| Nandor Fodor and the Talking Mongoose (2023) Gef (voice) |
| Neil Gaiman On JRR Tolkien (2023) |
| David Baddiel: Jews Don't Count (2022) Self |
| Mike Mignola: Drawing Monsters (2022) Self |
| The Sparks Brothers (2021) Self |
| Mum and Son's Chilling Adventures (2019) Self |
| The Grave of St. Oran (2019) Narrator (voice) |
| Temple of Art (2018) Self |
| Worlds of Ursula K. Le Guin (2018) Self - Writer |
| Boiled Angels: The Trial of Mike Diana (2018) |
| Ghosts Behind the Screen (2017) Musician/Performer |
| The Untold Tales of Armistead Maupin (2017) Self |
| Terry Pratchett: Back in Black (2017) Self |
| Neil Gaiman: Dream Dangerously (2016) Self |
| The Making of a Superhero Musical (2015) Melvin Morel |
| Frankenstein and the Vampyre: A Dark and Stormy Night (2014) Self |
| Future Shock! The Story of 2000AD (2014) Self |
| The Kate Bush Story: Running Up That Hill (2014) Self |
| Doctor Who Explained (2013) Self |
| Neil Gaiman's We Can Get Them for You Wholesal (2013) Himself - Narrator (voice) |
| Jay and Silent Bob's Super Groovy Cartoon Movie (2013) Albert the Manservant (voice) |
| Amanda Palmer And The Grand Theft Orchestra (2012) |
| Strange Powers: Stephin Merritt and the Magnetic Fields (2011) Self |
| Secret Origin: The Story of DC Comics (2010) Self |
| The People vs. George Lucas (2010) Self |
| Coraline: The Making of 'Coraline' (2009) Self |
| Lovecraft: Fear of the Unknown (2008) Self |
| Dreams with Sharp Teeth (2008) Himself |
| Thaco (2008) Himself |
| In Search of Steve Ditko (2007) Self |
| Will Eisner: Portrait of a Sequential Artist (2007) |
| Shadows in the Dark: The Val Lewton Legacy (2005) Self |
| Comic Book Superheroes Unmasked (2003) |
| Sex, Lies & Superheroes (2003) Himself |
| The Eldritch Influence: The Life, Vision, and Phenomenon of H.P. Lovecraft (2003) Himself |
| Life, the Universe and Douglas Adams (2002) Narrator |
| もののけ姫 in U.S.A. (2001) Himself |
| Neil Gaiman Live at the Aladdin (2001) himself |
| Archangel Thunderbird (1998) Baal |