| Movie | 1999 | Notting Hill | Jeff King (uncredited) | |
| Movie | 2006 | The Good Shepherd | Sam Murach | |
| Movie | 1988 | Talk Radio | Dan | |
| Movie | 2006 | The Departed | Ellerby | |
| Movie | 1994 | The Getaway | Carter Doc McCoy | |
| Movie | 2001 | Final Fantasy: The Spirits Within | Cap. Gray Edwards (voice) | |
| Movie | 2001 | Pearl Harbor | James Doolittle | |
| Movie | 2009 | My Sister's Keeper | Campbell Alexander | |
| Movie | 1990 | The Hunt for Red October | Dr. Jack Ryan | |
| Movie | 2008 | Madagascar: Escape 2 Africa | Makunga (voice) | |
| Movie | 1993 | Malice | Dr. Jed Hill | |
| Movie | 1988 | Married to the Mob | 'Cucumber' Frank de Marco | |
| Movie | 2012 | To Tell the Truth: A History of Documentary Film (1928-1946) | Narrator | |
| Movie | 2003 | The Cat in the Hat | Larry Quinn | |
| Movie | 1988 | Working Girl | Mick Dugan | |
| Movie | 2004 | The Aviator | Juan Trippe | |
| Movie | 1992 | Prelude to a Kiss | Peter Hoskins | |
| Movie | 1988 | Beetlejuice | Adam | |
| Movie | 2003 | The Cooler | Shelly Kaplow | |
| Movie | 2023 | 97 Minutes | Hawkins | |
| Movie | 2000 | State and Main | Bob Berrenger | |
| Movie | 1999 | The Confession | Roy Bleakie | |
| Movie | 2009 | It's Complicated | Jake Adler | |
| Movie | 2004 | Along Came Polly | Stan Indursky | |
| Movie | 2003 | Path to War | Robert McNamara | |
| Movie | 2008 | Lymelife | Mickey Bartlett | |
| Movie | 2010 | I'm Still Here | Self (archive footage) (uncredited) | |
| Movie | 2006 | Running with Scissors | Norman Burroughs | |
| Movie | 2008 | The Masterpiece That Almost Wasn't | Self | |
| Movie | 2023 | Kid Santa | Santa Claus | |
| Movie | 2005 | Fun with Dick and Jane | Jack McCallister | |
| Movie | 1989 | Great Balls of Fire! | Jimmy Swaggart | |
| Movie | 2024 | Billie's Magic World | Lord Domino | |
| Movie | 2004 | The SpongeBob SquarePants Movie | Dennis (voice) | |
| Movie | 1991 | The Marrying Man | Charley Pearl | |
| Movie | 1996 | Ghosts of Mississippi | Bobby DeLaughter | |
| Movie | 1990 | Alice | Ed | |
| Movie | 2008 | Six Degrees Could Change The World | Narrator | |
| Movie | 1998 | Mercury Rising | Nicholas Kudrow | |
| Movie | 1994 | The Shadow | Lamont Cranston / The Shadow | |
| Movie | 2001 | The Royal Tenenbaums | Narrator (voice) | |
| Movie | 1997 | The Edge | Robert Green | |
| Movie | 1992 | Glengarry Glen Ross | Blake | |
| Movie | 2004 | The Last Shot | Joe Devine | |
| Movie | 1995 | Wild Bill: Hollywood Maverick | Self / Narrator | |
| Movie | 2005 | Elizabethtown | Phil DeVoss | |
| Movie | 1996 | The Juror | Teacher | |
| Movie | 2007 | Brooklyn Rules | Caesar | |
| Movie | 1988 | She's Having a Baby | Davis McDonald | |
| Movie | 2007 | Shortcut to Happiness | Jabez Stone | |
| Movie | 2007 | Suburban Girl | Archie Knox | |
| Movie | 2008 | My Best Friend's Girl | Professor Turner | |
| Movie | 2021 | Dean Martin: King of Cool | Self | |
| Movie | 1996 | Looking for Richard | Self / Duke of Clarence | |
| Movie | 1999 | Outside Providence | Old Man Dunphy | |
| Movie | 2021 | Alec Baldwin: Unscripted | Self | |
| Movie | 1996 | Heaven's Prisoners | Dave Robicheaux | |
| Movie | 1990 | Miami Blues | Frederick J. Frenger Jr. | |
