Himself
Penn & Teller: Try This at Home Too (2020)
Self - Host
Penn & Teller: Try This at Home (2020)
Self
Pentatonix: A Not So Silent Night (2018)
We Are Most Amused and Amazed (2018)
Gambler's Ballad: The Legend of Johnny Thompson (2018)
Rudy Nelson
Director's Cut (2016)
Major Caissier
Sharknado 3: Oh Hell No! (2015)
& Teller 5 (2014)
& Teller 4 (2014)
& Teller 3 (2014)
Tim's Vermeer (2013)
Laughlin
Atlas Shrugged: Part II (2012)
A Tribute to Laurel & Hardy (2011)
Teller's Head (credit only)
Futurama: Into the Wild Green Yonder (2009)
Cheech & Chong Roasted (2008)
& Teller (2008)
& Teller 2 (2008)
History of the Joke (2008)
Self (archive footage)
Midnight Blue, Vol. 3: Celebrities Edition (2006)
Penn & Teller: Off the Deep End (2005)
The Aristocrats (2005)
Michael Moore Hates America (2004)
Grand Illusions - The Story Of Magic (2003)
Mortimer
The Fantasticks (2000)
Fantasia 2000 (2000)
Home Invasion (1997)
Phobophilia: The Love of Fear (1995)
Luther
Car 54, Where Are You? (1994)
Martin Mull: Talent Takes a Holiday (1992)
Host
The Eyes Scream: A History of the Residents (1991)
Don't Try This at Home! (1990)
Gorgon Video Magazine Vol. 2 (1990)
Penn & Teller Get Killed (1989)
pre-show host
Steven Banks: Home Entertainment Center (1989)
Exploring Psychic Powers Live (1989)
Free to Be... a Family (1988)
Negligee and Underpants Party (1988)
Hale Buchman, Jr.
Long Gone (1987)
Teller
Penn & Teller's Invisible Thread (1987)
Cruel Tricks for Dear Friends (1987)
Barbecue Death Squad From Hell (1986)
Abdul
My Chauffeur (1986)
Penn & Teller Go Public (1985)
Producer
Executive Producer
Director
Writer
Editor
The Tomb (2013)
Dracula's Daughter vs. the Space Brains (2010)
Macbeth (2009)
Story