David Duchovny
- See You When I See You
2026 Robert Whistler
- FEEL
2025 Sitter 7
- Adam the First
2024 James
- Veselka: The Rainbow on the Corner at the Center of the World
2024 Narrator (voice)
- Reverse the Curse
2024 Director
- You People
2023 Arnold
- Pet Sematary: Bloodlines
2023 Bill Baterman
- What Happens Later
2023 Executive Producer
- The Estate
2022 Richard
- The Bubble
2022 Dustin Mulray
- The Craft: Legacy
2020 Adam
- Phantom
2013 Bruni
- Louder Than Words
2013 John Fareri
- Goats
2012 Goat Man
- The Joneses
2010 Steve Jones
- The X-Files: I Want to Believe
2008 Fox Mulder
- Things We Lost in the Fire
2007 Steven Burke
- The Secret
2007 Dr. Benjamin Marris
- The TV Set
2007 Mike Klein
- Quantum Hoops
2007 Narrator
- Queer Duck: The Movie
2006 Tiny Jesus (voice)
- Trust the Man
2005 Tom
- House of D
2004 Director
- Connie and Carla
2004 Jeff
- Full Frontal
2002 Gus
- Evolution
2001 Dr. Ira Kane
- Zoolander
2001 J.P. Prewitt
- Return to Me
2000 Bob Rueland
- SNL: The Best of Adam Sandler
1999 Pauline (archive footage) (uncredited)
- The X-Files
1998 Fox Mulder
- Akte X Intern - Was Sie schon immer wissen wollten
1998 Fox Mulder / Self
- Red Shoe Diaries 8: Night of Abandon
1998 Jake Winters (archive footage)
- Skip Chasers
1998
- Playing God
1997 Dr. Eugene Sands
- Red Shoe Diaries Movie 10: Some Things Never Change
1996 Jake Winters (archive footage)
- Red Shoe Diaries 6: How I Met My Husband
1996 Jake Winters (archive footage)
- Red Shoe Diaries 5: Weekend Pass
1995 Jake Winters (archive footage)
- Red Shoe Diaries 4: Auto Erotica
1994 Jake Winters (archive footage)
- Kalifornia
1993 Brian Kessler
- Red Shoe Diaries 2: Double Dare
1993 Jake Winters (archive footage)
- Red Shoe Diaries 3: Another Woman's Lipstick
1993 Jake Winters (archive footage)
- Red Shoe Diaries
1992 Jake Winters
- Beethoven
1992 Brad
- Ruby
1992 Officer Tippit
- Baby Snatcher
1992 David Anderson
- Chaplin
1992 Rollie Totheroh
- Venice/Venice
1992 Dylan
- The Rapture
1991 Randy
- Don't Tell Mom the Babysitter's Dead
1991 Bruce
- Denial
1990 John
- Julia Has Two Lovers
1990 Daniel
- New Year's Day
1990 Billy
- Bad Influence
1990 Clue Goer with Glasses
- Working Girl
1988 Tess's Birthday Party Friend
- Soapbox
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