| Movie | 2006 | Mini's First Time | Martin Tennan | |
| Movie | 2000 | Thomas and the Magic Railroad | Mr. Conductor | |
| Movie | 1998 | Intimate Portrait: Sean Connery | Self | |
| Movie | 2010 | Billy Joel - The Last Play at Shea | Narrator (voice) | |
| Movie | N/A | Hollywood Heist | | |
| Movie | 2008 | National Geographic: Journey to the Edge of the Universe | Narrator (voice) | |
| Movie | 1999 | Thick as Thieves | Mackin | |
| Movie | 2014 | Led Zeppelin Played Here | Self (archive footage) | |
| Movie | 2012 | Rise of the Guardians | North (voice) | |
| Movie | 2012 | To Rome with Love | John | |
| Movie | 2003 | Second Nature | Paul Kane | |
| Movie | 2012 | Rock of Ages | Dennis Dupree | |
| Movie | N/A | Kent State | Robert I. White | |
| Movie | 2005 | I'm King Kong!: The Exploits of Merian C. Cooper | Narrator | |
| Movie | 2010 | Teenage Paparazzo | Self | |
| Movie | 2007 | On Board the Ship of Fools | | |
| Movie | 2012 | Hick | Beau | |
| Movie | 2003 | Broadway: The Golden Age, by the Legends Who Were There | Self | |
| Movie | 2002 | Meet Your Meat | Narrator | |
| Movie | 2011 | Method to the Madness of Jerry Lewis | Self | |
| Movie | 2008 | Public Enemies: The Golden Age of the Gangster Film | Narrator (voice) | |
| Movie | 1996 | Blacklist: Hollywood on Trial | Narrator | |
| Movie | 1995 | A Streetcar Named Desire | Stanley Kowalski | |
| Movie | 2013 | Blue Jasmine | Hal | |
| Movie | 2020 | My Promise to P.J. | | |
| Movie | 2013 | Seduced and Abandoned | Self | |
| Movie | 2024 | Atrabilious | Proctor Carlisle | |
| Movie | 2013 | Elaine Stritch: Shoot Me | Himself | |
| Movie | 2008 | Role Model: Gene Wilder | Self - Host | |
| Movie | 2013 | Eurotrapped | Mr. Edwards | |
| Movie | 2014 | Torrente 5 | John Marshall | |
| Movie | 2023 | Silent Fallout: Baby Teeth Speak | Narrator (voice) | |
| Movie | 2008 | A President to Remember: In the Company of John F. Kennedy | Narrator (voice) | |
| Movie | 1987 | The Alamo: Thirteen Days to Glory | Colonel William Barrett Travis | |
| Movie | 2014 | Still Alice | John Howland | |
| Movie | 2006 | South Pacific: In Concert from Carnegie Hall | Bloody Mary | |
| Movie | 2015 | Mission: Impossible - Rogue Nation | Alan Hunley | |
| Movie | 1999 | Saturday Night Live: Christmas | Pete Schweddy | |
| Movie | 2016 | Rules Don't Apply | Bob Maheu | |
| Movie | 2002 | Saturday Night Live: The Best of Will Ferrell | Charles Nelson Reilly (archive footage) | |
| Movie | 2009 | SNL Presents: A Very Gilly Christmas | (archive footage) | |
| Movie | 2014 | A Dangerous Game | Self | |
| Movie | 1985 | Love on the Run | Sean Carpenter | |
| Movie | 2017 | The Boss Baby | Theodore Templeton (voice) | |
| Movie | 2007 | Thomas & Friends: Ultimate Christmas | Narrator | |
| Movie | 2003 | Thomas & Friends: Best of Gordon | Narrator | |
| Movie | 2003 | Saturday Night Live: The Best of Chris Farley | Quiz Kings Contestant (archive footage) (uncredited) | |
| Movie | 2003 | Thomas & Friends: James and the Red Balloon | Narrator (voice) | |
| Movie | 2004 | Thomas & Friends: Thomas and the Jet Engine | Narrator | |
| Movie | 2022 | TÁR | Alec Baldwin (voice) | |
| Movie | 2015 | Concussion | Dr. Julian Bailes | |
