| Movie | 1984 | Indiana Jones and the Temple of Doom | Art Weber | |
| Movie | 2003 | Toronto Rocks | Self | |
| Movie | 1989 | Driving Miss Daisy | Boolie Werthan | |
| Movie | 1980 | The Blues Brothers | Elwood Blues | |
| Movie | 1984 | Ghostbusters | Ray Stantz | |
| Movie | 2001 | Pearl Harbor | Captain Thurman | |
| Movie | 1983 | Trading Places | Louis Winthorpe III | |
| Movie | 1987 | Dragnet | Sgt. Joe Friday | |
| Movie | 1995 | Canadian Bacon | OPP Officer (uncredited) | |
| Movie | 1992 | Sneakers | Mother | |
| Movie | 2004 | 50 First Dates | Dr. Keats | |
| Movie | 2007 | I Now Pronounce You Chuck & Larry | Captain Phineas J. Tucker | |
| Movie | 1988 | The Great Outdoors | Roman Craig | |
| Movie | 2001 | The Curse of the Jade Scorpion | Chris Magruder | |
| Movie | 1991 | My Girl | Harry Sultenfuss | |
| Movie | 1992 | Chaplin | Mack Sennett | |
| Movie | 1989 | Ghostbusters II | Ray Stantz | |
| Movie | 1982 | It Came from Hollywood | Himself | |
| Movie | 1985 | Into the Night | Herb | |
| Movie | 1979 | 1941 | Sgt. Frank Tree | |
| Movie | 2001 | Earth vs. the Spider | Det. Insp. Jack Grillo | |
| Movie | 1995 | Tommy Boy | Ray Zalinsky | |
| Movie | 1994 | My Girl 2 | Harry Sultenfuss | |
| Movie | 1998 | Blues Brothers 2000 | Elwood Blues | |
| Movie | 1983 | Doctor Detroit | Clifford Skridlow / Doctor Detroit | |
| Movie | 1996 | Celtic Pride | Jimmy Flaherty | |
| Movie | 1994 | North | Pa Tex | |
| Movie | 1991 | Nothing but Trouble | Judge Alvin 'J.P' Valkenheiser / Bobo | |
| Movie | 1988 | The Couch Trip | John W. Burns, Jr. | |
| Movie | 1990 | Loose Cannons | Ellis Fielding | |
| Movie | 1988 | My Stepmother Is an Alien | Steven Mills | |
| Movie | 1995 | Casper | Dr. Raymond Stantz (uncredited) | |
| Movie | 1998 | Antz | Chip (voice) | |
| Movie | 2000 | The House of Mirth | Augustus 'Gus' Trenor | |
| Movie | 1997 | Grosse Pointe Blank | Grocer | |
| Movie | 1996 | Getting Away with Murder | Jack Lambert | |
| Movie | 1985 | Spies Like Us | Austin Millbarge | |
| Movie | 1996 | Sgt. Bilko | COL John T. Hall | |
| Movie | 2008 | War, Inc. | Mr. Vice President | |
| Movie | 1996 | Feeling Minnesota | Det. Ben Costikyan | |
| Movie | 1993 | Coneheads | Beldar | |
| Movie | 1987 | Citizen Steve | Chial Dushane | |
| Movie | 2001 | Evolution | Governor Lewis | |
| Movie | 1988 | She's Having a Baby | Roman (uncredited) | |
| Movie | 2007 | Shortcut to Happiness | Julius Jenson | |
| Movie | 2004 | Christmas with the Kranks | Vic Frohmeyer | |
| Movie | 1999 | Diamonds | Lance Agensky | |
| Movie | 2010 | Yogi Bear | Yogi Bear (voice) | |
| Movie | 1992 | This Is My Life | Arnold Moss | |
| Movie | 2021 | Who Saw the Men in Black | self | |
| Movie | 2003 | Bright Young Things | Lord Monomark | |
| Movie | 1997 | Heritage Minutes: Avro Arrow | Crawford Gordon | |
| Movie | 1978 | The Rutles: All You Need Is Cash | Brian Thigh | |
| Movie | 2013 | Saturday Night Live: Thanksgiving | Rick Phillips | |
| Movie | 2000 | Stardom | Barry Levine | |
| Movie | 2002 | Crossroads | Pete Wagner | |
| Movie | 1979 | Mr. Mike's Mondo Video | Church of Jack Lord Leader / Self | |
| Movie | 1988 | Caddyshack II | Capt. Tom Everett | |
| Movie | 1996 | My Fellow Americans | President William Haney | |
| Movie | 1990 | Masters of Menace | Johnny Lewis | |
| Movie | 1994 | Exit to Eden | Fred Lavery | |
| Movie | 1981 | Neighbors | Vic | |
| Movie | 1984 | Nothing Lasts Forever | Buck Heller | |
| Movie | 1998 | Susan's Plan | Bob | |
| Movie | 2005 | Dan Aykroyd Unplugged On UFOs | himself | |
| Movie | 2001 | On the Nose | Dr. Barry Davis | |
