| Movie | 2004 | Outfoxed: Rupert Murdoch's War on Journalism | Self (archive footage) | |
| Movie | 1995 | Stuart Saves His Family | Stuart Smalley | |
| Movie | 2008 | Lord, Save Us from Your Followers | Self | |
| Movie | 2011 | Hot Coffee | Self | |
| Movie | 2007 | Mr. Conservative: Goldwater on Goldwater | Self | |
| Movie | 2005 | Left of the Dial | Self | |
| Movie | 1985 | Tab Lloyd: Investigative Reporter | | |
| Movie | 1976 | Tunnel Vision | Al | |
| Movie | 2024 | Gracie & Pedro: Pets to the Rescue | Gramps (voice) | |
| Movie | 1997 | The Definite Maybe | Vagabond | |
| Movie | 2006 | Al Franken: God Spoke | Self | |
| Movie | 2005 | Earth to America | Self | |
| Movie | 2001 | Harvard Man | Al Franken | |
| Movie | 1984 | Franken and Davis at Stockton State | Himself | |
| Movie | 2017 | An Inconvenient Sequel: Truth to Power | Self | |
| Movie | 1994 | When a Man Loves a Woman | Co-Pilot (uncredited) | |
| Movie | 1986 | One More Saturday Night | Paul Flum | |
| Movie | 1989 | Saturday Night Live: 15th Anniversary | Self | |
| Movie | 2004 | Wellstone! | Self | |
| Movie | 1988 | Superman's 50th Anniversary: A Celebration of the Man of Steel | The Awesome Pair | |
| Movie | 2017 | The Words That Built America | Self - Reader: The Constitution | |
| Movie | 2008 | Dean and Me: Roadshow of an American Primary | Self | |
| Movie | 2017 | Long Strange Trip | Self | |
| Movie | 2002 | The N.Y. Friars Club Roast of Chevy Chase | Self - Roaster | |
| Movie | 1983 | Trading Places | Baggage Handler #1 | |
| Movie | 2004 | Indian Point: Imagining the Unimaginable | Self | |
| Movie | 1981 | Grateful Dead: Dead Ahead | Self - Host | |
| Movie | 2019 | Chris Farley: Anything for a Laugh | | |
| Movie | 1999 | Saturday Night Live: 25th Anniversary Special | Self | |
| Movie | 2018 | Inside the Russian Info War Machine | self | |
| Movie | 1981 | Steve Martin's Best Show Ever | | |
| Movie | 2004 | The Manchurian Candidate | TV Commentator | |
| Movie | 2025 | Ladies & Gentlemen... 50 Years of SNL Music | Self | |
| Movie | 2017 | Hot Grease | Self | |
| TV Show | 1996 | The Daily Show | Self | 6 |
| TV Show | 1997 | The View | Self | 3 |
| TV Show | 1995 | Dr. Katz, Professional Therapist | Al (voice) | 1 |
| TV Show | 1992 | The Tonight Show with Jay Leno | Self | 1 |
| TV Show | 1998 | LateLine | | 26 |
| TV Show | 1993 | Politically Incorrect | Self | 6 |
| TV Show | 2005 | The Colbert Report | Self | 2 |
| TV Show | 1993 | Late Night with Conan O'Brien | Self - Guest | 8 |
| TV Show | 1999 | The Late Late Show with Craig Kilborn | Self | 5 |
| TV Show | 1998 | From the Earth to the Moon | Jerome Weisner | 1 |
| TV Show | 1975 | Saturday Night Live | McSooshi Announcer (voice) (uncredited) | 1 |
| TV Show | 2016 | Chelsea | Self | 1 |
| TV Show | 2014 | The Tonight Show Starring Jimmy Fallon | Self | 1 |
| TV Show | 2017 | The History of Comedy | Self | 14 |
| TV Show | 2004 | Tanner on Tanner | Self | 4 |
| TV Show | 2017 | I Love You, America | Self | 1 |
| TV Show | 2019 | Biography: Comedy Icons | Himself | 1 |
| TV Show | 2014 | Late Night with Seth Meyers | Self | 1 |
| TV Show | 1996 | The Rosie O'Donnell Show | Self | 1 |
| TV Show | 1975 | Saturday Night Live | Self - Various Characters | 60 |
| TV Show | 1996 | 3rd Rock from the Sun | Frank Gansmiller | 1 |
| TV Show | 1975 | Saturday Night Live | Self - Cameo (uncredited) | 3 |
| TV Show | 1975 | Saturday Night Live | Self - Special Guest | 1 |
| TV Show | 2003 | Real Time with Bill Maher | Self | 6 |
| TV Show | 1996 | The Daily Show | Self - Guest Host | 4 |
| TV Show | 2000 | Clerks | Mayor McCheese (voice) | 1 |
| TV Show | 2010 | Conan | Self | 2 |
| TV Show | 2018 | Minnesota Experience | Self (archive footage) | 1 |
| TV Show | 2025 | SNL50: Beyond Saturday Night | Self | 4 |
| TV Show | 2025 | The Residence | Aaron Filkins | 7 |