| Movie | 2009 | Saturday Night Live: The Best of Amy Poehler | Husband (archive footage) | |
| Movie | 2005 | Steve McQueen: The Essence of Cool | Self | |
| Movie | 2009 | Square Roots: The Story of SpongeBob SquarePants | Self | |
| Movie | 1998 | Saturday Night Live: The Best of Phil Hartman | Mr. Cherrywood | |
| Movie | 2024 | Crescent City | Captain Howell | |
| Movie | 2008 | Stanley Kramer: A Man's Search for Truth | Self | |
| Movie | 2015 | Live from New York! | Self | |
| Movie | 2015 | Aloha | General Dixon | |
| Movie | 2019 | What She Said: The Art of Pauline Kael | Self | |
| Movie | 1984 | Sweet Revenge | Maj. Alex Breen | |
| Movie | 2006 | Saturday Night Live: The Best of Alec Baldwin | Self / Various | |
| Movie | 2000 | Thomas & Friends: Thomas' Christmas Wonderland | Narrator | |
| Movie | 2017 | Barbra: The Music ... The Mem'ries ... The Magic! | Self (archive footage) | |
| Movie | 2012 | The Shadow Knows | Self (archive footage) | |
| Movie | 1986 | Forever, Lulu | Buck | |
| Movie | 2017 | Blind | Bill Oakland | |
| Movie | 2016 | Back in the Day | Gino Fratelli | |
| Movie | 2019 | Drunk Parents | Frank | |
| Movie | 2003 | Thomas & Friends: Percy's Chocolate Crunch | Narrator | |
| Movie | 2016 | Paris Can Wait | Michael Lockwood | |
| Movie | 2010 | Thomas & Friends: The Greatest Stories | Narrator | |
| Movie | 2016 | Mike Nichols: An American Master | Self | |
| Movie | 2015 | DARK SIDE of the GREENS | Self | |
| Movie | 2021 | The Boss Baby: Family Business | Theodore Templeton (voice) | |
| Movie | 2015 | Andron | Adam | |
| Movie | 2007 | Crossing Criminal Cultures | Self | |
| Movie | 2003 | Thomas & Friends: Thomas' Snowy Surprise | Narrator | |
| Movie | 2024 | Clear Cut | Sam | |
| Movie | 1999 | SNL: The Best of Adam Sandler | Todd (archive footage) (uncredited) | |
| Movie | 2024 | The Case Against Alec Baldwin | Self | |
| Movie | 2007 | Wind | Narrator | |
| Movie | 2019 | Arctic Dogs | PB (voice) | |
| Movie | 1997 | Happy Birthday Elizabeth: A Celebration of Life | Self | |
| Movie | 2016 | Harry Benson: Shoot First | Self | |
| Movie | 2003 | Beneath the Surface: The Making of 'The Hunt for Red October' | Self | |
| Movie | 2001 | Cats & Dogs | Butch (voice) | |
| Movie | 2000 | Mailer on Mailer | | |
| Movie | 2004 | The Fairly OddParents: Channel Chasers | Adult Timmy Turner (voice) | |
| Movie | 2019 | The Public | | |
| Movie | 2015 | Robert Osborne's 20th Anniversary Tribute | Self | |
| Movie | 2018 | Mission: Impossible - Fallout | Alan Hunley | |
| Movie | 2017 | The Boss Baby and Tim's Treasure Hunt Through Time | Boss Baby (voice) | |
| Movie | 2017 | Alec Baldwin: One Night Only | Self | |
| Movie | 2018 | The King | Self | |
| Movie | 2008 | Thomas & Friends: Mud Glorious Mud | Narrator | |
| Movie | 2017 | An Imperfect Murder | Detective McCutcheon | |
| Movie | 2016 | Flatball: A History of Ultimate | Narrator | |
| Movie | 2016 | Tony Bennett Celebrates 90 | Self | |
| Movie | 2019 | Motherless Brooklyn | Moses Randolph | |
| Movie | 1999 | Thomas & Friends: Cranky Bugs | Narrator | |
| Movie | 2018 | BlacKkKlansman | Dr. Kennebrew Beauregard | |
| Movie | 2018 | Into the Amazon | Theodore Roosevelt (voice) | |
| Movie | 2019 | Framing John DeLorean | John DeLorean | |
