| 2024 | Notice to Quit | | Film |
| 2015 | Sharknado 3: Oh Hell No! | Mayor of New York | Film |
| 2014 | Sharknado 2: The Second One | Mayor | Film |
| 2012 | Putzel | Narrator (voice) | Film |
| 2011 | Dirty Movie | The CEO | Film |
| 2011 | Demoted | Bob Farrell | Film |
| 2010 | Robert Klein: Unfair & Unbalanced | Robert Klein | Film |
| 2010 | The Back-Up Plan | Dr. Scott Harris | Film |
| 2010 | Robert Klein: Unfair & Unbalanced | Writer | Film |
| 2006 | Ira & Abby | Seymour Black | Film |
| 2005 | Robert Klein: The Amorous Busboy of Decatur Avenue | Self | Film |
| 2005 | Robert Klein: The Amorous Busboy of Decatur Avenue | Writer | Film |
| 2005 | Robert Klein: The Amorous Busboy of Decatur Avenue | Executive Producer | Film |
| 2004 | The Stones | Stan Stone | TV |
| 2003 | How to Lose a Guy in 10 Days | Phillip Warren | Film |
| 2002 | I'm with Lucy | Dr. Mort Zalkind | Film |
| 2002 | The Safety of Objects | Howard Gold | Film |
| 2002 | People I Know | Dr. Sandy Napier | Film |
| 2002 | Two Weeks Notice | Larry Kelson | Film |
| 2002 | Comedian | Self | Film |
| 2001 | Piñero | Doctor | Film |
| 2001 | Bob Patterson | Landau | TV |
| 2000 | Labor Pains | David Raymond | Film |
| 2000 | Robert Klein: Child in His 50s | Himself | Film |
| 2000 | Robert Klein: Child in His 50s | Writer | Film |
| 1999 | The Contract | Jackson | Film |
| 1999 | Suits | Tom Cranston | Film |
| 1998 | Jerry Seinfeld: I'm Telling You for the Last Time | Self | Film |
| 1998 | Next Stop Wonderland | Arty Lesser | Film |
| 1998 | Monty Python: Live at Aspen | Host | Film |
| 1998 | Primary Colors | Norman Asher | Film |
| 1996 | One Fine Day | Dr. Martin | Film |
| 1995 | Jeffrey | Skip Winkley | Film |
| 1995 | Robert Klein: It All Started Here | Himself | Film |
| 1995 | Robert Klein: It All Started Here | Writer | Film |
| 1994 | Mixed Nuts | Mr. Lobel | Film |
| 1994 | Radioland Murders | Father Writer | Film |
| 1992 | Laurel and Hardy: A Tribute to the Boys | Self | Film |
| 1990 | Tales from the Darkside: The Movie | Wyatt (segment ‘Lover’s Vow’) | Film |
| 1988 | Dangerous Curves | Bam Bam | Film |
| 1986 | Let's Go Mets | Self | Film |
| 1986 | Robert Klein on Broadway | Himself | Film |
| 1986 | Robert Klein on Broadway | Writer | Film |
| 1985 | Poison Ivy | 'Big Irv' Klopper | Film |
| 1984 | Robert Klein: Child of the 50's, Man of the 80's | Himself | Film |
| 1984 | Summer Switch | Bill Andrews | Film |
| 1984 | Robert Klein: Child of the 50's, Man of the 80's | Writer | Film |
| 1982 | Table Settings | | Film |
| 1982 | The Last Unicorn | The Butterfly (voice) | Film |
| 1982 | The Marx Brothers in a Nutshell | Self | Film |
| 1982 | On Location: Robert Klein at Yale | Himself | Film |
| 1982 | On Location: Robert Klein at Yale | Writer | Film |
| 1981 | Nobody's Perfekt | Walter | Film |
| 1979 | The Bell Jar | Lenny | Film |
| 1978 | Hooper | Roger Deal | Film |
| 1977 | Robert Klein Revisited | Himself | Film |
| 1977 | The Gang | | Film |
| 1975 | The Gypsy | | Film |
| 1975 | An Evening with Robert Klein | Himself | Film |
| 1975 | An Evening with Robert Klein | Writer | Film |
| 1972 | Rivals | Peter | Film |
| 1971 | The Pursuit of Happiness | Melvin Lasher | Film |
| 1970 | The Owl and the Pussycat | Barney | Film |
| 1970 | The Landlord | Peter | Film |
| 1934 | Here Is My Heart | Cloche (uncredited) | Film |
| 1932 | The Thirteenth Guest | John Barksdale (uncredited) | Film |
| 1924 | Dante's Inferno | Fiend | Film |