Film | Rôle | Année |
|---|
| Snatch, tu braques ou tu raques | Franky Four Fingers | 2000 |
| Sin City | Jackie Boy | 2005 |
| 21 grammes | Jack Jordan | 2003 |
| Basquiat | Benny Dalmau | 1996 |
| Usual Suspects | Fenster | 1995 |
| Way of the Gun | Mr. Longbaugh | 2000 |
| Permis de tuer | Dario | 1989 |
| Las Vegas Parano | Dr. Gonzo | 1998 |
| Traffic | Javier Rodriguez | 2000 |
| Traqué | Aaron Hallam | 2003 |
| Nos souvenirs brûlés | Jerry Sunborne | 2007 |
| État second | Manny Rodrigo | 1993 |
| Swimming with sharks | Rex | 1994 |
| The Poet of Havana | Self | 2015 |
| The Pledge | Toby Jay Wadenah | 2001 |
| Big Top Pee-wee | Duke the Dog-Faced Boy | 1988 |
| Nos funérailles | Gaspare | 1996 |
| Wolfman | Lawrence Talbot | 2010 |
| Che, 2e partie : Guerilla | Ernesto Che Guevara | 2008 |
| Che, 1re partie : L'Argentin | Ernesto Che Guevara | 2008 |
| The Indian Runner | Miguel | 1991 |
| Lune rouge | Lamar Dickey | 1994 |
| Buy the Ticket, Take the Ride | Self | 2006 |
| Le Fan | Juan Primo | 1996 |
| Excess Baggage | Vincent | 1997 |
| 21 Grams: In Fragments | Self | 2004 |
| Making Che | Self | 2010 |
| Christophe Colomb : la découverte | Alvaro Harana | 1992 |
| Breakfast with Hunter | Self | 2003 |
| Macho | Bob, el amigo de Miami | 1993 |
| Savages | Lado | 2012 |
| Money for Nothing | Dino Palladino | 1993 |
| Thor : Le Monde des ténèbres | Taneleer Tivan / The Collector (uncredited) | 2013 |
| Teofilo: Boxing's Most Revolutionary Champion | Narrator | 2025 |
| Les Gardiens de la Galaxie | The Collector | 2014 |
| Inside Traffic: The Making of 'Traffic' | Self | 2000 |
| Jimmy P. | Jimmy Picard | 2013 |
| Inherent Vice | Sauncho Smilax, Esq. | 2014 |
| L'Ouest de Sam Peckinpah : la loi selon un renégat d'Hollywood | Self | 2004 |
| Paradise Lost | Pablo Escobar | 2014 |
| Sicario | Alejandro Gillick | 2015 |
| Filming “The Hunted” | Self | 2003 |
| The Cutting Edge | Self | 2003 |
| Pursuing “The Hunted” | Self | 2003 |
| Trailer for a Remake of Gore Vidal's Caligula | Macro | 2005 |
| Un jour comme un autre | Mambrú | 2015 |
| Mauvais Plan | Detective Lopez | 1997 |
| Bonnie, la reine des castings à Hollywood | Self | 2022 |
| Making 'Snatch' | Self | 2001 |
| Cannes Man | Self | 1996 |
| Star Wars : Les Derniers Jedi | DJ | 2017 |
| Somewhere | Celebrity (uncredited) | 2010 |
| The Rolling Stones - Shine a Light | Self - Concert Audience (uncredited) | 2008 |
| Declaration of Independence | Self | 2003 |
| The Upsetter: The Life and Music of Lee Scratch Perry | Narrator (voice) | 2008 |
| The Bronze Screen: 100 Years of the Latino Image in American Cinema | Himself | 2002 |
| Bread and Roses | Party Guest (uncredited) | 2000 |
| Rolling Stones, la French Connection | Self | 2010 |
| Julia, toda en mí | | 2002 |
| Une bataille après l'autre | Sensei Sergio St. Carlos | 2025 |
| Sicario : La Guerre des cartels | Alejandro Gillick | 2018 |
| Le Petit Prince | The Snake (voice) | 2015 |
| Hunter Goes to Hollywood | Self | 2003 |
| Avengers : Infinity War | The Collector | 2018 |
| Guide to the Galaxy with James Gunn | Self | 2014 |
| The Director and the Jedi | Self | 2018 |
| All-Star Weekend | Dr. Phill | |
| Dora et la Cité perdue | Swiper (voice) | 2019 |
| The French Dispatch | Moses Rosenthaler | 2021 |
| The Corporation | Jose Miguel Battle Sr. | |
| Spotlight on Location: Fear and Loathing in Las Vegas | Self | 1998 |
| Round Up: Deposing 'The Usual Suspects' | Self | 2002 |
| Keyser Soze, Lie or Legend - Featurette | Self | 2002 |
| Creature Feature: 50 Years of the Gill-Man | Self | 2004 |
| No Sudden Move | Ronald Russo | 2021 |
| Other Music | Self | 2019 |
| Inside 'Licence to Kill' | Self | 2000 |
| Madonna: The Immaculate Collection | Kid Sitting on Car (segment "La Isla Bonita") | 1990 |
| Raúl Juliá: The World’s a Stage | Self | 2019 |
| Reptile | Tom Nichols | 2023 |
| Nice Girls Don't Stay for Breakfast | Self - Actor | 2019 |
| Elysian Park and the Stone Quarry Hills | | |
| The Phoenician Scheme | Zsa-zsa Korda | 2025 |
| Reenactment | | |
| Oceans | | |
| Neurótica Anónima | | 2025 |
| Battle Zone: The Origins of Sicario | (archive footage) | 2016 |
