| Year | Title | Role | Notes |
| 1971 | The Last Picture Show | Lester Marlow | |
| 1972 | What's Up, Doc? | Professor Hosquith | |
| 1973 | The Last Detail | Meadows | Nominated—Academy Award for Best Supporting ActorNominated—BAFTA Award for Best Supporting ActorNominated—Golden Globe Award for Best Supporting Actor – Motion Picture |
| 1973 | Paper Moon | Leroy | |
| 1973 | Lolly-Madonna XXX | Finch Feather | |
| 1974 | The Apprenticeship of Duddy Kravitz | Virgil | |
| 1975 | Breakout | Hawk Hawkins | |
| 1976 | Bound for Glory | Luther Johnson | |
| 1976 | The Missouri Breaks | Little Tod | |
| 1977 | The Choirboys | Dean | |
| 1978 | Midnight Express | Jimmy Booth | |
| 1978 | Three Warriors | Ranger Quentin Hammond | |
| 1980 | Guyana Tragedy | Clayton Ritchie | Television film |
| 1980 | The Long Riders | Clell Miller | |
| 1980 | Foxes | Jay | |
| 1981 | Heartbeeps | Charlie | |
| 1981 | Of Mice and Men | Lenny Small | Television film |
| 1982 | Inside the Third Reich | Putzi Hanfstaengl | Television film |
| 1983 | National Lampoon's Vacation | Cousin Eddie Johnson | |
| 1984 | The Wild Life | Charlie | |
| 1984 | A Streetcar Named Desire | Harold 'Mitch' Mitchell | Television filmNominated—Primetime Emmy Award for Outstanding Supporting Actor in a Miniseries or a Movie |
| 1985 | Fool for Love | Martin | |
| 1985–1991 | Saturday Night Live | Various | TV series (19 episodes) |
| 1985 | The Slugger's Wife | Moose Granger | |
| 1986 | The Wraith | Sheriff Loomis | |
| 1987 | LBJ: The Early Years | Lyndon Baines Johnson | Television filmGolden Globe Award for Best Actor – Miniseries or Television FilmNominated—Primetime Emmy Award for Outstanding Lead Actor in a Miniseries or a Movie |
| 1987 | No Man's Land | Vincent Bracey | |
| 1987 | Sweet Country | Juan | |
| 1988 | Evil in Clear River | Pete Suvak | Television film |
| 1988 | Moving | Frank CrawfordCornell Crawford | |
| 1988 | Caddyshack II | Peter Blunt | |
| 1988 | Dead Solid Perfect | Kenny Lee | Television film |
| 1989 | Parents | Nick | Nominated—Independent Spirit Award for Best Male Lead |
| 1989 | Bloodhounds of Broadway | Feet Samuels | |
| 1989 | Out Cold | Lester | |
| 1989 | National Lampoon's Christmas Vacation | Cousin Eddie Johnson | |
| 1990 | Texasville | Lester Marlow | |
| 1990 | Quick Change | Loomis | |
| 1990 | Days of Thunder | Tim Daland | |
| 1990 | Martians Go Home | Mark Devereaux | |
| 1990 | Cold Dog Soup | Jack Cloud | |
| 1991 | Heavy Fuel (Dire Straits) | Stagehand | Music Video |
| 1991–1992 | Davis Rules | Dwight Davis | TV series (29 episodes) |
| 1992 | Frankenstein | The Monster | |
| 1993 | Freaked | Elijah | |
| 1993 | Curse of the Starving Class | Taylor | |
| 1993 | The Ren & Stimpy Show | Anthony's dad | TV series (1 episode: "A Visit to Anthony") |
| 1994 | The Paper | Michael | |
| 1994 | Major League II | Johnny | Uncredited |