Filmography:
| Year | TV/Film | Name | Character |
| 1983 | Film | Class | Roscoe |
| 1984 | Film | Grandview, USA | Johnnie Maine |
| 1984 | Film | Sixteen Candles | Bryce |
| 1985 | Film | The Sure Thing | Walter "Gib" Gibson |
| 1985 | Film | The Journey of Natty Gann | Harry |
| 1985 | Film | Better Off Dead | Lane Myer |
| 1986 | Film | Stand By Me | Denny Lachance |
| 1986 | Film | One Crazy Summer | Hoops McCann |
| 1987 | Film | Hot Pursuit | Dan Bartlett |
| 1987 | Film | Broadcast News | Angry Messenger |
| 1988 | Film | Tapeheads | Ivan Alexeev |
| 1988 | Film | Eight Men Out | Buck Weaver |
| 1989 | Film | Fat Man and Little Boy | Michael Merriman |
| 1989 | Film | Elvis Stories | Corky |
| 1989 | Film | Say Anything | Lloyd Dobler |
| 1990 | Film | The Grifters | Roy Dillon |
| 1991 | Film | True Colors | Peter Burton |
| 1992 | Film | Map of the Human Heart | Mapmaker |
| 1992 | Film | Shadows and Fog | Student Jack |
| 1992 | Film | The Player | Himself |
| 1992 | Film | Roadside Prophets | Casper |
| 1992 | Film | Bob Roberts | Cutting Edge Host |
| 1993 | Film | Money for Nothing | Joey Coyle |
| 1994 | Film | Floundering | JC |
| 1994 | Film | Bullets Over Broadway | David Shayne |
| 1994 | TV | Baseball | Himself |
| 1994 | Film | Road to Wellville | Charles Ossining |
| 1996 | Film | City Hall | Kevin Calhoun |
| 1997 | Film | Grosse Pointe Blank | Martin Q. Blank |
| 1997 | Film | Con Air | US Marshal Vince Larkin |
| 1997 | TV | Eastwood on Eastwood | Narrator |
| 1997 | Film | Midnight in the Garden of Good and Evil | Jack Kelso |
| 1997 | Film | Anastasia | Dimitri |
| 1998 | Film | This Is My Father | Eddie Sharp |
| 1998 | Film | The Thin Red Line | Capt. John Gaff |
| 1998 | Film | Chicago Cab | Scary Man |
| 1998 | Film | Arigo | |
| 1999 | Film | The Cradle Will Rock | Nelson Rockefeller |
| 1999 | Film | Being John Malkovich | Craig Schwartz |
| 1998 | HBO | The Jack Bull | Myrl Redding |
| 1999 | Film | Pushing Tin | Nick Falzone |
| 2000 | Film | High Fidelity | Rob |