- American Hustle (2013) as Agent Ted Hendricks
- The Wolf of Wall Street (2013) as Max Belfort
- Joy (2015) as Neil Walker
- The Nice Guys (2016) as Older Guy at Bar
- War Dogs (2016) as Iraqi Man
Mac Ronay's Television Projects:
- Entourage (2010) as Director
- Boardwalk Empire (2010-2011, 2013) as Agent Sawicki
- Blue Bloods (2013) as Captain James Reagan (young)
- The Americans (2014) as FBI Agent Stan Beeman
- Gotham (2014-2015) as Carmine Falcone
- Blindspot (2015-2016) as FBI Agent Kurt Weller
- The Get Down (2016-2017) as Ezekiel "Books" Figuero
- Billions (2016-2017) as Michael "Wags" Wagner
- The Punisher (2017-2019) as Frank Castle/The Punisher