| Movie | 2019 | Before You Know It | Peter | |
| Movie | 2018 | Mickey’s 90th Spectacular | Self | |
| Movie | 2010 | The Women of SNL | Various (archive footage) | |
| Movie | 1998 | Saturday Night Live: A Tribute to Chris Farley | Self | |
| Movie | 1984 | The Sheriff and the Astronaut | Sheriff Ed Cassaday | |
| Movie | 2018 | A Star Is Born | Alec Baldwin | |
| Movie | 2019 | Comedy Central Roast of Alec Baldwin | Self | |
| Movie | 1995 | Two Bits | Narrator | |
| Movie | 2019 | It Takes a Lunatic | Self | |
| Movie | 2020 | Pixie | Father Hector McGrath | |
| Movie | 2002 | The Adventures of Pluto Nash | M.Z.M | |
| Movie | 1992 | Earth and the American Dream | Reader (voice) | |
| Movie | 2020 | Chick Fight | Murphy | |
| Movie | 2006 | Paul McCartney: The Space Within Us | Self | |
| Movie | 2020 | The Story of Soaps | Self | |
| Movie | 2025 | Rust | Harland Rust | |
| Movie | 2019 | On Broadway | Self | |
| Movie | 2020 | 30 Rock: A One-Time Special | Jack Donaghy | |
| Movie | 2001 | Final Fantasy: The Spirits Within - Aki's Dream Reconstruction | Grey | |
| Movie | 2000 | Thomas & Friends: Spills & Chills | Narrator (voice) | |
| Movie | 2018 | Lady Luck: The Making of The Cooler | Self | |
| Movie | 2019 | Gordon Lightfoot: If You Could Read My Mind | Self | |
| Movie | 2019 | Alan Pakula: Going for Truth | Self | |
| Movie | 1999 | Saturday Night Live: 25th Anniversary Special | Self | |
| Movie | 2001 | Breaking the Silence: The Making of Hannibal | Self | |
| Movie | 2014 | Private Screenings: Robert Osborne | Self - Host | |
| Movie | 2000 | The Acting Class | Self | |
| Movie | 2020 | Flint | Narrator (voice) | |
| Movie | 2023 | Supercell | Zane Rogers | |
| Movie | 2021 | Broadway: Beyond the Golden Age | Self | |
| Movie | 2020 | The Paley Center Salutes Law & Order: SVU | (archive footage) | |
| Movie | 2001 | Thomas & Friends: Trackside Tunes | Narrator (voice) | |
| Movie | 2000 | Thomas & Friends: Make Someone Happy | Narrator | |
| Movie | 1999 | Thomas & Friends: Races, Rescues & Runaways | Narrator | |
| Movie | 2002 | Thomas & Friends: Salty's Secret | Narrator | |
| Movie | 2006 | Thomas & Friends: Thomas' Halloween Adventures | Narrator | |
| Movie | 2000 | Spills and Chills & Other Thomas Thrills | Narrator | |
| Movie | N/A | Playing POTUS | Self | |
| Movie | 1994 | Masters of Illusion: The Wizards of Special Effects | Self | |
| Movie | 2009 | Paul McCartney: Good Evening New York City | Narrator | |
| Movie | 2005 | Thomas & Friends: Quarry Adventures on Sodor | Narrator | |
| Movie | 2025 | Ladies & Gentlemen... 50 Years of SNL Music | Self | |
| Movie | 2025 | SNL50: The Homecoming Concert | Self | |
| Movie | 2007 | America's Game: 1972 Miami Dolphins | Self - Narrator | |
| Movie | 2025 | Last Take: Rust and the Story of Halyna | Self (archive footage) | |
| Movie | 2011 | Saturday Night Live: The Best of '09/'10 | | |
| Movie | N/A | The Cutting Room Floor | | |
| Movie | 2026 | Don't Call Me Columbo | | |
| Movie | 1999 | Thomas & Friends: Races, Rescues and Runaways | | |
| Movie | 2017 | Water and Sugar – Carlo Di Palma: The Colours of Life | Self | |
| TV Show | 1969 | Sesame Street | | 1 |
| TV Show | 1994 | Inside the Actors Studio | Self | 2 |
