| The Penguin Lessons (2025) Tom Michel |
| National Theatre Live: Dr. Strangelove (2025) |
| From Roger Moore with Love (2024) Roger Moore (voice) |
| Joker: Folie à Deux (2024) Paddy Meyers |
| Despicable Me 4 (2024) Silas (voice) |
| Caroline Aherne: Queen of Comedy (2023) Self |
| Scandalous: Phone Hacking on Trial (2023) Self |
| The Lost King (2022) John Langley |
| Minions: The Rise of Gru (2022) Silas Ramsbottom (voice) |
| Alan Partridge - Stratagem (2022) Alan Partridge/Martin Brennan |
| The Trip to Greece (2020) Steve |
| Peter Sellers: A State of Comic Ecstasy (2020) Self |
| Greed (2019) Sir Richard McCreadie |
| The Professor and the Madman (2019) Frederick James Furnivall |
| Stan & Ollie (2018) Stanley "Stan" Laurel |
| Holmes & Watson (2018) Gustav Klinger (uncredited) |
| Ideal Home (2018) Erasmus |
| Hot Air (2018) Lionel Macomb |
| Irreplaceable You (2018) Mitch |
| Alan Partridge: Why, When, Where, How And Whom? (2017) Himself |
| The Trip to Spain (2017) Steve |
| Despicable Me 3 (2017) Fritz / Silas Ramsbottom (voice) |
| Shepherds and Butchers (2017) John Weber |
| The Dinner (2017) Paul Lohman |
| Dying Laughing (2017) Self |
| Rules Don't Apply (2016) Colonel Nigel Briggs |
| Mindhorn (2016) Peter Easterman |
| British Sitcom: 60 Years of Laughing at Ourselves (2016) Self / Alan Partridge |
| The Secret Life of Pets (2016) Ozone / Reginald (voice) |
| Alan Partridge's Scissored Isle (2016) Alan Partridge |
| Minions (2015) Professor Flux / Tower Guard (voice) |
| Misery Loves Comedy (2015) Self |
| Night at the Museum: Secret of the Tomb (2014) Octavius |
| Northern Soul (2014) Mr. Banks |
| The Kate Bush Story: Running Up That Hill (2014) Self |
| One Rogue Reporter (2014) |
| The Trip to Italy (2014) Steve |
| Philomena (2013) Martin Sixsmith |
| Steve Coogan: Stand Up Down Under (2013) |
| Alan Partridge: Alpha Papa (2013) Alan Partridge |
| Despicable Me 2 (2013) Silas (voice) |
| What Maisie Knew (2013) Beale |
| The Look of Love (2013) Paul Raymond |
| Doubt (2013) Vincent Calzonetti |
| Uncle Wormsley's Christmas (2012) Narrator |
| Ruby Sparks (2012) Langdon Tharp |
| Alan Partridge on Open Books with Martin Bryce (2012) Alan Partridge |
| Alan Partridge: Welcome to the Places of My Life (2012) Alan Partridge |
| Evidently... John Cooper Clarke (2012) Himself |
| Darkwood Manor (2011) Steve Coogan |
| Our Idiot Brother (2011) Dylan Byng |
| The Trip (2011) Steve Coogan |
| I'm Still Here (2010) Self (archive footage) (uncredited) |
| The Other Guys (2010) David Ershon |
| Marmaduke (2010) Raisin (voice) |
| Percy Jackson & the Olympians: The Lightning Thief (2010) Hades |
| Marvin (2010) Narrator |
| Monty Python: Almost the Truth (The Lawyer's Cut) - Theatrical Release (2010) Self |
| Steve Coogan: The Inside Story (2009) Self / Alan Partridge / Various |
| Steve Coogan - Live As Alan Partridge And Other Less Successful Characters (2009) Various |
| What Goes Up (2009) Campbell Babbitt |
| Night at the Museum: Battle of the Smithsonian (2009) Octavius |
| In the Loop (2009) Paul Michaelson |
| Tropic Thunder: Rain of Madness (2008) Damian Cockburn |
| Tropic Thunder (2008) Damien Cockburn |
| Finding Amanda (2008) Michael Henry |
| Tales of the Riverbank (2008) Roderick (voice) |
| Hamlet 2 (2008) Dana Marschz |
| The Making of Marie Antoinette (2007) Self |
| For the Love of God (2007) Graham |
| Hot Fuzz (2007) Metropolitan Police Inspector (uncredited) |
| Night at the Museum (2006) Octavius |
| Marie Antoinette (2006) Ambassador Mercy |
| When Comedy Changed Forever (2006) Self (archive material) |
| The Alibi (2006) Ray Elliot |
| Alan Partridge Presents: The Cream of British Comedy (2005) Alan Partridge |
| A Cock and Bull Story (2005) Tristram Shandy / Walter Shandy / Steve Coogan |
| Happy Endings (2005) Charley |
| Around the World in 80 Days (2004) Phileas Fogg |
| Ella Enchanted (2004) Heston (voice) |
| Coffee and Cigarettes (2004) Steve (segment "Cousins?") |
| The Private Life of Samuel Pepys (2003) Samuel Pepys |
| Appointment with Dr. Terrible (2003) Interviewee |
| Coogan's Runner (2003) Self – Executive Producer |
| Anglian Lives: Alan Partridge (2003) Alan Partridge |
| Cruise of the Gods (2002) Nick Lee |
| Robbie the Reindeer: Legend of the Lost Tribe (2002) Blitzen (voice) |
| Robbie the Reindeer: Hooves of Fire (2002) Blitzen (voice) |
| 24 Hour Party People (2002) Tony Wilson |
| Combat Sheep (2001) Cmdr. Harris (voice) |
| Marion and Geoff: A Small Summer Party (2001) Geoff |
| The Parole Officer (2001) Simon Garden |
| Rude For A Reason: Live from Brixton Academy (1999) Himself |
| Steve Coogan: The Man Who Thinks He's It (1999) |
| Alice Through the Looking Glass (1998) Gnat |
| The Revengers' Comedies (1998) Bruce Tick |
| Introducing Tony Ferrino: Who and Why? A Quest (1997) Tony Ferrino |
| The Fix (1997) Mike Gabbert |
| The Tony Ferrino Phenomenon (1997) Tony Ferrino |
| The Wind in the Willows (1996) Mole |
| The Indian in the Cupboard (1995) Tommy |
| Paul and Pauline Calf's Cheese and Ham Sandwich (1995) Duncan Thicket / Pauline Calf / Paul Calf |
| Pauline Calf's Wedding Video (1994) Paul / Pauline Calf |
| Filth! (1994) Paul Calf/ Pauline Calf |
| Steve Coogan: Live 'n' Lewd (1994) Various |
| Paul Calf's Video Diary (1993) Paul Calf / Pauline Calf |
| Amnesty International's Big 30 (1991) Self |
| Resurrected (1989) Youth 2 |
| The Adventures of Drunky The Devil |
| The Players William MacCready |
| Saipan Mick McCarthy |