| Year | Film | Role | Notes |
|---|---|---|---|
| 1979 | Murphy's Stroke | Edward O'Grady | TV-Movie |
| 1980 | The Long Good Friday | 1st Irishman | |
| The Mirror Crack'd | Actor playing 'Jamie' | Uncredited role | |
| 1986 | Nomads | Jean Charles Pommier | |
| Remington Steele: The Steele That Wouldn't Die | Remington Steele | ||
| 1987 | Taffin | Mark Taffin | |
| The Fourth Protocol | Valeri Petrofsky/James Edward Ross | ||
| 1988 | The Deceivers | William Savage | |
| Noble House | Ian Dunross | TV miniseries | |
| 1989 | Around the World in 80 Days | Phileas Fogg | TV miniseries |
| The Heist | Neil Skinner | TV-Movie | |
| 1990 | Mister Johnson | Harry Rudbeck | |
| 1991 | Murder 101 | Charles Lattimore | TV-Movie |
| Victim of Love | Paul Tomlinson | ||
| 1992 | The Lawnmower Man | Dr. Lawrence Angelo | |
| Live Wire | Danny O'Neill | ||
| 1993 | Mrs. Doubtfire | Stuart Dunmeyer | |
| Death Train | Michael 'Mike' Graham | TV-Movie | |
| Entangled | Garavan | ||
| The Broken Chain | Sir William Johnson | TV-Movie | |
| 1994 | Love Affair | Ken Allen | |
| Don't Talk to Strangers | Douglas Patrick Brody | TV-Movie | |
| 1995 | Night Watch | Michael 'Mike' Graham | TV-Movie |
| GoldenEye | James Bond | ||
| 1996 | Mars Attacks! | Professor Donald Kessler | |
| The Mirror Has Two Faces | Alex | ||
| 1997 | Robinson Crusoe | Robinson Crusoe | |
| Tomorrow Never Dies | James Bond | ||
| Dante's Peak | Harry Dalton | ||
| 1998 | Quest for Camelot | King Arthur | |
| The Nephew | Joe Brady | also producer | |
| 1999 | Grey Owl | Archibald "Grey Owl" Belaney | |
| The World Is Not Enough | James Bond | ||
| The Match | John MacGhee | also producer | |
| The Thomas Crown Affair | Thomas Crown | also producer | |
| 2001 | The Tailor of Panama | Andrew Osnard | |
| 2002 | Die Another Day | James Bond | |
| Evelyn | Desmond Doyle | also producer | |
| 2004 | After the Sunset | Max Burdett | |
| Laws of Attraction | Daniel Rafferty | also executive producer | |
| 2005 | The Matador | Julian Noble | also producer |
| 2007 | Seraphim Falls | Gideon | |
| Butterfly on a Wheel | Tom Ryan | also producer | |
| Married Life | Richard Langley | ||
| 2008 | Mamma Mia! | Sam Carmichael | |
| 2009 | The Ghost | Adam Lang |