| 2026 | Playing POTUS | Self | Film |
| 2026 | Torrente for President | Donald Trump | Film |
| 2025 | Last Take: Rust and the Story of Halyna | Self (archive footage) | Film |
| 2025 | The Baldwins | Self | TV |
| 2024 | Rust | Harland Rust | Film |
| 2023 | Silent Fallout: Baby Teeth Speak | Narrator (voice) | Film |
| 2022 | TÁR | Alec Baldwin (voice) | Film |
| 2021 | Broadway: Beyond the Golden Age | Self | Film |
| 2021 | The Boss Baby: Family Business | Theodore Templeton (voice) | Film |
| 2019 | Motherless Brooklyn | Moses Randolph | Film |
| 2019 | Before You Know It | Peter | Film |
| 2019 | Framing John DeLorean | John DeLorean | Film |
| 2019 | Alan Pakula: Going for Truth | Self | Film |
| 2018 | The King | Self | Film |
| 2018 | A Star Is Born | Alec Baldwin | Film |
| 2018 | BlacKkKlansman | Dr. Kennebrew Beauregard | Film |
| 2018 | Into the Amazon | Theodore Roosevelt (voice) | Film |
| 2018 | Mission: Impossible - Fallout | Alan Hunley | Film |
| 2017 | Blind | Bill Oakland | Film |
| 2017 | The Boss Baby and Tim's Treasure Hunt Through Time | Boss Baby (voice) | Film |
| 2017 | The Boss Baby | Theodore Templeton (voice) | Film |
| 2016 | Harry Benson: Shoot First | Self | Film |
| 2015 | Aloha | General Dixon | Film |
| 2015 | Concussion | Dr. Julian Bailes | Film |
| 2015 | Mission: Impossible - Rogue Nation | Alan Hunley | Film |
| 2014 | Still Alice | John Howland | Film |
| 2014 | Torrente 5: Operation Eurovegas | Marshall | Film |
| 2013 | Eurotrapped | Mr. Edwards | Film |
| 2013 | Seduced and Abandoned | Self | Film |
| 2013 | Elaine Stritch: Shoot Me | Himself | Film |
| 2013 | Blue Jasmine | Hal | Film |
| 2012 | Rock of Ages | Dennis Dupree | Film |
| 2012 | To Rome with Love | John | Film |
| 2012 | Thomas & Friends: Engine Friends | Narrator (voice) | Film |
| 2012 | Rise of the Guardians | North (voice) | Film |
| 2012 | Hick | Beau | Film |
| 2011 | Method to the Madness of Jerry Lewis | Self | Film |
| 2010 | Teenage Paparazzo | Self | Film |
| 2010 | Thomas & Friends: The Greatest Stories | Narrator (voice) | Film |
| 2010 | Great Migrations | Self - Narrator (voice) | TV |
| 2010 | Billy Joel - The Last Play at Shea | Narrator (voice) | Film |
| 2009 | My Sister's Keeper | Campbell Alexander | Film |
| 2009 | Paul McCartney: Good Evening New York City | Narrator | Film |
| 2009 | Square Roots: The Story of SpongeBob SquarePants | Self | Film |
| 2009 | It's Complicated | Jake Adler | Film |
| 2008 | National Geographic: Journey to the Edge of the Universe | Narrator (voice) | Film |
| 2008 | Six Degrees Could Change The World | Narrator | Film |
| 2008 | My Best Friend's Girl | Professor Turner | Film |
| 2008 | Lymelife | Mickey Bartlett | Film |
| 2008 | Thomas & Friends: Mud Glorious Mud | Narrator (voice) | Film |
| 2008 | Madagascar: Escape 2 Africa | Makunga (voice) | Film |
| 2008 | Public Enemies: The Golden Age of the Gangster Film | Narrator (voice) | Film |
| 2008 | Role Model: Gene Wilder | Self - Host | Film |
| 2007 | Brooklyn Rules | Caesar | Film |
| 2007 | Shortcut to Happiness | Bez Stone | Film |
| 2007 | Suburban Girl | Archie Knox | Film |
| 2007 | Thomas & Friends: Ultimate Christmas | Narrator (voice) | Film |
| 2006 | Mini's First Time | Martin Tennan | Film |
| 2006 | 30 Rock | Jack Donaghy | TV |
| 2006 | Paul McCartney: The Space Within Us | Self | Film |
| 2006 | Thomas & Friends: Thomas' Halloween Adventures | Narrator (voice) | Film |
| 2006 | The Good Shepherd | Sam Murach | Film |
| 2006 | Running with Scissors | Norman Burroughs | Film |
| 2006 | The Departed | Ellerby | Film |
| 2005 | Fun with Dick and Jane | Jack McCallister | Film |
| 2005 | Elizabethtown | Phil DeVoss | Film |
| 2005 | Steve McQueen: The Essence of Cool | Self | Film |
| 2005 | I'm King Kong!: The Exploits of Merian C. Cooper | Narrator | Film |
| 2004 | The Last Shot | Joe Devine | Film |
| 2004 | The Fairly OddParents: Channel Chasers | Adult Timmy Turner (voice) | Film |
| 2004 | Thomas & Friends: Thomas and the Jet Engine | Narrator (voice) | Film |
| 2004 | Along Came Polly | Stan Indursky | Film |
| 2004 | The SpongeBob SquarePants Movie | Dennis (voice) | Film |
| 2004 | The Aviator | Juan Trippe | Film |
| 2003 | The Cooler | Shelly Kaplow | Film |
| 2003 | Second Nature | Paul Kane | Film |
| 2003 | Path to War | Robert McNamara | Film |
| 2003 | Thomas & Friends: Percy's Chocolate Crunch | Narrator (voice) | Film |
| 2003 | Thomas & Friends: Best of Gordon | Narrator (voice) | Film |
| 2003 | Thomas & Friends: Thomas' Snowy Surprise | Narrator (voice) | Film |