2017
Dai Vernon: The Spirit of Magic as Self
2016
The Automatic Hate as Uncle Josh
2015
Sneaky Pete as T.H. Vignetti (7 episodes)
2014
The Tonight Show Starring Jimmy Fallon (1 episode)
2012
Deceptive Practice: The Mysteries and Mentors of Ricky Jay as Himself
2010
Moguls & Movie Stars: A History of Hollywood as Self (7 episodes)
2010
Lost Masterpieces of Pornography as Narrator
2009
FlashForward as Man in Warehouse (3 episodes)
2008
The Brothers Bloom as Narrator (voice)
2008
Redbelt as Marty Brown
2008
The Great Buck Howard as Gil Bellamy
2007
David Mamet on House of Games as Himself
2007
Ricky Jay Plays Poker as Self
2006
The Prestige as Milton
2005
Last Days as Detective
2004
Incident at Loch Ness as Self - Party Guest
2004
Deadwood as Eddie Sawyer (4 episodes)
2004
The Making of Last Days as Himself
2001
Heist as Don 'Pinky' Pincus
2001
Heartbreakers as Dawson's Auctioneer
2000
State and Main as Jack
2000
That Moment: Magnolia Diary as Self
1999
Magnolia as Burt Ramsey / Narrator
1999
Mystery Men as Vic Weems
1997
Tomorrow Never Dies as Henry Gupta
1997
The Story of Magic as Host (2 episodes)
1997
The Spanish Prisoner as George Lang
1997
Sink or Swim as The Hat
1996
Ricky Jay and His 52 Assistants as Self
1996
Hustlers, Hoaxsters, Pranksters, Jokesters and Ricky Jay
1995
The Ranger, the Cook and a Hole in the Sky as Hawkes
1993
The X-Files as The Amazing Maleeni / Herman Pinchbeck / Albert Pinchbeck (2 episodes)
1992
Ring of the Musketeers as Kerns (1 episode)
1992
Ring of the Musketeers as Kerns
1992
The Water Engine as Ratty Inventor
1990
Learned Pigs and Fireproof Women
1989
The Simpsons as Ricky Jay (voice) (1 episode)
1988
Things Change as Mr. Silver
1987
House of Games as George
1979
The Paul Daniels Magic Show as Self (1 episode)
1975
Doug Henning's World of Magic as Self (1 episode)
1962
The Tonight Show Starring Johnny Carson as Self (2 episodes)
1961
The Mike Douglas Show as Self (1 episode)