| 2024 | Cazafantasmas: Imperio helado | Ray Stantz |
| 2024 | A History of the World in Six Glasses (serie) | Self |
| 2023 | The UnBelievable with Dan Aykroyd (serie) | Self - Host |
| 2023 | Zombie Town | Len Carver |
| 2021 | Who Saw the Men in Black | self |
| 2020 | Belushi | Self (archive footage) |
| 2020 | Hotel Paranormal (serie) | — |
| 2020 | Reunited Apart (serie) | Self |
| 2020 | Cleanin' Up the Town: Remembering Ghostbusters | Self |
| 2019 | Las películas que vimos (serie) | Ray Stantz (archive footage) |
| 2019 | Fantástico Sr. Murray | Self - Interviewee |
| 2019 | Defend, Conserve, Protect | Narrator |
| 2019 | Biography: Comedy Icons (serie) | Himself |
| 2018 | Los Conners (serie) | Buddy |
| 2016 | Bill Murray: The Kennedy Center Mark Twain Prize | Self |
| 2016 | Good Fortune | Self |
| 2016 | El fenómeno Cazafantasmas | Self |
| 2015 | Jay Leno's Garage (serie) | Self |
| 2015 | I Am Chris Farley | Self |
| 2015 | Los 70 (serie) | Self (archive footage) |
| 2015 | Dino Hunt Canada (serie) | Narrator |
| 2014 | Who You Gonna Call?: A Ghostbusters Retrospective | — |
| 2014 | Time Is But a Window: Ghostbusters 2 and Beyond | — |
| 2014 | I Feel Good: La historia de James Brown | Ben Bart |
| 2014 | El regreso de Dorothy al mundo de Oz | Scarecrow (voice) |
| 2014 | Late Night with Seth Meyers (serie) | Self |
| 2014 | The Tonight Show Starring Jimmy Fallon (serie) | — |
| 2013 | Saturday Night Live: Thanksgiving | Rick Phillips |
| 2013 | Detrás del candelabro | Seymour Heller |
| 2013 | Born In Chicago | Narrator |
| 2013 | WWII: Saving the Reality | Self - Narrator (voice) |
| 2012 | Inside Comedy (serie) | Self |
| 2010 | El Oso Yogui | Yogi Bear (voice) |
| 2010 | The Fran Drescher Show (serie) | — |
| 2010 | The Defenders (serie) | Judge Max Hunter |
| 2010 | Presidential Reunion | Jimmy Carter |
| 2008 | Negocios de guerra | Mr. Vice President |
| 2007 | Os declaro marido y marido | Captain Phineas J. Tucker |
| 2006 | Second City: First Family of Comedy (serie) | Self |
| 2006 | Working with a Master: John Landis | Self |
| 2005 | Saturday Night Live: The Best of Dan Aykroyd | Various Characters (archive footage) |
| 2005 | The Blues Brothers: Transposing The Music | Self |
| 2005 | Saturday Night Live: The Best of John Belushi | Self / Various (archive footage) (uncredited) |
| 2005 | Dan Aykroyd Unplugged On UFOs | himself |
| 2005 | Living with Fran (serie) | — |
| 2005 | Live from New York: The First 5 Years of Saturday Night Live | Self |
| 2004 | Una Navidad de locos | Vic Frohmeyer |
| 2004 | Ronnie Hawkins: Still Alive and Kickin | Narrator |
| 2004 | 50 primeras citas | Dr. Keats |
| 2003 | Atajo a la felicidad | Julius Jenson |
| 2003 | The Making of ‘Sneakers’ | Self |
| 2002 | Amor sin condiciones | Max Beasley |
| 2002 | Crossroads: hasta el final | Pete Wagner |
| 2001 | On the Nose | Dr. Barry Davis |
| 2001 | Araña mutante | Det. Insp. Jack Grillo |
| 2001 | El mundo según Jim (serie) | Danny Michalski |
| 2001 | La maldición del escorpión de jade | Chris Magruder |
| 2000 | Stardom | Barry Levine |
| 2000 | La casa de la alegría | Augustus 'Gus' Trenor |
| 2000 | Un perdedor con suerte | Dad |
| 1999 | Saturday Night Live: Christmas | Himself |
| 1999 | Ghostbusters 1999 | Self |
| 1999 | Saturday Night Live: The Best of Dana Carvey | — |
| 1999 | Saturday Night Live: 25th Anniversary Special | Self |
| 1999 | Padre de familia (serie) | Dan Aykroyd (voice) |
| 1998 | Antz (Hormigaz) | Chip (voice) |
| 1998 | The Stories Behind the Making of 'The Blues Brothers' | Self |
| 1998 | Blues Brothers 2000 (El ritmo continúa) | Elwood Blues |
| 1998 | Roswell Top Secret | Self |
