| 2015 | | EverlyEverly(2015) | - | Everly |
| 2015 | | MortdecaiMortdecai(2015) | Charles Mortdecai | - |
| 2014 | | Into the WoodsInto the Woods(2014) | The Wolf | - |
| 2014 | | Muppets Most WantedMuppets Most Wanted(2014) | - | Actor |
| 2013 | | Grown Ups 2Grown Ups 2(2013) | - | Roxanne Chase-Feder |
| 2013 | | The Lone RangerThe Lone Ranger(2013) | Tonto | - |
| 2012 | | 21 Jump Street21 Jump Street(2012) | Tom Hanson (uncredited) | - |
| 2012 | | Dark ShadowsDark Shadows(2012) | Barnabas Collins | - |
| 2012 | | SavagesSavages(2012) | - | Elena |
| 2011 | | AmericanoAmericano(2011) | - | 'Lola' |
| 2011 | | Jack and JillJack and Jill(2011) | Himself | - |
| 2011 | | Pirates of the Caribbean: On Stranger TidesPirates of the Caribbean: On Stranger Tides(2011) | Captain Jack Sparrow | - |
| 2011 | | The Rum DiaryThe Rum Diary(2011) | Paul Kemp | - |
| 2010 | | Alice in WonderlandAlice in Wonderland(2010) | The Mad Hatter | - |
| 2010 | | Grown UpsGrown Ups(2010) | - | Roxanne Chase-Feder |
| 2010 | | The TouristThe Tourist(2010) | Frank Tupelo | - |
| 2009 | | Circus of the FreakCircus of the Freak(2009) | - | Madame Truska |
| 2009 | | Public EnemiesPublic Enemies(2009) | John Dillinger | - |
| 2009 | | The Imaginarium of Doctor ParnassusThe Imaginarium of Doctor Parnassus(2009) | Imaginarium Tony 1 | - |
| 2008 | | Gonzo: The Life and Work of Dr. Hunter S. ThompsonGonzo: The Life and Work of Dr. Hunter S. Thompson(2008) | Himself (narrator) | - |
| 2007 | | Across the UniverseAcross the Universe(2007) | - | Singing Nurse |
| 2007 | | Joe Strummer: The Future Is UnwrittenJoe Strummer: The Future Is Unwritten(2007) | Himself | - |
| 2007 | | Pirates of the Caribbean: At World's EndPirates of the Caribbean: At World's End(2007) | Jack Sparrow | - |
| 2007 | | Sweeney Todd: The Demon Barber of Fleet StreetSweeney Todd: The Demon Barber of Fleet Street(2007) | Sweeney Todd | - |
| 2006 | | Ask the DustAsk the Dust(2006) | - | Camilla Lopez |
| 2006 | | BandidasBandidas(2006) | - | Sara Sandoval |
| 2006 | | Buy the Ticket, Take the Ride: Hunter S. Thompson on FilmBuy the Ticket, Take the Ride: Hunter S. Thompson on Film(2006) | Himself | - |
| 2006 | | Lonely HeartsLonely Hearts(2006) | - | Martha Beck |
| 2006 | | Pirates of the Caribbean: Dead Man's ChestPirates of the Caribbean: Dead Man's Chest(2006) | Captain Jack Sparrow | - |
| 2006 | | When the Road Bends: Tales of a Gypsy CaravanWhen the Road Bends: Tales of a Gypsy Caravan(2006) | Himself | - |
| 2005 | | Charlie and the Chocolate FactoryCharlie and the Chocolate Factory(2005) | Willy Wonka | - |
| 2004 | | After the SunsetAfter the Sunset(2004) | - | Lola Cirillo |
| 2004 | | Finding NeverlandFinding Neverland(2004) | Sir James Matthew Barrie | - |
| 2004 | | Secret WindowSecret Window(2004) | Mort Rainey | - |
| 2004 | | The LibertineThe Libertine(2004) | Rochester | - |
| 2003 | | Breakfast with HunterBreakfast with Hunter(2003) | Himself | - |
| 2003 | | Charlie: The Life and Art of Charles ChaplinCharlie: The Life and Art of Charles Chaplin(2003) | Himself | - |
| 2003 | | Once Upon a Time in MexicoOnce Upon a Time in Mexico(2003) | Sands | Carolina |
