| Movie | Role |
|---|---|
| The Last Temptation of Christ (1988) | Pontius Pilatus |
| The Prestige (2006) | Nikola Tesla |
| Merry Christmas, Mr. Lawrence (1983) | Celliers |
| Labyrinth (1986) | Jareth |
| Twin Peaks: Fire Walk with Me (1992) | Phillip Jeffries, Special Agent Phillip Jeffries |
| The SpongeBob Musical: Live on Stage! (2019) | Original Music Composer |
| Christiane F. (1981) | Himself |
| The Man Who Fell to Earth (1976) | Thomas Jerome Newton |