| Movie | 1995 | Toy Story | TV Announcer (voice) | |
| Movie | 1998 | Fear and Loathing in Las Vegas | Carnie Talker | |
| Movie | 1995 | Hackers | Hal | |
| Movie | 1989 | Steven Banks: Home Entertainment Center | pre-show host | |
| Movie | 2008 | History of the Joke | Self | |
| Movie | 1989 | Penn & Teller Get Killed | Self | |
| Movie | 2005 | The Aristocrats | Self | |
| Movie | 2005 | Penn & Teller: Off the Deep End | Self | |
| Movie | 1993 | Half Japanese: The Band That Would Be King | Self | |
| Movie | 1986 | My Chauffeur | Bone | |
| Movie | 1985 | Penn & Teller Go Public | Himself | |
| Movie | 2003 | Grand Illusions - The Story Of Magic | Himself | |
| Movie | 2000 | Fantasia 2000 | Self - Host | |
| Movie | 1986 | Off Beat | Norman | |
| Movie | 1987 | Tough Guys Don't Dance | Big Stoop | |
| Movie | 2023 | Joke Man | Self | |
| Movie | 1995 | Phobophilia: The Love of Fear | Himself | |
| Movie | 2000 | Fear of Fiction | Albert | |
| Movie | 2023 | The Hidden Talent of Gilbert Gottfried | self | |
| Movie | 1988 | Free to Be... a Family | Self | |
| Movie | 1987 | Cruel Tricks for Dear Friends | Self | |
| Movie | 1985 | Savage Island | Security Guard | |
| Movie | 2004 | Goodnight, We Love You | Self | |
| Movie | 2011 | Night of the Little Dead | Dave-O | |
| Movie | 2013 | The Unbelievers | Self | |
| Movie | 2007 | To My Great Chagrin: The Unbelievable Story of Brother Theodore | Himself | |
| Movie | 2013 | Tim's Vermeer | Himself | |
| Movie | 1995 | Burnzy's Last Call | Radio DJ | |
| Movie | 2022 | Piff the Magic Dragon: Reptile Dysfunction | Pop the Magic Dragon | |
| Movie | 1994 | Car 54, Where Are You? | Luther | |
| Movie | 1987 | Penn & Teller's Invisible Thread | Penn | |
| Movie | 2014 | An Honest Liar | Self | |
| Movie | 1999 | Hayley Wagner, Star | Director | |
| Movie | 2015 | Misery Loves Comedy | Self | |
| Movie | 2015 | Theory of Obscurity: A Film About the Residents | Himself | |
| Movie | 2011 | A Tribute to Laurel & Hardy | Self | |
| Movie | 2015 | Sharknado 3: Oh Hell No! | Lieutenant Colonel Stylo | |
| Movie | 2016 | Director's Cut | Herbert Blount | |
| Movie | 2008 | Cheech & Chong Roasted | Self | |
| Movie | 2016 | Can We Take a Joke? | Himself | |
| Movie | 1992 | This Is MST3K | Self | |
| Movie | 2005 | Mucha Lucha: The Return of El Malefico | Fortune Teller / Pawn Shop Owner / Ticket Man (voice) | |
| Movie | 2007 | Larry the Cable Guy's Christmas Spectacular | Ghost of Christmas Present | |
| Movie | 2021 | Bob Dylan: Odds and Ends | Self - Narrator | |
| Movie | 1988 | Negligee and Underpants Party | Self | |
| Movie | 1992 | Martin Mull: Talent Takes a Holiday | Self | |
| Movie | 1990 | Gorgon Video Magazine Vol. 2 | Self | |
| Movie | 2017 | Gilbert | Self | |
| Movie | 2009 | Futurama: Into the Wild Green Yonder | Penn Jillette's Head (voice) | |
| Movie | 2017 | Sandy Wexler | Testimonial | |
| Movie | 2007 | Mr. Warmth: The Don Rickles Project | Self | |
