| About Last Night | 2014 | writer |
| The Coin | 2013/I | writer |
| Phil Spector | 2013 | writer |
| Two Painters | 2010 | writer |
| Inside the Actor's Workshop | 2010 | writer |
| Our Valley | 2010 | writer |
| The Marquee | 2010 | writer |
| The Dog | 2010 | writer |
| Lost Masterpieces of Pornography | 2010 | writer |
| The Unit | | writer |
| Redbelt | 2008 | writer |
| Edmond | 2005 | writer |
| Spartan | 2004 | writer |
| The 74th Annual Academy Awards | 2002 | writer |
| Heist | 2001 | writer |
| Hannibal | 2001 | writer |
| State and Main | 2000 | writer |
| Lakeboat | 2000 | writer |
| The Winslow Boy | 1999 | writer |
| Lansky | 1999 | writer |
| Ronin | 1998 | writer |
| Wag the Dog | 1997 | writer |
| The Spanish Prisoner | 1997 | writer |
| The Edge | 1997 | writer |
| Dr. Katz, Professional Therapist | 1997 | writer |
| American Buffalo | 1996 | writer |
| Oleanna | 1994 | writer |
| Texan | 1994 | writer |
| Vanya on 42nd Street | 1994 | writer |
| A Life in the Theater | 1993 | writer |
| Discussion After First Script Read-Through | 1993 | writer |
| Hoffa | 1992 | writer |
| Glengarry Glen Ross | 1992 | writer |
| The Water Engine | 1992 | writer |
| Homicide | 1991 | writer |
| Performance | 1991 | writer |
| We're No Angels | 1989 | writer |
| The Play on One | 1989 | writer |
| Things Change | 1988 | writer |
| House of Games | 1987 | writer |
| The Untouchables | 1987 | writer |
| Hill Street Blues | 1987 | writer |
| About Last Night... | 1986 | writer |
| The Verdict | 1982 | writer |
| The Postman Always Rings Twice | 1981 | writer |
| A Life in the Theatre | 1979 | writer |
| Two-Bit Waltz | 2014 | producer |
| Phil Spector | 2013 | producer |
| Disintegration Man | 2012 | producer |
| The Unit | 2006-2009 | producer |
| Lansky | 1999 | producer |
| A Life in the Theater | 1993 | producer |
| Hoffa | 1992 | producer |
| Lip Service | 1988 | producer |
| Phil Spector | 2013 | director |
| Two Painters | 2010 | director |
| Inside the Actor's Workshop | 2010 | director |
| Our Valley | 2010 | director |
| The Marquee | 2010 | director |
| Lost Masterpieces of Pornography | 2010 | director |
| The Unit | 2006-2008 | director |
| Redbelt | 2008 | director |
| The Shield | 2004 | director |
| Spartan | 2004 | director |
| Heist | 2001 | director |
| Catastrophe | 2000 | director |
| State and Main | 2000 | director |
| The Winslow Boy | 1999 | director |
| The Spanish Prisoner | 1997 | director |
| Ricky Jay and His 52 Assistants | 1996 | director |
| Oleanna | 1994 | director |
| Homicide | 1991 | director |
| Things Change | 1988 | director |
| House of Games | 1987 | director |
| Redbelt | 2008 | soundtrack |
| State and Main | 2000 | soundtrack |
| Dr. Katz, Professional Therapist | 1996 | soundtrack |
| Oleanna | 1994 | soundtrack |
| Dr. Katz, Professional Therapist | 1997 | actor |
| The Water Engine | 1992 | actor |
| Black Widow | 1987 | actor |
| Macy About Mamet | 1998 | miscellaneous |
| The Charles Broden Story | | thanks |
| The Last Sermon | | thanks |
| Knight of Cups | 2015 | thanks |
| Detective Cook and Ashby | 2010 | thanks |
| Invent Nothing, Deny Nothing: Five Guys from Mamet's HOMICIDE | 2009 | thanks |
| Redbelt: Behind the Scenes | 2008 | thanks |
| Redbelt: Q&A with David Mamet | 2008 | thanks |
| Choke | 2008 | thanks |
| Blues by the Beach | 2004 | thanks |
| Frogs for Snakes | 1998 | thanks |
| The Ben Shapiro Show: Sunday Special | 2018 | self |
| Midway USA's Gun Stories | 2013-2014 | self |
| The Postman Always Rings Twice: Selected Scenes Commentary | 2014 | self |
| The 65th Primetime Emmy Awards | 2013 | self |
| Deceptive Practice: The Mysteries and Mentors of Ricky Jay | 2012 | self |
| The Simpsons | 2011 | self |
| Charlie Rose | 1994-2010 | self |
| The Colbert Report | 2010 | self |
| Redbelt: Behind the Scenes | 2008 | self |
| Redbelt: Inside Mixed Martial Arts | 2008 | self |
| Redbelt: Q&A with David Mamet | 2008 | self |
| Shootout | 2008 | self |
| Tavis Smiley | 2008 | self |
| Triumph and Tragedy: The Ray Mancini Story | 2007 | self |
| David Mamet on 'House of Games' | 2007 | self |
| TCM Guest Programmer | 2007 | self |
| Real Time with Bill Maher | 2007 | self |
| Biography | 2004-2006 | self |
| A Tribute to Joe Mantegna | 2004 | self |
| Check the Gate: Putting Beckett on Film | 2003 | self |
| State and Main: Behind the Scenes | 2001 | self |
| State and Main: Interviews | 2001 | self |
| The Directors | 1999 | self |
| Face to Face | 1998 | self |
| The Edge: Soundbites | 1997 | self |
| Hustlers, Hoaxsters, Pranksters, Jokesters and Ricky Jay | 1996 | self |
| Chicago on Stage | 1995 | self |
| Behind Oleanna | 1994 | self |
| The Yiddish Cinema | 1991 | self |
| American Masters | 1990 | self |
| The Talk Show with Clive James | 1990 | self |
| The Chicago Way: The Real Untouchables | 1987 | self |
| Late Night with David Letterman | 1984 | self |
| The Irv Kupcinet Show | 1977-1984 | self |
| Gore Vidal: The United States of Amnesia | 2013 | archive_footage |
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