| 2003 | | Pirates of the Caribbean: The Curse of the Black PearlPirates of the Caribbean: The Curse of the Black Pearl(2003) | Jack Sparrow | - |
| 2003 | | Spy Kids 3-D: Game OverSpy Kids 3-D: Game Over(2003) | - | Cesca Giggles |
| 2003 | | StupidityStupidity(2003) | - | Herself |
| 2002 | | All the Love You Cannes!All the Love You Cannes!(2002) | Himself | - |
| 2002 | | FridaFrida(2002) | - | Frida Kahlo |
| 2002 | | Searching for Debra WingerSearching for Debra Winger(2002) | - | Herself |
| 2001 | | BlowBlow(2001) | George Jung | - |
| 2001 | | From HellFrom Hell(2001) | Inspector Frederick Abberline | - |
| 2001 | | HotelHotel(2001) | - | Charlee Boux |
| 2000 | | Before Night FallsBefore Night Falls(2000) | Lieutenant Victor | - |
| 2000 | | Chain of FoolsChain of Fools(2000) | - | Kolko |
| 2000 | | ChocolatChocolat(2000) | Roux | - |
| 2000 | | Living It UpLiving It Up(2000) | - | Lola |
| 2000 | | The Man Who CriedThe Man Who Cried(2000) | Cesar | - |
| 2000 | | TimecodeTimecode(2000) | - | Rose |
| 1999 | | DogmaDogma(1999) | - | Serendipity |
| 1999 | | El coronel no tiene quien le escribaEl coronel no tiene quien le escriba(1999) | - | Julia |
| 1999 | | Get Bruce!Get Bruce!(1999) | - | Herself |
| 1999 | | Sleepy HollowSleepy Hollow(1999) | Ichabod Crane | - |
| 1999 | | The Astronaut's WifeThe Astronaut's Wife(1999) | Commander Spencer Armacost | - |
| 1999 | | The Ninth GateThe Ninth Gate(1999) | Dean Corso | - |
| 1999 | | Wild Wild WestWild Wild West(1999) | - | Rita Escobar |
| 1998 | | 5454(1998) | - | Anita Randazzo |
| 1998 | | Fear and Loathing in Las VegasFear and Loathing in Las Vegas(1998) | Raoul Duke | - |
| 1998 | | The FacultyThe Faculty(1998) | - | Nurse Rosa Harper |
| 1998 | | Welcome to HollywoodWelcome to Hollywood(1998) | - | Herself |
| 1997 | | Breaking UpBreaking Up(1997) | - | Monica |
| 1997 | | Donnie BrascoDonnie Brasco(1997) | Donnie Brasco / Joseph D. 'Joe' Pistone | - |
| 1997 | | Fools Rush InFools Rush In(1997) | - | Isabel Fuentes |
| 1997 | | The BraveThe Brave(1997) | Raphael | - |
| 1996 | | Cannes ManCannes Man(1996) | Himself | - |
| 1996 | | FledFled(1996) | - | Cora |
| 1996 | | From Dusk Till DawnFrom Dusk Till Dawn(1996) | - | Santanico Pandemonium |
| 1995 | | Dead ManDead Man(1995) | William Blake | - |
| 1995 | | DesperadoDesperado(1995) | - | Carolina |
| 1995 | | Fair GameFair Game(1995) | - | Rita |
| 1995 | | Four RoomsFour Rooms(1995) | - | TV Dancing Girl |
| 1995 | | Nick of TimeNick of Time(1995) | Gene Watson | - |
| 1994 | | Don Juan DeMarcoDon Juan DeMarco(1994) | Don Juan deMarco | - |
| 1994 | | Ed WoodEd Wood(1994) | Ed Wood | - |
| 1993 | | Arizona DreamArizona Dream(1993) | Axel Blackmar | - |
| 1993 | | Benny & JoonBenny & Joon(1993) | Sam | - |
| 1993 | | My Crazy LifeMy Crazy Life(1993) | - | Gata |
| 1993 | | What's Eating Gilbert GrapeWhat's Eating Gilbert Grape(1993) | Gilbert Grape | - |
| 1990 | | Cry-BabyCry-Baby(1990) | Wade "Cry-Baby" Walker | - |
| 1990 | | Edward ScissorhandsEdward Scissorhands(1990) | Edward Scissorhands | - |
| 1986 | | PlatoonPlatoon(1986) | Private Gator Lerner | - |
| 1985 | | Private ResortPrivate Resort(1985) | Jack | - |
| 1984 | | A Nightmare on Elm StreetA Nightmare on Elm Street(1984) | Glen Lantz | - |