| TV Show | 2003 | The Ellen DeGeneres Show | Self | 2 |
| TV Show | 2004 | The Tony Danza Show | Self - Guest | 1 |
| TV Show | 2003 | Jimmy Kimmel Live! | | 1 |
| TV Show | 1996 | The Daily Show | Self | 3 |
| TV Show | 1994 | Friends | Parker | 2 |
| TV Show | 1983 | Cutter to Houston | | 9 |
| TV Show | 2003 | Las Vegas | Jack Keller | 2 |
| TV Show | 1997 | Johnny Bravo | | 1 |
| TV Show | 2021 | Pretend It's a City | Self | 7 |
| TV Show | 1997 | The View | Self | 7 |
| TV Show | 2003 | Nip/Tuck | Dr. Barrett Moore | 1 |
| TV Show | 1982 | Hotel | | 1 |
| TV Show | 1979 | Knots Landing | Joshua Rush | 40 |
| TV Show | 2004 | The Celebrity Apprentice | | 1 |
| TV Show | 2005 | Too Late with Adam Carolla | | 1 |
| TV Show | 2006 | 30 Rock | Jack Donaghy | 138 |
| TV Show | 1998 | Will & Grace | Malcolm Widmark | 6 |
| TV Show | 1995 | MADtv | Self | 1 |
| TV Show | 1993 | Late Night with Conan O'Brien | Self - Guest | 3 |
| TV Show | 2000 | Nuremberg | Supreme Court Justice Robert H. Jackson | 2 |
| TV Show | 2002 | The Hamptons | Self | 2 |
| TV Show | 2010 | The Marriage Ref | Self - Panelist | 2 |
| TV Show | 2008 | Rosie Live | | 1 |
| TV Show | 1977 | The Hollywood Greats | | 1 |
| TV Show | 1953 | The Oscars | Self | 4 |
| TV Show | 1990 | Dream On | | 1 |
| TV Show | 1989 | The Simpsons | Caleb Thorn (voice) | 1 |
| TV Show | 1989 | The Simpsons | Alec Baldwin (voice) | 1 |
| TV Show | 2010 | Great Migrations | Self - Narrator (voice) | 7 |
| TV Show | 1992 | The Larry Sanders Show | Alec Baldwin | 1 |
| TV Show | 1956 | Tony Awards | Self - Presenter | 2 |
| TV Show | 1999 | Law & Order: Special Victims Unit | Jimmy MacArthur | 1 |
| TV Show | 2006 | El hormiguero | Self | 1 |
| TV Show | 2014 | The Tonight Show Starring Jimmy Fallon | Self | 2 |
| TV Show | 1984 | Thomas & Friends | Narrator (voice) | 52 |
| TV Show | 2021 | The Real Hunt for Red October | Self (archive footage) | 2 |
| TV Show | 1986 | Dress Gray | Rysam 'Ry' Slaight | 2 |
| TV Show | 2016 | Match Game | Self - Host | 65 |
| TV Show | 2022 | The Fruitties | Mayor Strawberry (voice) | 7 |
| TV Show | 1975 | Saturday Night Live | Self - Host | 17 |
| TV Show | 1975 | Saturday Night Live | Self - Cameo (uncredited) | 60 |
| TV Show | 2018 | The Alec Baldwin Show | Self - Host | 8 |
| TV Show | 2012 | Comedians in Cars Getting Coffee | Self | 2 |
| TV Show | 2012 | NFL Honors | Himself | 3 |
| TV Show | 2006 | Rachael Ray | | 1 |
| TV Show | 2021 | Dr. Death | Dr. Robert Henderson | 8 |
| TV Show | 2017 | Will & Grace | Malcolm | 4 |
| TV Show | 1997 | The View | Self - Guest Co-Host | 1 |
| TV Show | 2003 | Real Time with Bill Maher | Self | 4 |
| TV Show | 2001 | Primetime Glick | | 1 |
| TV Show | 2006 | America's Game: The Super Bowl Champions | Narrator (voice) | 10 |
| TV Show | 2009 | Late Night with Jimmy Fallon | Self | 1 |
| TV Show | 2000 | Clerks | Leonardo Leonardo (voice) | 6 |
| TV Show | 2010 | Conan | Self | 2 |
| TV Show | 2020 | Talking Sopranos | Self | 1 |
| TV Show | 1999 | Test Pilots | Narrator | 1 |
| TV Show | 2001 | Hard Knocks | Self - Host | 6 |
| TV Show | 2025 | The Baldwins | Self | 8 |
| TV Show | 1956 | Tony Awards | Self - Nominee/ Presenter | 1 |