| Movie | 2024 | Ghostbusters: Frozen Empire | Ray Stantz | |
| Movie | 2014 | Legends of Oz: Dorothy's Return | Scarecrow (voice) | |
| Movie | 2012 | The Campaign | Wade Motch | |
| Movie | 1977 | Love at First Sight | Roy | |
| Movie | 2013 | Behind the Candelabra | Seymour Heller | |
| Movie | N/A | That's Amore! | | |
| Movie | 2014 | Tammy | Don | |
| Movie | 2020 | Cleanin' Up the Town: Remembering Ghostbusters | Self | |
| Movie | 2014 | Get on Up | Ben Bart | |
| Movie | 2013 | Tales from the Warner Bros. Lot | Self | |
| Movie | 1990 | Life of Python | Self | |
| Movie | 1995 | The Random Factor | Dexter (voice) | |
| Movie | 1982 | E.T. and Friends: Magical Movie Visitors | Beldar Conehead | |
| Movie | 1983 | Twilight Zone: The Movie | Passenger | |
| Movie | 1978 | The Blues Brothers Live at Winterland | Elwood Blues | |
| Movie | 1985 | The Best of John Belushi | Various Characters | |
| Movie | 1999 | Saturday Night Live: Christmas | Self | |
| Movie | 1999 | Saturday Night Live: The Best of Dana Carvey | | |
| Movie | 2004 | White Coats | Dr. Cyrill Kipp | |
| Movie | 2023 | Zombie Town | Len Carver | |
| Movie | 1999 | Ghostbusters 1999 | Self | |
| Movie | 2005 | The Blues Brothers: Transposing The Music | Self | |
| Movie | 2005 | Saturday Night Live: The Best of John Belushi | Self / Various (archive footage) (uncredited) | |
| Movie | 2024 | The Greatest Night in Pop | Self (archive footage) | |
| Movie | 1981 | Steve Martin's Best Show Ever | Yortuk Festrunk / Irwin Mainway / Alexander Haig / Dr. Treves | |
| Movie | 2005 | Saturday Night Live: The Best of Dan Aykroyd | Various Characters (archive footage) | |
| Movie | 2015 | Being Canadian | Self | |
| Movie | 2003 | The Making of ‘Sneakers’ | Self | |
| Movie | 2022 | 2022 Rock & Roll Hall of Fame Induction Ceremony | Self (archive footage) | |
| Movie | 2015 | I Am Chris Farley | Self | |
| Movie | 1996 | Sex, Censorship and the Silver Screen | Quote Reader | |
| Movie | 2015 | Pixels | 1982 Championship MC | |
| Movie | 1990 | Seriously... Phil Collins | Self | |
| Movie | 2013 | WWII: Saving the Reality | Self - Narrator (voice) | |
| Movie | 1985 | We Are the World: The Story Behind the Song | Self | |
| Movie | 1992 | Two-Fisted Tales | Captain Miligan | |
| Movie | 1994 | The Best of the Blues Brothers | Elwood Blues / Himself | |
| Movie | 2016 | Ghostheads | Self | |
| Movie | 2000 | Loser | Dad | |
| Movie | 2016 | Ghostbusters | Cabbie | |
| Movie | 1983 | The Coneheads | Beldar (Voice) | |
| Movie | 1990 | The Earth Day Special | Vic's Buddy | |
| Movie | 2003 | James Brown: Soul Survivor | | |
| Movie | 1996 | Rainbow | Sheriff Wyatt Hampton | |
| Movie | 1974 | The Gift of Winter | Goodly / Rotten / Maple (voice) | |
| Movie | 2005 | Life O' The Party: On the Road with Prince and the New Power Generation | Self | |
| Movie | 1989 | Saturday Night Live: 15th Anniversary | Self | |
| Movie | 2012 | Sunset Strip | Self | |
| Movie | 2005 | Live from New York: The First 5 Years of Saturday Night Live | Self | |
| Movie | 2004 | Ronnie Hawkins: Still Alive and Kickin | Narrator | |
| Movie | 1998 | Roswell Top Secret | Self | |
| Movie | 1985 | B.B. King: Into the Night | Self | |
| Movie | 2002 | Unconditional Love | Max Beasley | |
| Movie | 2014 | Who You Gonna Call?: A Ghostbusters Retrospective | | |
| Movie | 2014 | Time Is But a Window: Ghostbusters 2 and Beyond | | |
| Movie | 2010 | The Women of SNL | Various (archive footage) | |
| Movie | 2019 | Defend, Conserve, Protect | Narrator | |
| Movie | 2021 | Ghostbusters: Afterlife | Ray Stantz | |
| Movie | 1976 | The Beach Boys: It's OK | Cop #1 | |
