| Mission: Impossible - The Final Reckoning (2025) NSA |
| Inside No. 9: The Party's Over (2024) Self |
| National Theatre Live: The Motive and the Cue (2024) Sir John Gielgud |
| The Hound of the Baskervilles (2023) Sherlock Holmes |
| Hammer A.D. 2023 (2023) Self |
| Mission: Impossible - Dead Reckoning Part One (2023) NSA |
| A Christmas Carol: A Ghost Story (2022) Jacob Marley |
| Peter Davison: Uncut! (2022) |
| The Road Dance (2022) Doctor MacLean |
| Operation Mincemeat (2022) Ivor Montazac |
| The Amazing Mr. Blunden (2021) Mr. Wickens |
| Memento Mori (2021) Henry Huxley |
| The Sparks Brothers (2021) Self |
| A Silent Imprisonment (2021) Mr Murphy |
| Locked Down (2021) Donald |
| The Father (2020) The Man |
| Cold War Steve Meets the Outside World (2020) Self |
| Tales of the Uncanny (2020) Self |
| Scandal & Beauty: Mark Gatiss on Aubrey Beardsley (2020) Himself |
| In Search of Dracula (2020) Himself - Presenter |
| Doctor Who and the Third Man (2019) Himself |
| Brexit: The Uncivil War (2019) Peter Mandelson (voice) |
| The Dead Room (2018) Radio Announcer (voice) |
| The Favourite (2018) Lord Marlborough |
| National Theatre Live: The Madness of George III (2018) George III |
| The League of Gentlemen - Live Again! (2018) Various Characters |
| Mark Gatiss on John Minton: The Lost Man of British Art (2018) Himself - Presenter |
| Christopher Robin (2018) Giles Winslow |
| The Mercy (2018) Ronald Hall |
| Doctor Who: Twice Upon a Time (2017) The Captain |
| Mars: a Traveller's Guide (2017) Narrator |
| Against the Law (2017) Dr. Landers |
| Denial (2016) Professor Robert Jan van der Pelt |
| Absolutely Fabulous: The Movie (2016) Joel |
| Our Kind of Traitor (2016) Billy Matlock |
| Dad's Army (2016) Colonel Theakes |
| Mark Gatiss: A Study in Sherlock (2016) Himself |
| Sherlock: The Abominable Bride (2016) Mycroft Holmes |
| Victor Frankenstein (2015) Dettweiler |
| Premium Bond with Mark Gatiss and Matthew Sweet (2015) Himself |
| The Vote (2015) Steven Crosswell |
| Release the Hound! (2015) Self |
| Coalition (2015) Peter Mandelson |
| 50 Years of BBC Two Comedy (2014) Self |
| National Theatre Live: Coriolanus (2014) Menenius Agrippa |
| Unlocking Sherlock (2014) Himself / Mark Gatiss |
| M.R. James: Ghost Writer (2013) Presenter |
| Doctor Who Live: The Next Doctor (2013) Self |
| Doctor Who: The Great Detective (2012) Narrator |
| Horror Europa with Mark Gatiss (2012) Self - Host |
| The Real Sherlock Holmes (2012) Self |
| Back to Black: The Making of Dracula Prince of Darkness (2012) Self - Actor and Writer |
| Cleaning Up (2011) Mr Jackson |
| The First Men in the Moon (2010) Cavor |
| Unlocking Sherlock (2010) Himself |
| Worried About the Boy (2010) Malcolm McLaren |
| Ghosts in the Machine (2009) Himself |
| Spanish Flu: The Forgotten Fallen (2009) Ernest Dunks |
| New Town (2009) Duff Purves |
| Consenting Adults (2007) PC Butcher |
| The Worst Journey in the World (2007) Apsley Cherry-Garrard |
| Grindhouse (2007) (segment "Don't") (uncredited) |
| Don't (2007) Roddy McDowel |
| The Wind in the Willows (2006) Rat |
| The League of Gentlemen Are Behind You (2006) Hilary Briss / Mickey Michaels / Val Denton / Les McQueen / Lance Longthorne / Alvin Steele / Phil Proctor / Mrs Beasley / Mick McNamara / Neds / Lotte Lipp / Brian Morgan / Dr Chinnery / Iris Krell / Bobbin |
| The League of Gentlemen Are Behind You! (2006) |
| Fear of Fanny (2006) Johnnie Cradock |
| Starter for 10 (2006) Bamber Gascoigne |
| Return of the Goodies (2005) Himself |
| Match Point (2005) Ping-Pong Player |
| Wallace & Gromit: The Curse of the Were-Rabbit (2005) Miss Blight (voice) |
| Don't Crash: The Documentary of the Making of the Movie of the Book of the Radio Series of 'The Hitchhiker's Guide to the Galaxy' (2005) Self - The League of Gentlemen |
| The League of Gentlemen's Apocalypse (2005) Various Characters |
| The Hitchhiker's Guide to the Galaxy (2005) Additional Vogon Voices |
| The Quatermass Experiment (2005) John Paterson |
| Doctor Who: A New Dimension (2005) Self |
| Agatha Christie: A Life in Pictures (2004) Kenyon |
| Global Conspiracy? (2004) Terry Scanlon |
| Spaced: Skip to the End (2004) Self |
| Shaun of the Dead (2004) Radio Presenter With 'Spaceship' Theory / Wildlife voiceover (voice) (uncredited) |
| Sex Lives of the Potato Men (2004) Jeremy |
| The Kneale Tapes (2003) Self |
| Bright Young Things (2003) House Agent |
| Robbie the Reindeer: Legend of the Lost Tribe (2002) Viking (voice) |
| Surrealissimo: The Trial of Salvador Dali (2002) Louis Aragon |
| The Cicerones (2002) John Trant |
| The League of Gentlemen: Live at Drury Lane (2001) various |
| Birthday Girl (2001) Porter |
| The League of Gentlemen - Yule Never Leave! (2000) |
| The Pitch of Fear (1999) Mr. Borusa |
| The Kidnappers (1999) Mark |
| The Web of Caves (1999) The Doctor |
| Stranger Than Fiction 3: Acting Up (1997) |
| Unnatural Selection (1996) Mr. Emerson |
| Bidding Adieu: A Video Diary (1996) Self - Interviewer |
| The Devil of Winterborne (1995) Georgie |
| Stranger than Fiction 2: From Script to Screen (1995) |
| The Zero Imperative (1994) Dr. William Bruffin |
| Highgate House of Horror |