- Diamond
2026 Jimbo
- The Phoenician Scheme
2025 God
- The Friend
2025 Walter
- Riff Raff
2025 Lefty
- Ghostbusters: Frozen Empire
2024 Peter Venkman
- DEVO
2024 Phil Connors (archive footage) (uncredited)
- An SNL Thanksgiving
2024 (archive footage)
- Ant-Man and the Wasp: Quantumania
2023 Lord Krylar
- The Greatest Beer Run Ever
2022 The Colonel
- The French Dispatch of the Liberty, Kansas Evening Sun
2021 Arthur Howitzer, Jr.
- Ghostbusters: Afterlife
2021 Peter Venkman
- New Worlds, The Cradle of Civilization
2021 Producer
- On the Rocks
2020 Felix
- The Dead Don't Die
2019 Chief Cliff Robertson
- Zombieland: Double Tap
2019 Bill Murray
- Loopers: The Caddie's Long Walk
2019 Narrator
- Isle of Dogs
2018 Boss (voice)
- The Bill Murray Experience
2017 Himself
- The Jungle Book
2016 Baloo (voice)
- Ghostbusters
2016 Martin Heiss
- Rock the Kasbah
2015 Richie Lanz
- Aloha
2015 Carson Welch
- A Very Murray Christmas
2015 Writer
- The Grand Budapest Hotel
2014 M. Ivan
- The Monuments Men
2014 Sgt. Richard Campbell
- St. Vincent
2014 Vincent MacKenna
- Dumb and Dumber To
2014 Ice Pick
- Final Cut: Ladies and Gentlemen
2012 (archive footage)
- Hyde Park on Hudson
2012 Franklin D. Roosevelt
- Moonrise Kingdom
2012 Mr. Bishop
- Passion Play
2011 Happy Shannon
- Get Low
2010 Frank Quinn
- Ballhawks
2010 Narrator
- The Women of SNL
2010 Richard Dawson / Various (archive footage)
- Fantastic Mr. Fox
2009 Clive Badger (voice)
- The Limits of Control
2009 American
- Zombieland
2009 Bill Murray
- Get Smart
2008 Agent 13
- City of Ember
2008 Mayor Cole
- The Darjeeling Limited
2007 The Businessman
- FCU: Fact Checkers Unit
2007 Bill Murray
- Garfield: A Tail of Two Kitties
2006 Garfield (voice)
- Broken Flowers
2005 Don Johnston
- The Lost City
2005 The Writer
- Saturday Night Live: The Best of Dan Aykroyd
2005 Various Characters (archive footage)
- Coffee and Cigarettes
2004 Bill Murray (segment "Delirium")
- The Life Aquatic with Steve Zissou
2004 Steve Zissou
- Garfield
2004 Garfield (voice)
- This Old Cub
2004 Himself
- Lost in Translation
2003 Bob Harris
- Can't Buy Me Lunch: Another Look at The Rutles
2003 Bill Murray The K. (archive footage)
- The Royal Tenenbaums
2001 Raleigh St. Clair
- Osmosis Jones
2001 Frank Detorre
- Speaking of Sex
2001 Ezri Stovall
- Hamlet
2000 Polonius
- Charlie's Angels
2000 John Bosley
- Cradle Will Rock
1999 Tommy Crickshaw
- Caddyshack: The 19th Hole
1999 Carl Spackler (archive footage)
- Wild Things
1998 Kenneth Bowden
- Rushmore
1998 Herman Blume
- With Friends Like These
1998 Maurice Melnick
- The Man Who Knew Too Little
1997 Wallace Ritchie
- Space Jam
1996 Bill Murray
- Kingpin
1996 Ernie McCracken
- Larger Than Life
1996 Jack Corcoran
- R.E.M.: Rough Cut
1995 Himself
- Ed Wood
1994 Bunny Breckinridge
- Confessions of a Hitman
1994 Executive Producer
- Groundhog Day
1993 Phil
- Mad Dog and Glory
1993 Frank Milo
- What About Bob?
1991 Bob Wiley
- Quick Change
1990 Director
- Ghostbusters II
1989 Dr. Peter Venkman
- Scrooged
1988 Francis Cross
- She's Having a Baby
1988 Bill Murray (uncredited)
- Little Shop of Horrors
1986 Arthur Denton
- The Best of John Belushi
1985 Various Characters
- Ghostbusters
1984 Dr. Peter Venkman
- The Razor's Edge
1984 Screenplay
- Nothing Lasts Forever
1984 Ted Breughel
- Tootsie
1982 Jeff Slater
- Twilight Theatre
1982 Lefty in 'First Film'
- Fun & Games
1982
- Stripes
1981 John Winger
- Steve Martin's Best Show Ever
1981 Bytes
- Cut Flowers
1981
- Caddyshack
1980 Carl Spackler
- Where the Buffalo Roam
1980 Dr. Hunter S. Thompson
- The Missing Link
1980 Dragon (voice)
- Bill Murray Live from the Second City
1980 Writer
- Meatballs
1979 Tripper Harrison
- Mr. Mike's Mondo Video
1979 Man on the Street
- Perchance to Dream
1979 Honker
- Loose Shoes
1978 Lefty
- The Rutles: All You Need Is Cash
1978 Bill Murray the K.
- The Dogs
1978
- Next Stop, Greenwich Village
1976 Nick Kessel (uncredited)
- Super Bowl
1976 Himself
- Twilight Park
Mime Ringleader
- Bum's Rush
Bum
- The Ploughmen
Cooper County Sheriff
- Epiphany
Executive Producer
- Quiet Land
Connor McCluskey