| Movie | 2019 | Fantastic Mr. Murray | Self - Interviewee | |
| Movie | 1994 | A Century of Cinema | Self | |
| Movie | 1998 | The Stories Behind the Making of 'The Blues Brothers' | Self | |
| Movie | 1997 | The Arrow | Crawford Gordon Jr. | |
| Movie | 1976 | The Beach Boys: It's OK | Cop #1 | |
| Movie | 2019 | Chris Farley: Anything for a Laugh | | |
| Movie | 1978 | The Things We Did Last Summer | Self | |
| Movie | 2006 | Working with a Master: John Landis | Self | |
| Movie | 2013 | Born In Chicago | Narrator | |
| Movie | 1999 | Tales from the Crypt: The Robert Zemeckis Collection | Captain Milligan | |
| Movie | 2020 | Belushi | Self (archive footage) | |
| Movie | 2016 | Good Fortune | Self | |
| Movie | 1999 | Saturday Night Live: 25th Anniversary Special | Self | |
| Movie | 2010 | Presidential Reunion | Jimmy Carter | |
| Movie | 2025 | You Had to Be There: How the Toronto Godspell Ignited the Comedy Revolution... | | |
| Movie | N/A | Keeper of the Cup | The Keeper | |
| Movie | 1978 | Grateful Dead: The Closing of Winterland | Self | |
| Movie | 2025 | Ladies & Gentlemen... 50 Years of SNL Music | Self | |
| Movie | N/A | Return to the Firehouse: Making Ghostbusters: Frozen Empire | Self | |
| TV Show | 2005 | Living with Fran | | 1 |
| TV Show | 1999 | Family Guy | Dan Aykroyd (voice) | 1 |
| TV Show | 1991 | Home Improvement | Mike Weber | 1 |
| TV Show | 2001 | According to Jim | Danny Michalski | 5 |
| TV Show | 1993 | The Nanny | Repair Man (uncredited) | 1 |
| TV Show | 1989 | Tales from the Crypt | Captain Milligan | 1 |
| TV Show | 1989 | The Simpsons | Postage Stamp Fellow (voice) | 1 |
| TV Show | 1992 | The Tonight Show with Jay Leno | | 1 |
| TV Show | 1993 | Late Night with Conan O'Brien | Self - Guest | 3 |
| TV Show | 1993 | Intimate Portrait | Self | 1 |
| TV Show | 1996 | Psi Factor: Chronicles of the Paranormal | | 88 |
| TV Show | 1995 | Live from the House of Blues | | 1 |
| TV Show | 2019 | The Movies That Made Us | Ray Stantz (archive footage) | 1 |
| TV Show | 1997 | Soul Man | Rev. Mike Weber | 25 |
| TV Show | 1999 | Mark Twain Prize | Self | 1 |
| TV Show | 1975 | Saturday Night Live | Self - Various Characters | 86 |
| TV Show | 1975 | Saturday Night Live | Self - Cameo (uncredited) | 10 |
| TV Show | 1975 | Saturday Night Live | Self - Host | 1 |
| TV Show | 2023 | The UnBelievable with Dan Aykroyd | Self - Host | 30 |
| TV Show | 2014 | Late Night with Seth Meyers | Self | 2 |
| TV Show | 2015 | Dino Hunt Canada | Narrator | 4 |
| TV Show | 1984 | MTV Video Music Awards | Self - Host | 1 |
| TV Show | 1992 | Terry Wogan's Friday Night | Self | 1 |
| TV Show | 2006 | Second City: First Family of Comedy | Self | 3 |
| TV Show | 1997 | The Arrow | Crawford Gordon | 2 |
| TV Show | 2019 | Biography: Comedy Icons | Himself | 1 |
| TV Show | 1996 | The Rosie O'Donnell Show | Self | 1 |
| TV Show | 2014 | The Tonight Show Starring Jimmy Fallon | Self | 1 |
| TV Show | 2024 | A History of the World in Six Glasses | Self | 6 |
| TV Show | 2010 | The Fran Drescher Show | | 1 |
| TV Show | 2018 | The Conners | Buddy | 1 |
| TV Show | 2015 | Jay Leno's Garage | Self | 1 |
| TV Show | 2012 | Inside Comedy | Self | 1 |
| TV Show | 2020 | Reunited Apart | Self | 1 |
| TV Show | 2020 | Hotel Paranormal | | 20 |
| TV Show | 2010 | The Defenders | Judge Max Hunter | 2 |
| TV Show | 2025 | SNL50: Beyond Saturday Night | | 4 |
| TV Show | 1975 | Saturday Night Live | Self / Various (archive footage) | 1 |
| TV Show | 1986 | American Masters | Julia Child (archive footage) | 1 |
| TV Show | 2015 | The Seventies | Self (archive footage) | 1 |
| TV Show | 1974 | Dinah! | Self | 1 |