| Movie | 1991 | The Eyes Scream: A History of the Residents | Host | |
| Movie | 1986 | Barbecue Death Squad From Hell | Himself | |
| Movie | 2004 | Michael Moore Hates America | Self | |
| Movie | 1997 | Home Invasion | Self | |
| Movie | 2018 | Gambler's Ballad: The Legend of Johnny Thompson | Self | |
| Movie | 2018 | Pentatonix: A Not So Silent Night | Self | |
| Movie | 2018 | We Are Most Amused and Amazed | Self | |
| Movie | 2010 | Brave New Voices 2010 | Himself | |
| Movie | 2019 | J.R. “Bob” Dobbs and The Church of the SubGenius | Self | |
| Movie | 2015 | The Keyboard Cowboys: A Look Back at Hackers | | |
| Movie | 2019 | The Amazing Johnathan Documentary | Self | |
| Movie | 1990 | Don't Try This at Home! | Himself | |
| Movie | 2016 | Eating You Alive | Self | |
| Movie | 2018 | Always Amazing | Himself | |
| Movie | 2020 | Penn & Teller: Try This at Home | Self - Host | |
| Movie | 2020 | Penn & Teller: Try This at Home Too | Himself | |
| Movie | 1989 | Exploring Psychic Powers Live | | |
| Movie | 2006 | Midnight Blue, Vol. 3: Celebrities Edition | Self (archive footage) | |
| Movie | 2020 | The Choice 2020: Trump vs. Biden | Self - Interviewee | |
| Movie | 2006 | Phone Sex | Caller | |
| Movie | 2021 | Clerk | Self | |
| Movie | 2025 | Marty Supreme | | |
| Movie | 2011 | TV's 50 Greatest Magic Tricks | Self | |
| Movie | 2025 | WWE NXT Stand & Deliver 2025 | Penn | |
| Movie | 1985 | Miami Vice: The Prodigal Son | Jimmy Borges | |
| TV Show | 1995 | The Drew Carey Show | Archibald Fenn | 2 |
| TV Show | 1989 | The Simpsons | Penn (voice) | 1 |
| TV Show | 2003 | Penn & Teller: Bull! | Himself | 89 |
| TV Show | 2005 | Numb3rs | Penn Jillette | 1 |
| TV Show | 2001 | Fear Factor | | 1 |
| TV Show | 1991 | Home Improvement | Penn Jillette | 1 |
| TV Show | 1994 | Friends | Salesman | 1 |
| TV Show | 2001 | The Bernie Mac Show | Penn | 1 |
| TV Show | 1984 | Miami Vice | Jimmy Borges | 2 |
| TV Show | 1999 | Mickey Mouse Works | | 1 |
| TV Show | 2003 | Las Vegas | Penn Jilette | 1 |
| TV Show | 1995 | VR.5 | Mr. Orwell Kravitz | 1 |
| TV Show | 2000 | Girlfriends | Clem Valesco | 1 |
| TV Show | 2001 | Disney's House of Mouse | Pluto Devil (voice) | 1 |
| TV Show | 1997 | Dharma & Greg | Vincent (uncredited) | 1 |
| TV Show | 2014 | Good Morning Britain | Self | 1 |
| TV Show | 1993 | Lois & Clark: The New Adventures of Superman | | 1 |
| TV Show | 2009 | Modern Family | Edward LeGrand | 1 |
| TV Show | 1997 | Just Shoot Me! | Terry | 1 |
| TV Show | 1992 | Behind the Scenes | | 10 |
| TV Show | 2004 | Listen Up! | Penn Jillette | 1 |
| TV Show | 2019 | The Masked Singer | Hydra | 1 |
| TV Show | 2019 | The Masked Singer | Hydra (archive footage) | 1 |
| TV Show | 1998 | Penn & Teller's Sin City Spectacular | | 24 |
| TV Show | 2003 | Penn & Teller's Magic & Mystery Tour | | 3 |
| TV Show | 2010 | Penn Point | | 189 |
| TV Show | 2010 | The Defenders | Reuben Charters | 1 |
| TV Show | 2011 | Penn & Teller Tell a Lie | Himself - Host | 6 |
