* The Ballad of Buster Scruggs (2018): This anthology film, produced by the Coen brothers, features six different Western stories, with Malloy directing one of them ("The Girl Who Got Rattled").
* The Valley of the Gods (2019): Malloy co-wrote and directed this ambitious sci-fi project that is currently in post-production. It stars John Malkovich and Tom Waits.
* The Man Who Killed Don Quixote (2018): While not credited as a director, Malloy was a co-writer on this Terry Gilliam film, which had a long and difficult production history.
Beyond those projects, Malloy has also worked as a screenwriter on other films like "The Lighthouse" (2019) and "The One I Love" (2014).
However, Malloy does not appear in any of these films as an actor. His focus is primarily on directing and writing, with his work being critically praised for its unique style and storytelling.