| Movie | 1982 | The King of Comedy | Masha | |
| Movie | 2004 | Silver Lake | Sheila Fontana | |
| Movie | 1998 | I Woke Up Early the Day I Died | Sandy Sands | |
| Movie | 1994 | Dallas Doll | Dallas Adair | |
| Movie | 1990 | Without You I'm Nothing | Sandra Bernhard | |
| Movie | 2009 | Dare | Dr. Serena Mohr | |
| Movie | 1991 | Hudson Hawk | Minerva Mayflower | |
| Movie | 2001 | Zoolander | Sandra Bernhard | |
| Movie | 1985 | Follow That Bird | Grouch Waitress | |
| Movie | 1989 | Heavy Petting | Self | |
| Movie | 1988 | Track 29 | Nurse Stein | |
| Movie | 2000 | One Hell of a Guy | God (voice) | |
| Movie | 1996 | Museum of Love | Kitty | |
| Movie | 1997 | Plump Fiction | Bunny Roberts | |
| Movie | 2010 | See You in September | Charlotte | |
| Movie | 1988 | Casual Sex? | | |
| Movie | 2011 | Looking for Lenny | Self | |
| Movie | 1997 | The Apocalypse | | |
| Movie | 1999 | The N.Y. Friars Club Roast of Jerry Stiller | Self | |
| Movie | 1998 | An Alan Smithee Film: Burn, Hollywood, Burn | Ann Glover | |
| Movie | 1995 | Unzipped | Self | |
| Movie | 2004 | The Easter Egg Adventure | Claralyne Cluck (voice) | |
| Movie | 1995 | Catwalk | Self | |
| Movie | 1997 | Lover Girl | Marci Guerra / 'Angel' | |
| Movie | 2013 | Why We Laugh: Funny Women | Self | |
| Movie | 1992 | Inside Monkey Zetterland | Imogene | |
| Movie | 1995 | Freaky Friday | Frieda Debny | |
| Movie | 2022 | Stand Out: An LGBTQ+ Celebration | | |
| Movie | 2020 | Pose-a-Thon for Pride | | |
| Movie | 2023 | Turn Up the Love: Connecting to Pride | | |
| Movie | 2024 | Babes | Dr. Shirley | |
| Movie | 1998 | I'm Still Here... Damn It! | Self | |
| Movie | 2003 | Totally Gay! | Self | |
| Movie | 1994 | Sandra Bernhard: Confessions of a Pretty Lady | Self | |
| Movie | 1997 | Rodney Dangerfield's 75th Birthday Toast | Self | |
| Movie | 2017 | Secs & Execs | Kath Fairchild | |
| Movie | 1998 | Exposé | Janet | |
| Movie | 2005 | Searching for Bobby D | Sherri Dansen | |
| Movie | 2017 | Broadway: The Next Generation | Self | |
| Movie | 1998 | Somewhere in the City | Betty | |
| Movie | 2013 | Diving Normal | Carmella | |
| Movie | 2014 | Inside Rupert Pupkin | Self (archive footage) | |
| Movie | 1977 | The Richard Pryor Special? | Writer | |
| Movie | 2003 | The Third Date | Ola | |
| Movie | 2024 | Outstanding: A Comedy Revolution | Self | |
| Movie | 2017 | Dying Laughing | Self | |
| Movie | 1981 | Nice Dreams | Girl Nut | |
| Movie | 2000 | Playing Mona Lisa | Bibi Carlson | |
| Movie | 1986 | The Whoopee Boys | Extra (uncredited) | |
| Movie | N/A | Out of Order! | Judge Stevenson | |
| Movie | 2011 | The Undefeated | Self (archive footage) | |
| Movie | 2002 | Stormy Weather: The Music of Harold Arlen | Herself | |
| Movie | 2010 | Rappin' With The Rickster | Self | |
| Movie | 2017 | Alone With Chrissie Hynde | Herself | |
| Movie | 2017 | Jewel's Catch One | Self | |
| Movie | 2019 | I Am Richard Pryor | Self - Actress and Comedian | |
| Movie | 2000 | Dinner Rush | Jennifer Freely | |
| Movie | 2005 | Disney Heroes Volume 1 | Cassandra (voice) | |
| Movie | 1991 | Madonna: Truth or Dare | Self | |
| Movie | 1998 | Wrongfully Accused | Doctor Fridley | |
| Movie | 1996 | The Late Shift | Sandra Bernhard | |
| Movie | 1999 | Hercules: Zero to Hero | Cassandra (voice) (archive sound) | |
| Movie | 2002 | Method Acting | | |
| Movie | 1989 | Decade | Self | |
| Movie | 1995 | One Hundred and One Nights | First Seeker (uncredited) | |
| Movie | 2002 | A Shot at the Top: The Making of 'The King of Comedy' | Self | |
| Movie | 2010 | Lez Chat | Folk Music Lover | |
| Movie | 1984 | The House of God | Angel Dutton | |
| Movie | 2025 | Marty Supreme | | |