| TV Show | 2011 | Penn & Teller: Fool Us | Self - Judge | 162 |
| TV Show | 1975 | Saturday Night Live | Self - Cameo (uncredited) | 4 |
| TV Show | 2013 | Anthony Bourdain: Parts Unknown | Self | 1 |
| TV Show | 2005 | Hell's Kitchen | Self | 4 |
| TV Show | 1994 | The Steven Banks Show | Penn Jillette | 1 |
| TV Show | 1978 | The Magic of David Copperfield | | 1 |
| TV Show | 1999 | The West Wing | Penn Jilette | 1 |
| TV Show | 2013 | Whose Line Is It Anyway? | Self | 1 |
| TV Show | 1998 | Hollywood Squares | Self - Panelist | 10 |
| TV Show | 2006 | Identity | Host | 11 |
| TV Show | 2015 | StarTalk with Neil deGrasse Tyson | Self | 1 |
| TV Show | 1996 | Sabrina, the Teenage Witch | Drell | 4 |
| TV Show | 1997 | The View | Self - Guest | 1 |
| TV Show | 2005 | Dancing with the Stars | Self - Contestant | 3 |
| TV Show | 1961 | The Mike Douglas Show | Self | 1 |
| TV Show | 2005 | Hell's Kitchen | Self - Restaurant Patron | 2 |
| TV Show | 1997 | Nightmare Ned | Frank Grimes (voice) | 1 |
| TV Show | 2012 | The Eric Andre Show | Self | 1 |
| TV Show | 2016 | Billions | | 1 |
| TV Show | 1962 | The Tonight Show Starring Johnny Carson | Self | 1 |
| TV Show | 2014 | Scorpion | Dr. Cecil P. Rizzuto | 4 |
| TV Show | 1984 | MTV Video Music Awards | Self - Preshow Host | 1 |
| TV Show | 2016 | The Grand Tour | Self | 1 |
| TV Show | 2022 | The G Word with Adam Conover | Self | 1 |
| TV Show | 1994 | Space Ghost Coast to Coast | Self | 1 |
| TV Show | 2013 | Have You Been Paying Attention? | Guest Quizmaster | 1 |
| TV Show | 1994 | Babylon 5 | Rebo | 1 |
| TV Show | 2021 | Celebrity Wheel of Fortune | Self - Contestant | 1 |
| TV Show | 2015 | Code Black | Johnny Prentiss | 1 |
| TV Show | 2011 | My Favorite Place | Self | 1 |
| TV Show | 2004 | My Coolest Years | Himself | 1 |
| TV Show | 2013 | Deal With It | Self | 1 |
| TV Show | 2016 | Unlocked: The World of Games, Revealed | Self | 8 |
| TV Show | 1993 | Late Night with Conan O'Brien | Self - Guest | 1 |
| TV Show | 1997 | The View | Self | 1 |
| TV Show | 2013 | The Arsenio Hall Show | Self | 1 |
| TV Show | 2019 | Rob & Romesh Vs | Self | 1 |
| TV Show | 2018 | Morecambe & Wise in America | Self | 1 |
| TV Show | 2013 | Through the Keyhole | Self | 1 |
| TV Show | 2024 | After Midnight | Self | 1 |
| TV Show | 2021 | Surviving Death | Self (archive footage) | 1 |
| TV Show | 2003 | Real Time with Bill Maher | Self | 2 |
| TV Show | 2020 | I Can See Your Voice | | 1 |
| TV Show | 2013 | Alpha House | Penn Jillette | 5 |
| TV Show | 2017 | Young Sheldon | A.V. | 1 |
| TV Show | 1996 | Muppets Tonight | Self | 1 |
| TV Show | 2019 | Scooby-Doo and Guess Who? | Penn Jillette (voice) | 1 |
| TV Show | 2018 | 25 Words or Less | | 1 |
| TV Show | 1989 | The Simpsons | Penn Jilette (voice) | 1 |
| TV Show | 1998 | V.I.P. | Penn Jillette | 1 |
| TV Show | 2014 | The Tonight Show Starring Jimmy Fallon | Self | 1 |
| TV Show | 2013 | Beat Bobby Flay | Self | 1 |
| TV Show | 2025 | SNL50: Beyond Saturday Night | Self | 4 |
