- The Thin Blue Line (1988) as Detective Sgt. Don Ermini
- JFK (1991) as Lee Harvey Oswald
- In the Line of Fire (1993) as Secret Service Agent Matt Wicker
- The Pelican Brief (1993) as FBI Agent Nick Kurts
- Heat (1995) as LAPD Detective Vincent Hanna
- The Insider (1999) as Lowell Bergman
- The Negotiator (2001) as Lt. Chris Sabian
- Collateral (2004) as Vincent
- Syriana (2005) as Bob Barnes
- Inside Man (2006) as Captain John Darius
- The Dark Knight (2008) as Lt. Jim Gordon
- The Hurt Locker (2008) as Staff Sgt. Matt Thompson
- Inception (2010) as Arthur
- Interstellar (2014) as Dr. Donald
- The Revenant (2015) as John Fitzgerald
- Dunkirk (2017) as Commander Bolton
Television:
- Miami Vice (1984-1989) as Detective Sonny Crockett
- Wiseguy (1987-1990) as Sonny Steelgrave
- Twin Peaks (1990-1991) as Agent Dale Cooper
- The X-Files (1993-2002) as Fox Mulder
- The Sopranos (1999-2007) as Tony Soprano
- The West Wing (2000-2006) as President Josiah Bartlet
- 24 (2001-2010) as Jack Bauer
- Lost (2004-2010) as Dr. Jack Shephard