| movie | John Candy: I Like Me (2025)As Self | (Not seen) |
| movie | The Phoenician Scheme (2025)As God | (Not seen) |
| movie | SNL50: The Homecoming Concert (2025)As Self | (Not seen) |
| movie | The Friend (2024)As Walter | (Not seen) |
| movie | Riff Raff (2024)As Lefty | (Not seen) |
| movie | Ghostbusters: Frozen Empire (2024)As Dr. Peter Venkman | (Not seen) |
| movie | Ant-Man and the Wasp: Quantumania (2023)As Krylar | (Not seen) |
| movie | The Greatest Beer Run Ever (2022)As The Colonel | (Not seen) |
| movie | Ghostbusters: Afterlife (2021)As Dr. Peter Venkman | (Not seen) |
| movie | The French Dispatch (2021) (AKA "The French Dispatch of the Liberty, Kansas Evening Sun")As Arthur Howitzer, Jr. | (Not seen) |
| movie | On the Rocks (2020)As Felix | (Not seen) |
| tv | The Movies That Made Us (2019)As Peter Venkman (archive footage)(1 episode) | (Not seen) |
| movie | The Dead Don't Die (2019)As Chief Cliff Robertson | (Not seen) |
| movie | Zombieland: Double Tap (2019)As Bill Murray | (Not seen) |
| movie | Isle of Dogs (2018)As Boss (voice) | (Not seen) |
| tv | Vice Principals (2016)As Principal Welles(1 episode) | (Not seen) |
| tv | Angie Tribeca (2016)As Vic Deakins(1 episode) | (Not seen) |
| movie | Ghostbusters (2016) (AKA "Ghostbusters: Answer the Call")As Martin Heiss | (Not seen) |
| movie | The Jungle Book (2016)As Baloo (voice) | (Not seen) |
| tv | Hot Ones (2015)As Self(1 episode) | (Not seen) |
| movie | Rock the Kasbah (2015)As Richie Lanz | (Not seen) |
| movie | A Very Murray Christmas (2015)As Bill Murray | (Not seen) |
| movie | Aloha (2015)As Carson Welch | (Not seen) |
| tv | The Tonight Show Starring Jimmy Fallon (2014)As Self(1 episode) | (Not seen) |
| tv | Late Night with Seth Meyers (2014)As Self - Guest(2 episodes) | (Not seen) |
| movie | Dumb and Dumber To (2014) (AKA "Dumb and Dumber 2")As Ice Pick | (Not seen) |
| movie | St. Vincent (2014)As Vincent MacKenna | (Not seen) |
| movie | The Grand Budapest Hotel (2014)As Monsieur Ivan | (Not seen) |
| movie | The Monuments Men (2014)As Sgt. Richard Campbell | (Not seen) |
| tv | Anthony Bourdain: Parts Unknown (2013)As Self(1 episode) | (Not seen) |
| movie | A Glimpse Inside the Mind of Charles Swan III (2012)As Saul | (Not seen) |
| movie | Hyde Park on Hudson (2012)As Franklin D. Roosevelt | (Not seen) |
| movie | Moonrise Kingdom (2012)As Mr. Bishop | (Not seen) |
| tv | Outsourced (2010)As Bill Murray The K. (archive footage) | (Not seen) |
| movie | Passion Play (2010)As Happy Shannon | (Not seen) |
| tv | Parks and Recreation (2009)As Walter Gunderson(1 episode) | (Not seen) |
| movie | Fantastic Mr. Fox (2009)As Clive Badger (voice) | (Not seen) |
| movie | The Limits of Control (2009) (AKA "No Limtis No Control")As American | (Not seen) |
| movie | Zombieland (2009)As Bill Murray | (Not seen) |
| movie | City of Ember (2008)As Mayor Cole | (Not seen) |
| movie | Get Smart (2008)As Agent 13 | (Not seen) |
