| Seduced and Abandoned (2013)As Himself | (Not seen) |
| Shine a Light (2008)As Self (uncredited) | (Not seen) |
| The Rolling Stones: Shine a Light Movie Special (2008) (AKA "The Rolling Stones: Shine a Light") | (Not seen) |
| American Masters No Direction Home: Bob Dylan (2005) (AKA "No Direction Home: Bob Dylan")As Self (voice) (uncredited) | (Not seen) |
| The Cutting Edge: The Magic of Movie Editing (2004)As Self | (Not seen) |
| Easy Riders, Raging Bulls: How the Sex, Drugs and Rock 'N' Roll Generation Saved Hollywood (2003) (AKA "Easy Riders, Raging Bulls: How the Sex, Drugs and Rock 'n' Roll Generation Saved Hollywood") | (Not seen) |
| The Muse (1999)As Martin Scorsese | (Not seen) |
| The Age of Innocence (1993)As Photographer (uncredited) | (Not seen) |
| Guilty by Suspicion (1991)As Joe Lesser | (Not seen) |
| The Grifters (1990)As Opening voice-over (uncredited) | (Not seen) |
| Dreams (1990) (AKA "Akira Kurosawa's Dreams")As Vincent Van Gogh | (Not seen) |
| New York Stories (1989)As Man Having Picture Taken with Lionel Dobie | (Not seen) |
| 'Round Midnight (1986) (AKA "’Round Midnight")As Goodley | (Not seen) |
| After Hours (1985) (AKA "A Night in SoHo")As Club Berlin Searchlight Operator (uncredited) | (Not seen) |
| The King of Comedy (1982)As TV Director | (Not seen) |
| The Last Waltz (1978)As Himself | (Not seen) |
| Mean Streets (1973) (AKA "Season of the Witch")As Jimmy Shorts (Uncredited) | (Not seen) |
| Boxcar Bertha (1972)As Brothel Client (uncredited) | (Not seen) |
| Who's That Knocking at My Door (1967) (AKA "I Call First")As Gangster (uncredited) | (Not seen) |