| Movie | Role |
|---|---|
| Mystery Train (1989) | Director, Screenplay |
| Down by Law (1986) | Director |
| Paterson (2016) | Director, Original Music Composer, Writer |
| Ghost Dog: The Way of the Samurai (1999) | Director, Producer, Writer |
| Coffee and Cigarettes (2003) | Director, Editor, Screenplay |
| Dead Man (1995) | Director, Screenplay |