| tv | Sneaky Pete (2015)As T.H. Vignetti(7 episodes) | (Not seen) |
| tv | The Tonight Show Starring Jimmy Fallon (2014)As Self(1 episode) | (Not seen) |
| tv | Teen Titans Go! (2013)As Narrator (voice)(1 episode) | (Not seen) |
| movie | Deceptive Practice: The Mysteries and Mentors of Ricky Jay (2012)As Self | (Not seen) |
| tv | FlashForward (2009)As Man in Warehouse(3 episodes) | (Not seen) |
| movie | Redbelt (2008)As Marty Brown | (Not seen) |
| movie | The Brothers Bloom (2008) (AKA "Penelope")As Narrator (voice) | (Not seen) |
| movie | The Great Buck Howard (2008)As Gil Bellamy | (Not seen) |
| movie | The Prestige (2006)As Milton | (Not seen) |
| movie | Last Days (2005)As Detective | (Not seen) |
| tv | Deadwood (2004)As Eddie Sawyer(4 episodes) | (Not seen) |
| movie | Incident at Loch Ness (2004)As Self - Party Guest | (Not seen) |
| movie | Heartbreakers (2001) (AKA "Breakers")As Dawson's Auctioneer | (Not seen) |
| movie | Heist (2001) (AKA "Le vol")As Don 'Pinky' Pincus | (Not seen) |
| movie | That Moment: Magnolia Diary (2000) (AKA "That Moment: Magnolia Diary October 1998 - March 2000")As Self | (Not seen) |
| movie | State and Main (2000)As Jack | (Not seen) |
| movie | Magnolia (1999) (AKA "mag-no'li-a")As Burt Ramsey / Narrator | (Not seen) |
| movie | Mystery Men (1999)As Vic Weems | (Not seen) |
| movie | The Spanish Prisoner (1997)As George Lang | (Not seen) |
| movie | Tomorrow Never Dies (1997) (AKA "Aquator")As Henry Gupta | (Not seen) |
| movie | Boogie Nights (1997) (AKA "Pushing Thirteen")As Kurt Longjohn | (Not seen) |
| movie | Ricky Jay and His 52 Assistants (1996)As Self | (Not seen) |
| tv | The X-Files (1993)As The Amazing Maleeni / Herman Pinchbeck / Albert Pinchbeck(1 episode) | (Not seen) |
| movie | Homicide (1991)As Aaron | (Not seen) |
| tv | The Simpsons (1989)As Ricky Jay (voice)(1 episode) | (Not seen) |
| movie | House of Games (1987)As George | (Not seen) |
| tv | Saturday Night Live (1975)As Self / Patron(1 episode) | (Not seen) |