| 1997 | Soul Man (serie) | Rev. Mike Weber |
| 1997 | Un asesino algo especial | Grocer |
| 1997 | The Arrow | Crawford Gordon Jr. |
| 1997 | The Arrow (serie) | Crawford Gordon |
| 1997 | Heritage Minutes: Avro Arrow | Crawford Gordon |
| 1996 | Mis queridos compatriotas | President William Haney |
| 1996 | Psi Factor: Chronicles of the Paranormal (serie) | — |
| 1996 | Luna sin miel | Det. Ben Costikyan |
| 1996 | The Rosie O'Donnell Show (serie) | Self |
| 1996 | Locos por el básquet | Jimmy Flaherty |
| 1996 | Un asesino muy ético | Jack Lambert |
| 1996 | El sargento Bilko | COL John T. Hall |
| 1996 | Sex, Censorship and the Silver Screen | Quote Reader |
| 1995 | Tommy Boy | Ray Zalinsky |
| 1994 | Dos sabuesos en la isla del Edén | Fred Lavery |
| 1994 | The Best of the Blues Brothers | Elwood Blues / Himself |
| 1994 | Un muchacho llamado Norte | Pa Tex |
| 1994 | Mi chica 2 | Harry Sultenfuss |
| 1994 | A Century of Cinema | Self |
| 1993 | Intimate Portrait (serie) | Self |
| 1993 | La niñera (serie) | Repair Man (uncredited) |
| 1993 | Late Night with Conan O'Brien (serie) | Invitado especial |
| 1993 | Los caraconos | Beldar Conehead |
| 1992 | Chaplin | Mack Sennett |
| 1992 | Terry Wogan's Friday Night (serie) | Self |
| 1992 | Sneakers (Los fisgones) | Mother |
| 1992 | The Tonight Show with Jay Leno (serie) | — |
| 1992 | This Is My Life | Arnold Moss |
| 1992 | Nuevas historias de la cripta | Captain Miligan |
| 1991 | Mi chica | Harry Sultenfuss |
| 1991 | Un chapuzas en casa (serie) | Mike Weber |
| 1991 | El gran lío | Judge Alvin 'J.P' Valkenheiser / Bobo |
| 1990 | Seriously... Phil Collins | Self |
| 1990 | Masters of Menace | Johnny Lewis |
| 1990 | Life of Python | Self |
| 1990 | Un tiro por la culata | Ellis Fielding |
| 1989 | Los Simpson (serie) | Postage Stamp Fellow (voice) |
| 1989 | Paseando a Miss Daisy | Boolie Werthan |
| 1989 | Saturday Night Live: 15th Anniversary | Self |
| 1989 | Los cazafantasmas II | Ray Stantz |
| 1989 | Historias de la cripta (serie) | Captain Milligan |
| 1988 | Mi novia es una extraterrestre | Steven Mills |
| 1988 | Dos cuñados desenfrenados | Roman Craig |
| 1988 | Los pacientes de un psiquiatra en apuros | John W. Burns, Jr. |
| 1987 | Dos sabuesos despistados | Sgt. Joe Friday |
| 1987 | Citizen Steve | Chial Dushane |
| 1985 | Espías como nosotros | Austin Millbarge |
| 1985 | The Best of John Belushi | Various characters |
| 1985 | Cuando llega la noche | Herb |
| 1985 | We Are the World: The Story Behind the Song | Self |
| 1985 | B.B. King: Into the Night | Self |
| 1984 | Premios MTV Vídeos Musicales (serie) | Self - Host |
| 1984 | Los cazafantasmas | Ray Stantz |
| 1983 | The Coneheads | Beldar (Voice) |
| 1983 | En los límites de la realidad | Passenger |
| 1983 | Entre pillos anda el juego | Louis Winthorpe III |
| 1983 | Doctor Detroit | Clifford Skridlow / Doctor Detroit |
| 1982 | E.T. and Friends: Magical Movie Visitors | Beldar Conehead |
| 1982 | It Came from Hollywood | Himself |
| 1981 | Mis locos vecinos | Vic |
| 1981 | Steve Martin's Best Show Ever | Yortuk Festrunk / Irwin Mainway / Alexander Haig / Dr. Treves |
| 1980 | Granujas a todo ritmo (The Blues Brothers) | Elwood Blues |
| 1979 | 1941 | Sgt. Frank Tree |
| 1979 | Mr. Mike's Mondo Video | Church of Jack Lord Leader / Self |
| 1978 | The Blues Brothers Live at Winterland | Elwood Blues |
| 1978 | The Things We Did Last Summer | Himself |
| 1976 | The Beach Boys: It's OK | Cop #1 |
| 1976 | The Beach Boys: Good Vibrations Tour | Cop #1 |
| 1975 | Saturday Night Live (serie) | Self - Various Characters |
| 1974 | The Gift of Winter | Goodly / Rotten / Maple (voice) |
