Filmography25 titles
| Year | Title | Character | Age at release |
|---|---|---|---|
| 2026 | PrimetimeMovie | Wow_U_Like_Pot | 66 |
| 2026 | The Roast of Caveh ZahediMovie | Self | 66 |
| 2025 | InventionMovie | Henri | 65 |
| 2024 | Christmas Eve in Miller's PointMovie | Burl | 64 |
| 2024 | Packers Confidential: Bird of ParadiseMovie | Caveh Zahedi (voice) | 64 |
| 2019 | Not Getting Stoned with Alex Ross PerryMovie | Himself | 59 |
| 2018 | How to Live with RegretMovie | — | 58 |
| 2017 | The Show About SundanceMovie | Self | 57 |
| 2016 | Bob Dylan Hates MeMovie | — | 56 |
| 2015 | The Show About the ShowSeries | Himself | 55 |
| 2014 | The Cult of JT LeRoyMovie | Self | 54 |
| 2012 | The Sheik and IMovie | Self | 52 |
| 2009 | The Threee GeniusesMovie | — | 49 |
| 2009 | Etienne!Movie | Man in Coat | 49 |
| 2008 | CriticMovie | Self | 48 |
| 2007 | One Minute RacistMovie | Narrator | 47 |
| 2004 | Tripping With CavehMovie | Self | 44 |
| 2002 | Money Buys HappinessMovie | Steve | 42 |
| 2001 | In the Bathtub of the WorldMovie | Self | 41 |
| 2000 | I Was Possessed by GodMovie | Himself | 40 |
| 1999 | Treasure IslandMovie | Harold | 39 |
| 1996 | Citizen RuthMovie | Peter | 36 |
| 1994 | I Don't Hate Las Vegas AnymoreMovie | — | 34 |
| 1992 | Jo-Jo at the Gate of LionsMovie | Phone Rapist | 32 |
| 1991 | A Little StiffMovie | Himself | 31 |