| 53 Movies featuring Woody Allen. |
| Why Men Shouldn't Marry | Max | 2005 |
| Outsider, The | Himself | 2005 |
| Match Point | unknown | 2005 |
| Charlie: The Life and Art of Charles Chaplin | Himself | 2003 |
| Anything Else | David Dobel | 2003 |
| Hollywood Ending | Val Waxman | 2002 |
| Stanley Kubrick: A Life in Pictures | Himself | 2001 |
| Hail Sid Caesar! The Golden Age of Comedy | Himself | 2001 |
| Curse of the Jade Scorpion, The | C.W. Briggs | 2001 |
| Small Time Crooks | Ray | 2000 |
| Picking Up the Pieces | Tex Cowley | 2000 |
| Ljuset håller mig sällskap | Himself | 2000 |
| CyberWorld | unknown | 2000 |
| Company Man | Lowther | 2000 |
| Sweet and Lowdown | Himself | 1999 |
| Impostors, The | Audition Director | 1998 |
| Antz | Z | 1998 |
| AFI's 100 Years... 100 Movies: The Antiheroes | Himself | 1998 |
| Soldier's Daughter Never Cries, A | Himself (interviewee on TV) | 1998 |
| Wild Man Blues | Himself - the Clarinetist | 1997 |
| Liv Ullmann scener fra et liv | Narrator (American Version) | 1997 |
| Deconstructing Harry | Harry Block | 1997 |
| Everyone Says I Love You | Joe Berlin | 1996 |
| Mighty Aphrodite | Lenny | 1995 |
| Manhattan Murder Mystery | Larry Lipton | 1993 |
| Shadows and Fog | Kleinman | 1992 |
| Husbands and Wives | Gabe Roth | 1992 |
| Scenes from a Mall | Nick Fifer | 1991 |
| Crimes and Misdemeanors | Cliff Stern | 1989 |
| New York Stories | Sheldon | 1989 |
| Radio Days | unknown | 1987 |
| King Lear | Mr. Alien | 1987 |
| Meetin' WA | Himself | 1986 |
| Hannah and Her Sisters | Mickey Sachs | 1986 |
| Broadway Danny Rose | Danny Rose | 1984 |
| Zelig | Leonard Zelig | 1983 |
| Midsummer Night's Sex Comedy, A | Andrew | 1982 |
| To Woody Allen from Europe with Love | Himself | 1980 |
| Stardust Memories | Sandy Bates | 1980 |
| Manhattan | Isaac Davis | 1979 |
| Annie Hall | Alvy Singer | 1977 |
| America at the Movies | unknown | 1976 |
| Front, The | Howard Prince | 1976 |
| Love and Death | Boris Grushenko | 1975 |
| Sleeper | Miles Monroe | 1973 |
| Play It Again, Sam | Allan Felix | 1972 |
| Everything You Always Wanted to Know About Sex * But Were Afraid to Ask | The Fool/Fabrizio/Victor Shakapopulis/Sperm #1 | 1972 |
| Bananas | Fielding Mellish | 1971 |
| Take the Money and Run | Virgil Starkwell | 1969 |
| Don't Raise the Bridge, Lower the River | Cameo appearance | 1967 |
| Casino Royale | Dr. Noah/Jimmy Bond | 1967 |
| What's Up, Tiger Lily? | Himself/Dub Voice/Projectionist | 1966 |
| What's New, Pussycat | Victor Shakapopulis | 1965 |
| 5 TV Series featuring Woody Allen. |
| Comedy Central Presents: 100 Greatest Stand-Ups of All Time | Himself #4 | 2004 |
| Hot Dog | Regular (1970-71) | 1970 |
| Kraft Music Hall, The | Himself | 1967 |
| Hippodrome Show | As host (show 3) | 1966 |
| That Was the Week That Was | Himself | 1964 |
| 9 Videos featuring Woody Allen. |
| Sid Caesar Collection: Buried Treasures - The Legend of Sid Caesar | Himself | 2003 |
| Sid Caesar Collection: Buried Treasures - The Impact of Sid Caesar | Himself | 2003 |
| Sid Caesar Collection: Buried Treasures - Shining Stars | Himself | 2003 |
| Sid Caesar Collection: The Fan Favorites - The Professor and Other Clowns, The | Himself | 2001 |
| Sid Caesar Collection: The Fan Favorites - The Dream Team of Comedy, The | Himself | 2001 |
| Sid Caesar Collection: The Fan Favorites - Love & Laughter, The | Himself | 2001 |
| Sid Caesar Collection: The Magic of Live TV, The | Himself | 2000 |
| Sid Caesar Collection: Inside the Writer's Room, The | Himself | 2000 |
| Sid Caesar Collection: Creating the Comedy, The | Himself | 2000 |