| Title | Job | Year |
| Fed Up | Himself | 2014 Free Watch now |
| Koch | Self | 2013 Try Prime Free > |
| The Armstrong Lie | Himself (archive footage) | 2013 Try Prime Free > |
| New York Memories | 2010 Try Prime Free > | |
| Capitalism: A Love Story | 2009 Free Watch now | |
| Herb & Dorothy | Himself - Mayor of New York City (archive footage) | 2009 Try Prime Free > |
| A Muppets Christmas: Letters to Santa | Himself (as Mayor Michael Bloomberg) | 2008 Try Prime Free > |
| The Gates | Himself | 2008 Try Prime Free > |
| Le Cirque: A Table in Heaven | Self | 2007 Try Prime Free > |
