| 2025 | Rust | Harland Rust |
| 2024 | Crescent City | Captain Howell |
| 2024 | Clear Cut | — |
| 2024 | The Case Against Alec Baldwin | Self |
| 2023 | Kid Santa | Santa Claus |
| 2023 | Silent Fallout: Baby Teeth Speak | Narrator (voice) |
| 2023 | Billie's Magic World | Lord Domino |
| 2023 | 97 minutos | Hawkins |
| 2023 | Supercell | Zane Rogers |
| 2022 | The Fruitties (serie) | Mayor Strawberry (voice) |
| 2021 | Alec Baldwin: Unscripted | Self |
| 2021 | Dean Martin: King of Cool | Self |
| 2021 | Broadway: Beyond the Golden Age | Self |
| 2021 | Dr. Death (serie) | Dr. Robert Henderson |
| 2021 | El bebé jefazo: Negocios de familia | Theodore Templeton (voice) |
| 2021 | The Real Hunt for Red October (serie) | Self (archive footage) |
| 2021 | Supongamos que Nueva York es una ciudad (serie) | Self |
| 2020 | My Promise to P.J. | — |
| 2020 | Pixie | Father Hector McGrath |
| 2020 | 30 Rock: A One-Time Special | Jack Donaghy |
| 2020 | The Story of Soaps | Self |
| 2020 | Talking Sopranos (serie) | Self |
| 2019 | Perros árticos | PB (voice) |
| 2019 | Huérfanos de Brooklyn | Moses Randolph |
| 2019 | On Broadway | Self |
| 2019 | Alan Pakula: Going for Truth | Self |
| 2019 | El roast de Alec Baldwin | Self |
| 2019 | Before You Know It | Peter |
| 2019 | Incriminando a John DeLorean | John DeLorean |
| 2019 | It Takes a Lunatic | Self |
| 2019 | Gordon Lightfoot: If You Could Read My Mind | Self |
| 2019 | La Biblioteca (The Public) | — |
| 2019 | What She Said: The Art of Pauline Kael | Self |
| 2019 | Dos padres en apuros | Frank |
| 2018 | Lady Luck: The Making of The Cooler | Self |
| 2018 | Mickey’s 90th Spectacular | Self |
| 2018 | The Alec Baldwin Show (serie) | Self - Host |
| 2018 | Infiltrado en el KKKlan | Dr. Kennebrew Beauregard |
| 2018 | La Nación Del Rey | Self |
| 2018 | Into the Amazon | Theodore Roosevelt (voice) |
| 2017 | Barbra: The Music ... The Mem'ries ... The Magic! | Self (archive footage) |
| 2017 | Will y Grace (serie) | Malcolm |
| 2017 | Historia de un Asesino | Detective McCutcheon |
| 2017 | La lectora | Bill Oakland |
| 2017 | Alec Baldwin: One Night Only | Self |
| 2017 | The Boss Baby and Tim's Treasure Hunt Through Time | Boss Baby (voice) |
| 2017 | El bebé jefazo | Theodore Templeton (voice) |
| 2016 | Tony Bennett Celebrates 90 | Self |
| 2016 | La excepción a la regla | Bob Maheu |
| 2016 | Flatball: A History of Ultimate | Narrator |
| 2016 | París puede esperar | Michael Lockwood |
| 2016 | Back in the Day | Gino Fratelli |
| 2016 | Mike Nichols: An American Master | Self |
| 2015 | La verdad duele | Dr. Julian Bailes |
| 2015 | Andron | Adam |
| 2015 | DARK SIDE of the GREENS | Self |
| 2015 | Aloha | General Dixon |
| 2015 | Live From New York! | Self |
| 2015 | Robert Osborne's 20th Anniversary Tribute | Self |
| 2014 | Siempre Alice | John Howland |
| 2014 | Led Zeppelin Played Here | Self (archive footage) |
| 2014 | Torrente 5: Operación Eurovegas | John Marshall |
| 2014 | The Tonight Show Starring Jimmy Fallon (serie) | Self |
| 2014 | Private Screenings: Robert Osborne | Self - Host |
| 2013 | Blue Jasmine | Hal |
| 2013 | Seducidos y abandonados | Self |
| 2013 | Elaine Stritch: Shoot Me | Himself |
| 2013 | AmeriQua | Mr. Edwards |
| 2012 | El origen de los guardianes | North (voice) |
| 2012 | To Tell the Truth: A History of Documentary Film (1928-1946) | Narrator |
| 2012 | Comedians in Cars Getting Coffee (serie) | Self |
| 2012 | Rock of Ages. La era del rock | Dennis Dupree |
| 2012 | A Roma con amor | John |
