Films:
* The Life of Brian (1979) - as a member of the People's Front of Judea
* The Princess Bride (1987) - as a member of the "Man in Black" band, playing a song during the wedding scene
* State and Main (2000) - as himself, playing at a bar
* The Secret Lives of Dentists (2002) - as the therapist
* The Last Winter (2006) - as a doctor
* The Swell Season (2009) - as a musician, performing a song in the film
* The Company Men (2010) - as himself, performing "The Swimming Song"
Television:
* Saturday Night Live - as a musical guest (1973, 1977, 1982, 1999)
* The Muppet Show - as a musical guest
* The Tonight Show Starring Johnny Carson - as a musical guest
* Late Night with David Letterman - as a musical guest
* The Late Show with Stephen Colbert - as a musical guest
* The Simpsons - as himself (voiced role)
* Grey's Anatomy - as himself (voiced role)
* 30 Rock - as himself (2007)
* The Office - as himself (2011)
* Girls - as himself (2014)
* Younger - as himself (2016)
He also has a recurring role in the television series Parenthood as the character of "Craig Sheffer," a character based loosely on himself.
Wainwright's appearances in movies and TV shows often reflect his musical career and he frequently plays himself, often performing his own songs.