| Movie | 1998 | Blues Brothers 2000 | Marco | |
| Movie | 1997 | Hercules | Hermes (voice) | |
| Movie | 2023 | The Voice That Rocked America: The Dick Biondi Story | Self | |
| Movie | 2019 | Linda Ronstadt: The Sound of My Voice | Self (archive footage) | |
| Movie | 1987 | The Beach Boys: 25 Years Together - A Celebration In Waikiki | Self | |
| Movie | 2022 | Finding Sandler | Self | |
| Movie | 1979 | Mr. Mike's Mondo Video | Church of Jack Lord Organist | |
| Movie | 1996 | Flash Gordon: Marooned on Mongo | Dr. Hans Zarkov (voice) | |
| Movie | 1978 | The Blues Brothers Live at Winterland | | |
| Movie | 1990 | Night of 100 Stars III | Self | |
| Movie | 2005 | The Blues Brothers: Transposing The Music | Self | |
| Movie | 1987 | Heartbeat | Filmmaker's Assistant | |
| Movie | 1981 | Steve Martin's Best Show Ever | Self / Jo Jo the Dog-Faced Boy | |
| Movie | 2005 | Saturday Night Live: The Best of Dan Aykroyd | Blues Brothers Band (archive footage) | |
| Movie | 2015 | Being Canadian | Self | |
| Movie | 2004 | Rockin' Pianos | Self | |
| Movie | 1999 | Man on the Moon | Letterman Band (uncredited) | |
| Movie | 1988 | Scrooged | Street Musician | |
| Movie | 1990 | Seriously... Phil Collins | Self | |
| Movie | 2015 | A Very Murray Christmas | Paul Schaffer | |
| Movie | 1994 | The Best of the Blues Brothers | Himself (archive footage) | |
| Movie | 2016 | Todd Who? | Himself | |
| Movie | 2012 | 12-12-12 | The Concert for Sandy Relief | Self | |
| Movie | 2016 | Sharknado 4: The 4th Awakens | Paul Shaffer | |
| Movie | 1984 | This Is Spinal Tap | Artie Fufkin | |
| Movie | 1995 | The Weinerville New Year's Special: Lost in the Big Apple | Self | |
| Movie | 2017 | Night of Too Many Stars: America Unites for Autism Programs | Self | |
| Movie | 1995 | The Show Formerly Known as the Martin Short Show | Self | |
| Movie | 2012 | Bachman & Turner - Live at the Roseland Ballroom | Keyboards | |
| Movie | 2018 | Love, Gilda | Self | |
| Movie | 1985 | Tears Are Not Enough | Self | |
| Movie | 1985 | Martin Short: Concert for the North Americas | | |
| Movie | 2001 | The Concert for New York City | Self | |
| Movie | 2002 | The N.Y. Friars Club Roast of Chevy Chase | Self - Host | |
| Movie | 2018 | Always at The Carlyle | Self | |
| Movie | 1992 | A Spinal Tap Reunion: The 25th Anniversary London Sell-Out | Artie Fufkin | |
| Movie | 2008 | Ray Charles: The Legend Lives On | Self | |
| Movie | 1998 | The Stories Behind the Making of 'The Blues Brothers' | Self | |
| Movie | 2001 | America | A Tribute to Heroes | Self | |
| Movie | 1999 | Hercules: Zero to Hero | Hermes (voice) (archive sound) | |
| Movie | 2020 | Chuck Leavell: The Tree Man | Self | |
| Movie | 2005 | Disney Heroes Volume 1 | Hermes (voice) | |
| Movie | 1980 | Gilda Live | Don Kirshner / Arnie Schnachtman / Student Body President / The Candy Slice Group | |
| Movie | 2007 | Bob & Doug McKenzie's Two-Four Anniversary | Self | |
| Movie | 2018 | Bachman | Self | |
| Movie | 2025 | You Had to Be There: How the Toronto Godspell Ignited the Comedy Revolution... | | |
| Movie | 2025 | Ladies & Gentlemen... 50 Years of SNL Music | Self | |
| Movie | 2025 | SNL50: The Homecoming Concert | Self | |
| Movie | 1990 | Look Who's Talking Too | Taxi Businessman | |
| Movie | N/A | Fats and Friends | Himself | |
| Movie | 2025 | Spinal Tap II: The End Continues | | |
| TV Show | 2000 | Ed | Irv Nadler | 1 |
| TV Show | 1998 | Hercules | Hermes (voice) | 10 |
| TV Show | 1996 | Flash Gordon | Dr. Zarkov (voice) | 26 |
| TV Show | 1984 | Jeopardy! | | 1 |
| TV Show | 1977 | A Year at the Top | | 5 |
| TV Show | 1999 | Where Are They Now? | Self | 1 |
| TV Show | 1999 | The Late Late Show with Craig Kilborn | Self | 1 |
| TV Show | 2019 | The Masked Singer | Self - Video Message | 1 |
| TV Show | 2019 | The Masked Singer | Skeleton (archive footage) | 1 |
| TV Show | 1999 | Mark Twain Prize | Self | 1 |
| TV Show | 2019 | Paul Shaffer Plus One | self | 9 |
| TV Show | 1975 | Saturday Night Live | Self - Host | 1 |
| TV Show | 1975 | Saturday Night Live | Self - Cameo (uncredited) | 1 |
| TV Show | 1956 | Tony Awards | Self - Performer | 1 |
| TV Show | 1993 | Late Show with David Letterman | Self -Musical Director | 4252 |
| TV Show | 2003 | Hope & Faith | Himself | 1 |
| TV Show | 1998 | Hollywood Squares | Self - Panelist | 5 |
| TV Show | 2006 | Second City: First Family of Comedy | Self | 3 |
| TV Show | 2019 | The Kelly Clarkson Show | Self | 1 |
| TV Show | 1997 | The View | Self | 2 |
| TV Show | 2009 | Celebrity Ghost Stories | Self | 1 |
| TV Show | 2019 | The Masked Singer | Skeleton | 1 |
| TV Show | 2005 | How I Met Your Mother | Paul Shaffer | 1 |
| TV Show | 2022 | Spector | Self | 4 |
| TV Show | 2010 | Running Wilde | Self | 1 |
| TV Show | 2001 | Law & Order: Criminal Intent | Paul Shaffer | 1 |
| TV Show | 2001 | Primetime Glick | | 1 |
| TV Show | 1979 | CBS News Sunday Morning | Self | 1 |
| TV Show | 2014 | The Tonight Show Starring Jimmy Fallon | Paul Shaffer and the World's Most Dangerous Band | 1 |
