| Movie | Saturday Night Live: 40th Anniversary Special | Herself / Weekend Update Anchor | 2015-02-15 |
| Movie | Live from New York! | Herself - Featuring | 2015-06-12 |
| Movie | Saturday Night Live: Thanksgiving Special | Mrs. Loud | 2014-11-26 |
| Movie | The Heat | Mrs. Mullins | 2013-06-28 |
| Movie | Saturday Night Live: Thanksgiving | Mrs. Loud | 2013-11-27 |
| Series | Unforgettable | Joanne Webster | 2012-01-10 |
| Movie | Saturday Night Live Backstage | Herself / Various | 2011-02-20 |
| Movie | The Librarian: Return to King Solomon's Mines | Charlene | 2006-12-03 |
| Movie | Brooklyn Lobster | Maureen Giorgio | 2005-11-04 |
| Movie | Gilda Radner's Greatest Moments | Herself | 2002-04-29 |
| Series | Saturday Night Live: TV Tales | Herself | 2002-03-31 |
| Series | Understanding | Herself | 2000 |
| Movie | Catch a Falling Star | Fran | 2000-03-05 |
| Movie | The Secret World of 'Antz' | Herself | 1998-02-13 |
| Movie | Antz | Muffy | 1998-10-02 |
| Movie | The 11th Annual American Comedy Awards | Herself - Presenter | 1997-02-17 |
| Movie | Christmas in Washington | Herself | 1996 |
| Movie | Coneheads | Prymatt Conehead / Mary Margaret DeCicco | 1993-07-23 |
| Movie | A Comedy Salute to Michael Jordan | Herself | 1991-03-06 |
| Movie | Saturday Night Live: 15th Anniversary | Herself | 1989-09-24 |
| Movie | O.C. and Stiggs | Elinore Schwab | 1985-03-07 |
| Movie | How to Beat the High Co$t of Living | Elaine | 1980-07-11 |
| Movie | Mr. Mike's Mondo Video | Herself | 1979-09-21 |