Filmography
| Role | Title | Year | Character |
|---|---|---|---|
| Actor | Uma Noite no Museu 2 | 2009 | Ivan the Terrible |
| Actor | Saturday Night Live | Christopher Guest | |
| Actor | A Princesa Prometida | 1987 | Count Tyrone Rugen |
| Actor | Questão de Honra | 1992 | Dr. Stone |
| Actor | O Primeiro Mentiroso | 2009 | Nathan Goldfrappe |
| Actor | Little Shop of Horrors | 1986 | The First Customer |
| Actor | Pequenos Guerreiros | 1998 | Slamfist / Scratch-It |
| Actor | This Is Spinal Tap | 1984 | |
| Writer | This Is Spinal Tap | 1984 | |
| Actor | Best in Show | 2000 | Harlan Pepper |
| Director | Best in Show | 2000 | |
| Writer | Best in Show | 2000 | |
| Actor | Desejo de Matar | 1974 | Patrolman Reilly |
| Actor | Bob Esponja: Que Bob? Que Calça? | 2008 | Stanley S. SquarePants |
| Actor | Waiting for Guffman | 1996 | Corky St. Clair |
| Director | Waiting for Guffman | 1996 | |
| Writer | Waiting for Guffman | 1996 | |
| Actor | Mascots | 2016 | Corky St. Clair |
| Writer | Mascots | 2016 | |
| Director | Mascots | 2016 | |
| Actor | A Mighty Wind | 2003 | Alan Barrows |
| Director | A Mighty Wind | 2003 | |
| Writer | A Mighty Wind | 2003 | |
| Director | Almost Heroes | 1998 | |
| Actor | For Your Consideration | 2006 | Jay Berman |
| Director | For Your Consideration | 2006 | |
| Writer | For Your Consideration | 2006 | |
| Actor | The Long Riders | 1980 | Charlie Ford |
| Actor | Girlfriends | 1978 | Eric |
| Actor | Mrs Henderson Presents | 2005 | Lord Cromer |
| Director | The Big Picture | 1989 | |
| Writer | The Big Picture | 1989 | |
| Writer | The Big Picture | 1989 | |
| Actor | The Hot Rock | 1972 | Policeman |
| Director | Attack of the 50 Ft. Woman | 1993 | |
| Actor | Drunk Stoned Brilliant Dead: The Story of the National Lampoon | 2015 | Himself / Actor |
| Actor | The Missing Link | 1980 | No Lobes |
| Actor | The Fortune | 1975 | Boy Lover |
| Actor | Misery Loves Comedy | 2015 | Himself |
| Actor | Mr. Warmth: The Don Rickles Project | 2007 | Himself |
| Actor | Spinal Tap: The Final Tour | 1994 | Nigel Tufnel |
| Writer | Spinal Tap: The Final Tour | 1994 |