| 2011 | Jerry Lewis se hace el loco | Self |
| 2011 | Hick | Beau |
| 2010 | Grandes Migraciones (serie) | Self - Narrator (voice) |
| 2010 | Billy Joel - The Last Play at Shea | Narrator (voice) |
| 2010 | The Marriage Ref (serie) | Self - Panelist |
| 2010 | Paparazzi adolescente | Self |
| 2010 | Thomas & Friends: The Greatest Stories | Narrator |
| 2009 | No es tan fácil | Jake Adler |
| 2009 | La decisión de Anne | Campbell Alexander |
| 2009 | Saturday Night Live: The Best of Amy Poehler | Husband (archive footage) |
| 2009 | Late Night with Jimmy Fallon (serie) | Self |
| 2008 | Viaje a los limites del Universo | Narrator (voice) |
| 2008 | Enemigos públicos. La edad dorada del cine de gangsters | Narrator (voice) |
| 2008 | Una novia para dos | Professor Turner |
| 2008 | Aprender a Vivir | Mickey Bartlett |
| 2008 | Thomas & Friends - Mud Glorious Mud | Narrator |
| 2008 | Role Model: Gene Wilder | Self - Host |
| 2008 | A President to Remember: In the Company of John F. Kennedy | Narrator (voice) |
| 2008 | Stanley Kramer: A Man's Search for Truth | Self |
| 2007 | Thomas & Friends: Ultimate Christmas | Narrator |
| 2007 | La ley de Brooklyn | Caesar |
| 2007 | Historias de Manhattan | Archie Knox |
| 2007 | On Board the Ship of Fools | — |
| 2006 | El buen pastor | Sam Murach |
| 2006 | America's Game: The Super Bowl Champions (serie) | Narrator (voice) |
| 2006 | Recortes de mi vida | Norman Burroughs |
| 2006 | Rockefeller Plaza (serie) | Jack Donaghy |
| 2006 | El hormiguero (serie) | Self |
| 2006 | Rachael Ray (serie) | — |
| 2006 | Thomas and Friends: Thomas' Halloween Adventures | Narrator |
| 2006 | Siempre hay una primera vez | Martin Tennan |
| 2006 | South Pacific: In Concert from Carnegie Hall | Bloody Mary |
| 2006 | Saturday Night Live: The Best of Alec Baldwin | Self / Various |
| 2005 | Dick y Jane, ladrones de risa | Jack McCallister |
| 2005 | Elizabethtown | Phil DeVoss |
| 2005 | ¡Yo soy King Kong! | Narrator |
| 2004 | El aviador | Juan Trippe |
| 2004 | El último golpe | Joe Devine |
| 2004 | The Tony Danza Show (serie) | Invitado especial |
| 2004 | Thomas & Friends: Thomas and the Jet Engine | Narrator |
| 2004 | Thomas & Friends: Best of Gordon | Narrator |
| 2004 | Y entonces llegó ella | Stan Indursky |
| 2004 | The Celebrity Apprentice (serie) | — |
| 2003 | The Cooler | Shelly Kaplow |
| 2003 | El gato | Larry Quinn |
| 2003 | Camino a la guerra | Robert McNamara |
| 2003 | Thomas & Friends: Percy's Chocolate Crunch and Other Thomas Adventures | Narrator |
| 2003 | Thomas & Friends: Thomas' Snowy Surprise & Other Adventures | Narrator |
| 2003 | Las Vegas (serie) | — |
| 2003 | The Ellen DeGeneres Show (serie) | Self |
| 2003 | Thomas & Friends: James and the Red Balloon | Narrator (voice) |
| 2003 | Atajo a la felicidad | Jabez Stone |
| 2003 | Pasos en la sombra | Paul Kane |
| 2003 | Beneath the Surface: The Making of 'The Hunt for Red October' | Self |
| 2003 | Real Time with Bill Maher (serie) | Self |
| 2003 | Jimmy Kimmel Live! (serie) | — |
| 2003 | Broadway: The Golden Age, by the Legends Who Were There | Self |
| 2002 | Saturday Night Live: The Best of Will Ferrell | Charles Nelson Reilly (archive footage) |
| 2002 | Thomas & Friends: Thomas' Christmas Wonderland | Narrator |
| 2002 | Thomas & Friends: Salty's Secret & Other Thomas Adventures | Narrator |
| 2002 | Thomas & Friends: Races, Rescues and Runaways and Other Thomas Adventures | Narrator |
| 2002 | Meet Your Meat | Narrator |
