| Crock of Gold: A Few Rounds with Shane MacGowan (2020) Self |
| Minamata (2020) W. Eugene Smith |
| Walrus Yes: The Making of Tusk (2019) |
| Waiting for the Barbarians (2019) Colonel Joll |
| Fantastic Beasts: The Crimes of Grindelwald (2018) Gellert Grindelwald |
| The Professor (2018) Richard Brown |
| London Fields (2018) Chick Purchase |
| City of Lies (2018) Russell Poole |
| Hollywood Vampires Live at Hellfest 2018 (2018) |
| Sherlock Gnomes (2018) Sherlock Gnomes (voice) |
| Murder on the Orient Express (2017) Samuel Ratchett / John Cassetti |
| Pirates of the Caribbean: Dead Men Tell No Tales (2017) Captain Jack Sparrow |
| The Black Ghiandola (2017) Nuclear Med Tech |
| Fantastic Beasts and Where to Find Them (2016) Gellert Grindelwald |
| David Blaine: Beyond Magic (2016) Himself |
| Yoga Hosers (2016) Guy Lapointe |
| Alice Through the Looking Glass (2016) Mad Hatter |
| Donald Trump's The Art of the Deal: The Movie (2016) Donald J. Trump |
| Live From Lincoln Center: Danny Elfman's Music from the Films of Tim Burton (2015) |
| Hollywood Vampires: Rock in Rio 2015 (2015) Guitars |
| Black Mass (2015) James 'Whitey' Bulger |
| The 90s: Ten Years That Changed the World (2015) Self (archive footage) |
| Mortdecai (2015) Charles Mortdecai |
| Into the Woods (2014) Big Bad Wolf |
| Tusk (2014) Guy Lapointe |
| Don Rickles: One Night Only (2014) Himself |
| Transcendence (2014) Dr. Will Caster |
| Lucky Them (2013) Matthew Smith |
| The Lone Ranger (2013) Tonto |
| Don't Say No Until I Finish Talking: The Story of Richard D. Zanuck (2013) Himself |
| For No Good Reason (2012) |
| Dark Shadows: The Collinses - Every Family Has Its Demons (2012) Himself |
| Dark Shadows (2012) Barnabas Collins |
| Sunset Strip (2012) Himself |
| 21 Jump Street (2012) Tom Hanson (uncredited) |
| Кустурица - Балкански хулиган (2012) Self |
| Jack and Jill (2011) Himself |
| Pirates of the Caribbean: Tales of the Code – Wedlocked (2011) Captain Jack Sparrow (archive footage) |
| The Rum Diary (2011) Paul Kemp |
| Paradise Lost 3: Purgatory (2011) Himself |
| Pirates of the Caribbean: On Stranger Tides (2011) Jack Sparrow |
| Rango (2011) Rango (voice) |
| The Tourist (2010) Frank Tupelo |
| Alice in Wonderland: Finding Alice (2010) Himself |
| Alice in Wonderland: The Mad Hatter (2010) Himself |
| When You're Strange (2010) Himself - Narrator (voice) |
| Alice in Wonderland (2010) The Mad Hatter |
| Ballybrando (2009) (archive footage) |
| Michael Mann: Making 'Public Enemies' (2009) Self |
| The Imaginarium of Doctor Parnassus (2009) Imaginarium Tony 1 |
| Public Enemies (2009) John Dillinger |
| Gonzo: The Life and Work of Dr. Hunter S. Thompson (2008) Narrator |
| Rock and a Hard Place: Another Night at the Agora (2008) Self |
| Sweeney Todd: The Demon Barber of Fleet Street - Burton + Carter + Depp = Todd (2008) Himself |
| Voom Portraits (2007) |
| Pirates of the Caribbean: At World's End (2007) Captain Jack Sparrow |
| Joe Strummer: The Future Is Unwritten (2007) |
| Brando (2007) Himself |
| Sweeney Todd: The Demon Barber of Fleet Street (2007) Sweeney Todd |
| Buy the Ticket, Take the Ride (2006) |
| Pirates of the Caribbean: Dead Man's Chest (2006) Captain Jack Sparrow |
| Gypsy Caravan: When the Road Bends (2006) Himself |
| Deep Sea 3D (2006) |
| Charlie and the Chocolate Factory: Attack of the Squirrels! (2005) Willy Wonka |
| Charlie and the Chocolate Factory: Becoming Oompa-Loompa (2005) Willy Wonka |
| Corpse Bride (2005) Victor Van Dort (voice) |
| Charlie and the Chocolate Factory (2005) Willy Wonka |
| It Came from... Baltimore!! (2005) Himself |
| Ed Wood: Let's Shoot This @#!% (2004) Himself |
| Ed Wood: Making Bela (2004) Himself / Edward D. Wood Jr. (archive footage) |
| Ed Wood: Pie Plates Over Hollywood (2004) Himself (archive footage) |
| Finding Neverland (2004) Sir James Matthew Barrie |
| The Libertine (2004) Rochester |
| Ils se marièrent et eurent beaucoup d'enfants (2004) |
| The Buried Secret of M. Night Shyamalan (2004) Self |
| Secret Window (2004) Mort Rainey |
| Once Upon a Time in Mexico (2003) Sands |
| Pirates of the Caribbean: The Curse of the Black Pearl (2003) Jack Sparrow |
| Breakfast with Hunter (2003) Himself |
| Charlie: The Life and Art of Charles Chaplin (2003) |
| Hunter Goes to Hollywood (2003) Self |
| All the Love You Cannes! (2002) Self |
| Lost in La Mancha (2002) as Himself |
| Blow (2001) George Jung |
| From Hell (2001) Inspector Frederick Abberline |
| A Tour of the Inferno: Revisiting 'Platoon' (2001) Himself |
| Donnie Brasco: Out of the Shadows (2000) Himself |
| Before Night Falls (2000) Bon Bon / Lieutenant Victor |
| The Man Who Cried (2000) Cesar |
| Sleepy Hollow: Behind the Legend (2000) Himself |
| Chocolat (2000) Roux |
| In Bad Taste (2000) Himself |
| Sleepy Hollow (1999) Ichabod Crane |
| The Astronaut's Wife (1999) Commander Spencer Armacost |
| The Ninth Gate (1999) Dean Corso |
| L.A. Without a Map (1999) Himself / William Blake (uncredited) |
| The Source (1999) Jack Kerouac |
| Spotlight on Location: Fear and Loathing in Las Vegas (1998) Self |
| Fear and Loathing in Las Vegas (1998) Raoul Duke |
| The Brave (1997) Raphael |
| Donnie Brasco (1997) Donnie Brasco / Joseph D. 'Joe' Pistone |
| Cannes Man (1996) Himself |
| Dead Man (1995) William Blake |
| Nick of Time (1995) Gene Watson |
| Don Juan DeMarco (1994) Don Juan DeMarco |
| Ed Wood (1994) Ed Wood |
| What's Eating Gilbert Grape (1993) Gilbert Grape |
| Benny & Joon (1993) Sam |
| Arizona Dream (1993) Axel Blackmar |
| Freddy's Dead: The Final Nightmare (1991) Guy on TV |
| The Making of Edward Scissorhands (1990) Himself |
| Edward Scissorhands (1990) Edward Scissorhands |
| Cry-Baby (1990) Wade "Cry-Baby" Walker |
| Platoon (1986) Lerner |
| Slow Burn (1986) Donnie Fleischer |
| Private Resort (1985) Jack |
| A Nightmare on Elm Street (1984) Glen Lantz |