| Movie | 2022 | 69 Parts | The Landlady | |
| Movie | 2015 | Roseanne for President! | Self | |
| TV Show | 1994 | Duckman | Warden (voice) | 1 |
| TV Show | 1994 | Spider-Man | Sarah Baker (voice) | 1 |
| TV Show | 2005 | American Dad! | Old Lady (voice) | 1 |
| TV Show | 1997 | Ally McBeal | Caroline Poop | 2 |
| TV Show | 2003 | Jimmy Kimmel Live! | | 1 |
| TV Show | 2004 | Project Runway | Self - Guest Judge | 1 |
| TV Show | 2003 | Las Vegas | Margo Poon | 1 |
| TV Show | 1989 | Tales from the Crypt | Sheila Winters | 1 |
| TV Show | 2000 | Girlfriends | Marcia | 1 |
| TV Show | 2001 | Crossing Jordan | Roz Framus | 2 |
| TV Show | 1997 | The View | Self | 3 |
| TV Show | 1988 | Roseanne | Nancy | 22 |
| TV Show | 1995 | Dr. Katz, Professional Therapist | | 1 |
| TV Show | 1999 | Law & Order: Special Victims Unit | Defense Attorney Priscilla Chaney | 1 |
| TV Show | 1985 | The New Alfred Hitchcock Presents | Karen | 1 |
| TV Show | 1998 | Hercules | Cassandra (voice) | 65 |
| TV Show | 2004 | The L Word | Charlotte Birch | 5 |
| TV Show | 1996 | Clueless | Ms. Sorenson | 1 |
| TV Show | 1977 | The Richard Pryor Show | | 5 |
| TV Show | 2005 | The Search for the Funniest Mom in America | | 13 |
| TV Show | 1996 | Superman: The Animated Series | Gsptlsnz (voice) | 1 |
| TV Show | 2006 | The New Adventures of Old Christine | Audrey | 1 |
| TV Show | 1998 | Will & Grace | Sandra Bernhard | 2 |
| TV Show | 1995 | MADtv | Self - Host | 1 |
| TV Show | 1994 | Chicago Hope | | 1 |
| TV Show | 1983 | The Hitchhiker | Rat | 1 |
| TV Show | 2002 | V Graham Norton | Self | 1 |
| TV Show | 2011 | American Horror Story | Fran | 10 |
| TV Show | 1982 | Late Night with David Letterman | Self | 1 |
| TV Show | 2013 | The Birthday Boys | | 1 |
| TV Show | 2011 | Switched at Birth | Prof. Teresa Ledarsky | 4 |
| TV Show | 1995 | Reel Wild Cinema | Self - Host | 23 |
| TV Show | 1998 | Hollywood Squares | Self - Panelist | 5 |
| TV Show | 1999 | The Sopranos | Gina | 1 |
| TV Show | 2014 | Late Night with Seth Meyers | Self | 1 |
| TV Show | 2017 | Str8UpGayPorn Awards | Self - Host | 1 |
| TV Show | 2012 | DTLA | Carla | 2 |
| TV Show | 2012 | Gotham Comedy Live | Self - Host | 1 |
| TV Show | 1994 | Space Ghost Coast to Coast | Self | 1 |
| TV Show | 2022 | Sherri | Self - Guest | 1 |
| TV Show | 1995 | Happily Ever After: Fairy Tales for Every Child | Bluebird (voice) | 1 |
| TV Show | 2009 | Watch What Happens Live with Andy Cohen | Self - Guest | 18 |
| TV Show | 2003 | L.A. Dragnet | | 1 |
| TV Show | 2007 | Head Case | Self | 1 |
| TV Show | 2014 | Broad City | Brenda | 2 |
| TV Show | 1992 | Highlander: The Series | Carolyn Marsh | 1 |
| TV Show | 2018 | POSE | Judy Kubrak | 10 |
| TV Show | 2013 | Brooklyn Nine-Nine | Darlene Linetti | 3 |
| TV Show | 2016 | Match Game | Self - Panelist | 2 |
| TV Show | 2022 | So Help Me Todd | Belinda Tuttle | 1 |
| TV Show | 2011 | American Horror Story | Hannah | 1 |
| TV Show | 2010 | Hot in Cleveland | Nan | 1 |
| TV Show | 1999 | Family Guy | Sandra Bernhard (voice) | 1 |
| TV Show | 2017 | Bill Nye Saves the World | Mint Choc Chip (voice) | 1 |
| TV Show | 2011 | 2 Broke Girls | Joedth | 5 |
| TV Show | 1998 | The Roseanne Show | | 1 |
| TV Show | 1998 | V.I.P. | Cora DeFarge | 1 |
| TV Show | 2009 | RuPaul's Drag Race | Self - Guest Judge | 1 |
| TV Show | 2010 | RuPaul's Drag Race: Untucked | Self - Guest Judge | 1 |
| TV Show | 2022 | Severance | Cecily | 2 |
| TV Show | 2015 | Difficult People | Lilith Feigenbaum | 1 |
| TV Show | 2023 | Survival of the Thickest | Hannah Sommar | 1 |
| TV Show | 2013 | Getting On | Marla Pounder | 1 |
| TV Show | 2012 | GCB | Debby Horowitz | 1 |
