| Year | | Title | Role |
| 1984 | | A Nightmare on Elm Street | Glen Lantz |
|---|
| 1985 | | Private Resort | Jack Marshall |
|---|
| 1986 | | Platoon | Lerner |
|---|
| 1990 | | Cry-Baby | Wade “Cry-Baby” Walker |
|---|
| 1990 | | Edward Scissorhands | Edward Scissorhands |
|---|
| 1991 | | Freddy’s Dead: The Final Nightmare | Guy on TV |
|---|
| 1993 | | Arizona Dream | Axel Blackmar |
|---|
| 1993 | | Benny & Joon | Sam |
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| 1993 | | What’s Eating Gilbert Grape | Gilbert Grape |
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| 1994 | | Ed Wood | Ed Wood |
|---|
| 1995 | | Don Juan DeMarco | Don Juan DeMarco |
|---|
| 1995 | | Dead Man | William Blake |
|---|
| 1995 | | Nick of Time | Gene Watson |
|---|
| 1996 | | Cannes Man | Himself |
|---|
| 1997 | | The Brave | Raphael |
|---|
| 1997 | | Donnie Brasco | Donnie Brasco |
|---|
| 1998 | | L.A. Without a Map | Johnny Depp / William Blake |
|---|
| 1998 | | Fear and Loathing in Las Vegas | Raoul Duke |
|---|
| 1999 | | The Ninth Gate | Dean Corso |
|---|
| 1999 | | The Astronaut’s Wife | Commander Spencer Armacost |
|---|
| 1999 | | Sleepy Hollow | Ichabod Crane |
|---|
| 2000 | | Chocolat | Roux |
|---|
| 2000 | | Before Night Falls | Bon Bon / Lieutenant Victor |
|---|
| 2000 | | The Man Who Cried | Cesar |
|---|
| 2001 | | Blow | George Jung |
|---|
| 2001 | | From Hell | Frederick Abberline |
|---|
| 2003 | | Pirates of the Caribbean: The Curse of the Black Pearl | Captain Jack Sparrow |
|---|
| 2003 | | Once Upon a Time in Mexico | Sands |
|---|
| 2004 | | Secret Window | Mort Rainey |
|---|
| 2004 | | Happily Ever After | L’inconnu |
|---|
| 2004 | | The Libertine | John Wilmot, 2nd Earl of Rochester |
|---|
| 2004 | | Finding Neverland | J. M. Barrie |
|---|
| 2005 | | Charlie and the Chocolate Factory | Willy Wonka |
|---|
| 2005 | | Corpse Bride | Victor Van Dort |
|---|
| 2006 | | Pirates of the Caribbean: Dead Man’s Chest | Captain Jack Sparrow |
|---|
| 2007 | | Pirates of the Caribbean: At World’s End | Captain Jack Sparrow |
|---|
| 2007 | | Sweeney Todd: The Demon Barber of Fleet Street | Sweeney Todd |
|---|
| 2009 | | The Imaginarium of Doctor Parnassus | Imaginarium Tony 1 |
|---|
| 2009 | | Public Enemies | John Dillinger |
|---|
| 2010 | | Alice in Wonderland | Tarrant Hightopp |
|---|
| 2010 | | The Tourist | Frank Tupelo |
|---|
| 2011 | | Rango | Rango / Lars |
|---|
| 2011 | | Pirates of the Caribbean: On Stranger Tides | Captain Jack Sparrow |
|---|
| 2011 | | The Rum Diary | Paul Kemp |
|---|
| 2011 | | Jack and Jill | Himself |
|---|
| 2011 | | Hugo | N/A |
|---|
| 2012 | | 21 Jump Street | Tom Hanson |
|---|
| 2012 | | Dark Shadows | Barnabas Collins |
|---|
| 2013 | | The Lone Ranger | Tonto |
|---|
| 2013 | | Lucky Them | Matthew Smith |
|---|
| 2014 | | Transcendence | Will Caster |
|---|
| 2014 | | Tusk | Guy Lapointe |
|---|
| 2014 | | Into the Woods | Wolf |
|---|
| 2015 | | Mortdecai | Charles Mortdecai |
|---|
| 2015 | | Black Mass | Whitey Bulger |
|---|
| 2016 | | Alice Through the Looking Glass | Tarrant Hightopp |
|---|
| 2016 | | Fantastic Beasts and Where to Find Them | Gellert Grindelwald |
|---|
| 2016 | | Yoga Hosers | Guy Lapointe |
|---|
| 2016 | | Donald Trump’s The Art of the Deal: The Movie | Donald Trump |
|---|
| 2017 | | The Black Ghiandola | Nuclear Med Tech |
|---|
| 2017 | | Murder on the Orient Express | Edward Ratchett |
|---|
| 2017 | | Pirates of the Caribbean: Dead Men Tell No Tales | Captain Jack Sparrow |
|---|
| 2018 | | Sherlock Gnomes | Sherlock Gnomes |
|---|
| 2018 | | London Fields | Chick Purchase |
|---|
| 2018 | | Fantastic Beasts: The Crimes of Grindelwald | Gellert Grindelwald |
|---|
| 2018 | | The Professor | Richard Brown |
|---|
| 2018 | | City of Lies | Russell Poole |
|---|
| 2019 | | Waiting for the Barbarians | Colonel Joll |
|---|
| 2020 | | Minamata | W. Eugene Smith |
|---|