Filmography
| Role | Title | Year | Character |
|---|---|---|---|
| Actor | Hercule | 1997 | Hermes |
| Actor | Saturday Night Live | Paul Shaffer | |
| Actor | The Masked Singer (US) | Skeleton | |
| Actor | Hercule | Hermes | |
| Actor | Blues Brothers 2000 | 1998 | Marco |
| Actor | Sharknado : The 4th Awakens | 2016 | Paul Shaffer |
| Actor | Late Show with David Letterman | Band Leader | |
| Actor | Spinal Tap | 1984 | Artie Fufkin |
| Actor | A Very Murray Christmas | 2015 | Paul Shaffer |
| Actor | Hercules: Zero to Hero | 1999 | Hermes |
| Crew | Late Night With David Letterman | ||
| Actor | The Best of the Blues Brothers | 1994 | Himself (archive footage) |
| Actor | Love, Gilda | 2018 | Himself |
| Actor | Always at The Carlyle | 2018 | Himself |
| Actor | Being Canadian | 2015 | Himself |