Saturday Night Live: 25th Anniversary Special 1999
Self
Bugs Bunny/Looney Tunes All-Star 50th Anniversary 1986
Self
Cleanin' Up the Town: Remembering Ghostbusters 2020
Self (archive footage)
Can't Buy Me Lunch: Another Look at The Rutles 2003
Bill Murray The K. (archive footage)
Loose Shoes 1978
Lefty
Cola Wars 2019
Self [Archival Footage]
Matthew Gray Gubler's Life Aquatic Intern Journal 2005
Self
Mr. Mike's Mondo Video 1979
Man on the Street
Ladies & Gentlemen... 50 Years of SNL Music 2025
Self
SNL50: The Homecoming Concert 2025
Self
"That's Awesome!": The Story of 'Dumb and Dumber To' 2015
Self
'85: The Greatest Team in Football History 2016
Self
Saturday Night Live: The Best of Dan Aykroyd 2005
Various Characters (archive footage)
Fear and Loathing on the Road to Hollywood 1978
Self / Nixon Voter (uncredited)
Eric Clapton's Crossroads Guitar Festival 2010 2010
Self
Fantastic Mr. Murray 2019
Self - Portrait Subject (archive footage)
Lost on Location: Behind the Scenes of 'Lost in Translation' 2004
Self
On the Set: 'The Life Aquatic with Steve Zissou' 2005
Self / Steve Zissou
Thank You, Del: The Story of the Del Close Marathon 2015
Self
Eric Clapton's Crossroads Guitar Festival 2007 2007
Self
Caddyshack: The 19th Hole 1999
Carl Spackler (archive footage)
Loopers: The Caddie's Long Walk 2019
Narrator
This Is an Adventure 2005
Self
The Women of SNL 2010
Richard Dawson / Various (archive footage)
Live from New York: The First 5 Years of Saturday Night Live 2005
Self
Saturday Night Live: 15th Anniversary 1989
Self (archive footage)
Exploring the Set of 'Moonrise Kingdom' 2015
Self / Mr. Bishop
A Better Man: The Making of 'Tootsie' 2008
Self
The Making of 'Rushmore' 2000
Self
Steve Martin's Best Show Ever 1981
Bytes
The Things We Did Last Summer 1978
Self
Eric Clapton's Crossroads Guitar Festival 2019 2020
Self
FCU: Fact Checkers Unit 2007
Bill Murray
The Bill Murray Experience 2017
Himself
With Friends Like These 1998
Maurice Melnick
Ghostbusters 1999 1999
Self - Archive Footage
With the Filmmaker: Wes Anderson 2001
Self (archival footage)
Groundhog Day: The Weight of Time 2002
Self (archive footage)
The Best of John Belushi 1985
Various Characters
TVTV Looks at the Oscars 1976
Self