| tv | The Graham Norton Show (2007)As Self(1 episode) | (Not seen) |
| movie | Saturday Night Live in the '90s: Pop Culture Nation (2007)As Self | (Not seen) |
| movie | The Darjeeling Limited (2007)As The Businessman | (Not seen) |
| movie | Garfield: A Tail of Two Kitties (2006) (AKA "Garfield 2")As Garfield (voice) | (Not seen) |
| tv | Anthony Bourdain: No Reservations (2005)As Himself(1 episode) | (Not seen) |
| movie | Saturday Night Live in the '80s: Lost & Found (2005) (AKA "Saturday Night Live in the '80s: Lost and Found")As Self | (Not seen) |
| movie | The Lost City (2005)As spisovateľ | (Not seen) |
| movie | Broken Flowers (2005)As Don Johnston | (Not seen) |
| movie | Garfield: The Movie (2004) (AKA "Garfield")As Garfield (voice) | (Not seen) |
| movie | The Life Aquatic with Steve Zissou (2004) (AKA "The Life Aquatic")As Steve Zissou | (Not seen) |
| movie | Coffee and Cigarettes (2003) (AKA "Coffee & Cigarettes")As Bill Murray | (Not seen) |
| movie | Lost in Translation (2003)As Bob Harris | (Not seen) |
| movie | Speaking of Sex (2001)As Ezri Stovall | (Not seen) |
| movie | Osmosis Jones (2001)As Frank Detorre | (Not seen) |
| movie | The Royal Tenenbaums (2001)As Raleigh St. Clair | (Not seen) |
| movie | Charlie's Angels (2000) (AKA "3 Engel fur Charlie")As John Bosley | (Not seen) |
| movie | Cradle Will Rock (1999)As Tommy Crickshaw | (Not seen) |
| movie | Rushmore (1998)As Herman Blume | (Not seen) |
| movie | Wild Things (1998) (AKA "Sex Crimes")As Kenneth Bowden | (Not seen) |
| movie | The Man Who Knew Too Little (1997) (AKA "Agent Null Null Nix")As Wallace 'Wally' Ritchie | (Not seen) |
| tv | The Daily Show (1996)As Self(1 episode) | (Not seen) |
| movie | Larger Than Life (1996) (AKA "Large as Life")As Jack Corcoran | (Not seen) |
| movie | Kingpin (1996)As Ernie McCracken | (Not seen) |
| movie | Space Jam (1996)As Self | (Not seen) |
| movie | Ed Wood (1994)As Bunny Breckinridge | (Not seen) |
| movie | Mad Dog and Glory (1993)As Frank Milo | (Not seen) |
| movie | Groundhog Day (1993)As Phil Connors | (Not seen) |
| movie | What About Bob? (1991)As Bob Wiley | (Not seen) |
| movie | Quick Change (1990)As Grimm | (Not seen) |
| movie | Ghostbusters II (1989) (AKA "Ghostbusters 2")As Dr. Peter Venkman | (Not seen) |
| movie | Scrooged (1988)As Francis Xavier Cross | (Not seen) |
| movie | Little Shop of Horrors (1986)As Arthur Denton | (Not seen) |
| movie | Ghostbusters (1984)As Dr. Peter Venkman | (Not seen) |
| movie | Tootsie (1982) (AKA "Would I Lie to You?")As Jeff Slater | (Not seen) |
| movie | Stripes (1981)As John Winger | (Not seen) |
| movie | Caddyshack (1980)As Carl Spackler | (Not seen) |
| movie | Meatballs (1979) (AKA "Arrete de ramer, t'es sur le sable")As Triipper Harrison | (Not seen) |
| movie | Next Stop, Greenwich Village (1976)As Nick Kessel (uncredited) | (Not seen) |
| tv | Saturday Night Live (1975)As Self - Host(91 episodes) | (Not seen) |
| tv | The Oscars (1953)As Self(2 episodes) | (Not seen) |