Film
| Year | Title | Role | Notes |
|---|---|---|---|
| 2003 | Melvin Goes to Dinner | Extra | |
| 2006 | Unaccompanied Minors | Carole Malone | |
| 2006 | The Enigma with a Stigma | Tux Shop Employee | |
| 2007 | Knocked Up | Jill | |
| 2007 | Meet Bill | Jane Whitman | |
| 2007 | The Brothers Solomon | Janine | |
| 2007 | Walk Hard: The Dewey Cox Story | Edith Cox | |
| 2008 | Semi-Pro | Bear Handler | |
| 2008 | Forgetting Sarah Marshall | Yoga Instructor | |
| 2008 | Pretty Bird | Mandy | |
| 2008 | Ghost Town | Surgeon | |
| 2009 | Adventureland | Paulette | |
| 2009 | Ice Age: Dawn of the Dinosaurs | Pudgy Beaver Mom (voice) | |
| 2009 | Whip It | Maggie Mayhem | |
| 2009 | Extract | Suzie Reynolds | |
| 2010 | How to Train Your Dragon | Ruffnut Thorston (voice) | |
| 2010 | Date Night | Haley Sullivan | |
| 2010 | MacGruber | Vicki St. Elmo | |
| 2010 | Despicable Me | Miss Hattie (voice) | |
| 2010 | All Good Things | Lauren Fleck | |
| 2011 | Paul | Ruth Buggs | |
| 2011 | Bridesmaids | Annie Walker | Also writer |
| 2012 | Friends with Kids | Missy | |
| 2012 | Revenge for Jolly! | Angela | |
| 2013 | Girl Most Likely | Imogene | Also executive producer |
| 2013 | Despicable Me 2 | Agent Lucy Wilde (voice) | |
| 2013 | Her | SexyKitten (voice) | |
| 2013 | The Secret Life of Walter Mitty | Cheryl Melhoff | |
| 2013 | Anchorman 2: The Legend Continues | Chani | |
| 2014 | Hateship, Loveship | Johanna Parry | |
| 2014 | The Skeleton Twins | Maggie | |
| 2014 | How to Train Your Dragon 2 | Ruffnut Thorston (voice) | |
| 2014 | Welcome to Me | Alice Klieg | Also producer |
| 2015 | The Diary of a Teenage Girl | Charlotte | |
| 2015 | Nasty Baby | Polly | |
| 2015 | The Martian | Annie Montrose | |
| 2016 | Zoolander 2 | Alexanya Atoz / Katinka | |
| 2016 | Ghostbusters | Dr. Erin Gilbert | |
| 2016 | Sausage Party | Brenda (voice) | |
| 2016 | Masterminds | Kelly | |
| 2016 | Lightningface | Katherine (voice) | Short film |
| 2017 | Despicable Me 3 | Agent Lucy Wilde (voice) | |
| 2017 | Downsizing | Audrey Safranek | |
| 2017 | Mother! | Herald | |
| 2018 | Where’d You Go, Bernadette | Audrey | Post-production |
Television
| Year | Title | Role | Notes |
|---|---|---|---|
| 2003 | The Joe Schmo Show | Dr. Pat | 9 episodes |
| 2004 | I’m with Her | Kristy | Episode: “The Heartbreak Kid” |
| 2004 | The Drew Carey Show | Sandy | Episode: “House of the Rising Son-in-Law” |
| 2005–2012 | Saturday Night Live | Various | 135 episodes |
| 2007 | 30 Rock | Candace Van der Shark | Episode: “Somebody to Love” |
| 2009 | Flight of the Conchords | Brahbrah | Episode: “Love Is a Weapon of Choice” |
| 2009–2010 | Bored to Death | Jennifer Gladwell | 3 episodes[41] |
| 2010 | Ugly Americans | Tristan (voice) | Episode: “So, You Want to Be a Vampire?” |
| 2010 | The Cleveland Show | Mrs. Stapleton (voice) | Episode: “The Curious Case of Jr. Working at The Stool” |
| 2011–2014 | The Looney Tunes Show | Lola Bunny (voice) | 25 episodes |
| 2011 | The Simpsons | Calliope Juniper (voice) | Episode: “Flaming Moe” |
| 2011 | SpongeBob SquarePants | Madame Hag Fish (voice) | Episode: “The Curse of the Hex” |
| 2012 | Portlandia | Gathy | Episode: “Cat Nap” |
| 2013 | The Simpsons | Annie Crawford (voice) | Episode: “Homerland” |
| 2013 | Saturday Night Live | Herself (host) | Episode: “Kristen Wiig/Vampire Weekend” |
| 2013 | Arrested Development | Young Lucille Bluth | 7 episodes[42] |
| 2013 | Drunk History | Patty Hearst | Episode: “San Francisco” |
| 2014 | The Spoils of Babylon | Cynthia Morehouse | 6 episodes |
| 2015 | A Deadly Adoption | Sarah Benson | Television film |
| 2015 | The Spoils Before Dying | Delores O’Dell | 6 episodes |
| 2015 | Wet Hot American Summer: First Day of Camp | Courtney | 3 episodes |
| 2016 | Saturday Night Live | Herself (host) | Episode: “Kristen Wiig/The xx” |
| 2017 | The Last Man on Earth | Pamela Brinton | 5 episodes |
| 2017 | Nobodies | Herself | Episode: “Not the Emmys” |
| 2017 | Wet Hot American Summer: Ten Years Later | Courtney | Episode: “Tigerclaw” |
| 2017 | Big Mouth | Jessi’s Genitals (voice) | Episode: “Girls Are Horny Too” |