage) | |
| Movie | 1998 | Totally Bill Hicks | Self | |
| Movie | 1979 | Fast Friends | Matt Morgan | |
| Movie | 2005 | Warren Zevon: The Letterman Show Collection | | |
| Movie | 2017 | Get Me Roger Stone | Self (archive footage) | |
| Movie | 2019 | Mike Wallace Is Here | Self (archive footage) | |
| Movie | 2020 | Chuck Leavell: The Tree Man | Self | |
| Movie | 2021 | Steve McQueen: The Lost Movie | Narrator (voice) | |
| Movie | 2014 | Life Itself | Self - TV Host (archive footage) | |
| Movie | 1982 | Night of 100 Stars | Self | |
| Movie | 1998 | Jackie Chan: My Story | Self (archive footage) (uncredited) | |
| Movie | 2024 | Untold: Hope Solo vs. U.S. Soccer | Self (archive footage) | |
| Movie | 2003 | Late Night with Conan O'Brien: 10th Anniversary Special | Self | |
| Movie | 2023 | The Many Faces of Jim Carey | | |
| Movie | 1995 | National Lampoon's Favorite Deadly Sins | Self (uncredited) | |
| Movie | 1998 | Sonny & Me: Cher Remembers | Self (archive footage) | |
| Movie | 2025 | This Is the Tom Green Documentary | Self (archive footage) | |
| Movie | 2019 | Cola Wars | Self [Archival Footage] | |
| Movie | 2025 | Andy Kaufman Is Me | Self | |
| Movie | 1981 | David Letterman: Looking For Fun | Self | |
| Movie | 2025 | Conan O'Brien: The Kennedy Center Mark Twain Prize for American Humor | Self | |
| Movie | 2023 | The Great Heisman Race of 1997 | Self (archive footage) | |
| TV Show | 1989 | Seinfeld | David Letterman | 1 |
| TV Show | 1993 | The Nanny | David Letterman (uncredited) | 1 |
| TV Show | 1978 | Mork & Mindy | | 1 |
| TV Show | 2006 | Web Junk 20 | | 1 |
| TV Show | 2005 | The Colbert Report | | 1 |
| TV Show | 1982 | Late Night with David Letterman | Self - Host | 1377 |
| TV Show | 1980 | The David Letterman Show | Host | 90 |
| TV Show | 1996 | Cosby | | 1 |
| TV Show | 2020 | The Comedy Store | Self | 5 |
| TV Show | 1993 | Beavis and Butt-Head | | 1 |
| TV Show | 1981 | Open All Night | | 1 |
| TV Show | 1959 | The Grammys | Self | 1 |
| TV Show | 1953 | The Oscars | Self | 1 |
| TV Show | 1977 | The Starland Vocal Band Show | | 1 |
| TV Show | 2014 | Last Week Tonight with John Oliver | Self | 1 |
| TV Show | 1949 | The Emmy Awards | Self | 2 |
| TV Show | 2009 | Joy Behar: Say Anything! | | 1 |
| TV Show | 1999 | Mark Twain Prize | Self | 1 |
| TV Show | 2021 | This Is Pop | Self (archive footage) | 1 |
| TV Show | 2023 | Pretty Baby: Brooke Shields | Self (archive footage) | 1 |
| TV Show | 2013 | Norm Macdonald Live | Self | 1 |
| TV Show | 1992 | The Larry Sanders Show | David Letterman | 1 |
| TV Show | 1993 | Late Show with David Letterman | Self - Host | 4252 |
| TV Show | 1962 | The Tonight Show Starring Johnny Carson | Self - Guest Host | 8 |
| TV Show | 2023 | SmartLess: On the Road | Self | 1 |
| TV Show | 1996 | Spin City | Rags (uncredited) (voice) | 1 |
| TV Show | 1996 | Spin City | David Letterman | 1 |
| TV Show | 1962 | The Tonight Show Starring Johnny Carson | Self | 4 |
| TV Show | 2020 | The Drew Barrymore Show | Self | 1 |
| TV Show | 2014 | Late Night with Seth Meyers | Self | 1 |
| TV Show | 2018 | My Next Guest Needs No Introduction with David Letterman | Self - Host | 26 |
| TV Show | 2017 | The Nineties | Self (archive footage) | 1 |
| TV Show | 2022 | That’s My Time with David Letterman | Self - Host | 6 |
| TV Show | 2015 | The Late Show with Stephen Colbert | Self | 2 |
| TV Show | 2003 | Jimmy Kimmel Live! | Self | 1 |
| TV Show | 1999 | Teen Choice Awards | Self - Nominee | 1 |
| TV Show | 2022 | The Last Movie Stars | Self | 1 |
| TV Show | 2012 | Comedians in Cars Getting Coffee | Self | 1 |
| TV Show | 2024 | Stupid Pet Tricks | Self | 2 |
| TV Show | 1997 | The View | Self | 1 |
| TV Show | 1962 | The Tonight Show Starring Johnny Carson | | 1 |
| TV Show | 1981 | Entertainment Tonight | Self | 1 |
| TV Show | 2024 | John Mulaney Presents: Everybody's in L.A. | Self | 1 |
| TV Show | 2019 | Desus & Mero | Self - Illustrious Guest | 1 |
| TV Show | 1989 | The Simpsons | David Letterman (voice) | 1 |
| TV Show | 2018 | Norm Macdonald Has a Show | Self - Guest | 1 |
| TV Show | 2024 | Mr. McMahon | Self (archive footage) | 1 |
| TV Show | 2015 | MLB Network Presents | Self | 1 |
| TV Show | 2025 | Everybody's Live with John Mulaney | Self - Former TV Celebrity, 6'2" | 1 |
