| Year | Title | Role | Notes |
| 1984 | NYU Sight & Sound Project | Geek | Short film |
| 1985 | Squeal of Death | Howie / various characters | Short film; Aired on Night Flight and West Coast Cable |
| Death Wish 3 | Hermosa | |
| 1987 | The Lost Boys | Marko | Credited as Alexander Winter |
| Medium Rare | Timmy | |
| 1988 | Haunted Summer | Dr. John William Polidori | |
| 1989 | Bill & Ted's Excellent Adventure | Bill S. Preston, Esq. | |
| Rosalie Goes Shopping | Schatzi Greenspace | |
| Aisles of Doom | Grendel T.W. Ulcerous | Short film; Aired on Night Flight and West Coast Cable |
| Entering Texas a.k.a. Bar-B-Que Movie | Mexican hitchhiker | Short film; Part of Stuart S. Shapiro's Impact Video Magazine |
| 1990 | Howie Meets the Ghost of Environmental Disasters Yet to Come | Howie | Short film; Part of Nigel Dick-directed Save the Planet: A CBS/Hard Rock Cafe Special |
| 1991 | Bill & Ted's Bogus Journey | Bill S. Preston, Esq. / Evil Robot Bill / Granny Preston | |
| 1991 or 1992 | Meals on Wheels | Dweeb | Short film; Made for The Playboy Channel's Inside Out late night anthology series |
| 1993 | Freaked | Ricky Coogin | |
| 1997 | The Borrowers | TV Gangster | Cameo |
| 1999 | Fever | Subway passenger |
| 2013 | Grand Piano | Assistant | |
| 2015 | Smosh: The Movie | Uncle Keith | |
| 2019 | In Search of Darkness | Himself | Documentary film |
| 2020 | Bill & Ted Face the Music | Bill S. Preston, Esq. | |
| In Search of Darkness: Part II | Himself | Documentary film |
| 2022 | In Search of Tomorrow |
| Blue's Big City Adventure | Cab Driver | |
| 2024 | Destroy All Neighbors | Vlad / Public Defender | |
| 2025 | Absolute Dominion | Dr. Jehuda Bruno | Post-production |
| Smurfs | Hefty Smurf | Voice |