| 2001 | Final Fantasy: The Spirits Within - Aki's Dream Reconstruction | Grey |
| 2001 | Hard Knocks (serie) | Self - Host |
| 2001 | Como perros y gatos | Butch (voice) |
| 2001 | Final fantasy: La fuerza interior | Cap. Gray Edwards (voice) |
| 2001 | Primetime Glick (serie) | — |
| 2001 | Pearl Harbor | James Doolittle |
| 2001 | Clerks: The Animated Series | Leonardo Leonardo |
| 2000 | Mailer on Mailer | — |
| 2000 | State and Main | Bob Berrenger |
| 2000 | Nuremberg (serie) | Supreme Court Justice Robert H. Jackson |
| 2000 | Thomas y sus Amigos: ¡Llamando a las Locomotoras! | Mr. Conductor |
| 2000 | Clerks (serie) | Leonardo Leonardo (voice) |
| 2000 | Spills and Chills & Other Thomas Thrills | Narrator |
| 2000 | Thomas & Friends: Spills & Chills | Narrator (voice) |
| 1999 | Saturday Night Live: Christmas | Pete Schweddy |
| 1999 | Saturday Night Live: The Best of Adam Sandler | Todd (archive footage) (uncredited) |
| 1999 | Ley y orden: Unidad de Víctimas Especiales (serie) | Jimmy MacArthur |
| 1999 | No puedo perderte por algo tan tonto como el sexo | Old Man Dunphy |
| 1999 | Visto para sentencia | Roy Bleakie |
| 1999 | Thomas & Friends: Cranky Bugs & Other Thomas Stories | Narrator |
| 1999 | Entre Ladrones | Mackin |
| 1998 | Intimate Portrait: Sean Connery | Self |
| 1998 | Mercury Rising (Al rojo vivo) | Nicholas Kudrow |
| 1998 | Saturday Night Live: The Best of Phil Hartman | Mr. Cherrywood |
| 1997 | El desafío | Robert Green |
| 1997 | The View (serie) | Self |
| 1997 | Johnny Bravo (serie) | — |
| 1997 | Happy Birthday Elizabeth: A Celebration of Life | Self |
| 1996 | Fantasmas del pasado | Bobby DeLaughter |
| 1996 | Looking for Richard | Self / Duke of Clarence |
| 1996 | The Daily Show (serie) | Self |
| 1996 | Prisioneros del cielo | Dave Robicheaux |
| 1996 | Blacklist: Hollywood on Trial | Narrator |
| 1996 | Coacción a un jurado | Teacher |
| 1995 | A Streetcar Named Desire | Stanley Kowalski |
| 1995 | MADtv (serie) | Self |
| 1995 | Wild Bill: Hollywood Maverick | Self / Narrator |
| 1994 | Friends (serie) | Parker |
| 1994 | Inside the Actors Studio (serie) | Self |
| 1994 | La sombra | Lamont Cranston / The Shadow |
| 1994 | La huida | Carter Doc McCoy |
| 1993 | Malicia | Dr. Jed Hill |
| 1993 | Late Night with Conan O'Brien (serie) | Invitado especial |
| 1992 | Earth and the American Dream | Reader (voice) |
| 1992 | Éxito a cualquier precio | Blake |
| 1992 | The Larry Sanders Show (serie) | Alec Baldwin |
| 1992 | Hechizo de un beso | Peter Hoskins |
| 1991 | Ella siempre dice sí | Charley Pearl |
| 1990 | Alice | Ed |
| 1990 | Sigue soñando (serie) | — |
| 1990 | Miami Blues | Frederick J. Frenger Jr. |
| 1990 | La caza del Octubre Rojo | Jack Ryan |
| 1989 | Los Simpson (serie) | Alec Baldwin (voice) |
| 1989 | Gran bola de fuego | Jimmy Swaggart |
| 1988 | Hablando con la muerte | Dan |
| 1988 | Armas de mujer | Mick Dugan |
| 1988 | Casada con todos | Frank de Marco |
| 1988 | Bitelchús | Adam |
| 1988 | La loca aventura del matrimonio | Davis McDonald |
| 1987 | Álamo: trece días para la gloria | Colonel William Barrett Travis |
| 1986 | Forever, Lulu | Buck |
| 1986 | Dress Gray (serie) | Rysam 'Ry' Slaight |
| 1984 | Thomas y sus amigos (serie) | Narrator (voice) |
| 1984 | The Sheriff and the Astronaut | Sheriff Ed Cassaday |
| 1982 | Hotel (serie) | — |
| 1979 | Knots Landing (serie) | Joshua Rush |
| 1977 | The Hollywood Greats (serie) | — |
| 1975 | Saturday Night Live (serie) | Self - Cameo (uncredited) |
| 1953 | The Oscars (serie) | Self |
