| Year | Title | Role | Notes |
|---|
| 1984 | The Hit | Myron | Nominated – BAFTA Award for Most Promising Newcomer to Leading Film Roles |
| 1985 | Return to Waterloo | Boy Punk | |
| 1988 | A World Apart | Harold | |
| To Kill a Priest | Feliks | |
| 1989 | The Cook, the Thief, His Wife & Her Lover | Mitchel | |
| 1990 | Vincent & Theo | Vincent van Gogh | |
| Farendj | Anton | |
| Rosencrantz & Guildenstern Are Dead | Guildenstern | |
| 1992 | Backsliding | Tom Whitton | |
| Reservoir Dogs | Freddy Newandyke / Mr. Orange | |
| Jumpin' at the Boneyard | Manny | |
| 1993 | Bodies, Rest & Motion | Nick | |
| El Marido perfecto | Milan | |
| 1994 | Captives | Philip Chaney | |
| Little Odessa | Joshua Shapira | Nominated – Independent Spirit Award for Best Male Lead |
| Pulp Fiction | Ringo / Pumpkin | |
| 1995 | Rob Roy | Archibald Cunningham | BAFTA Award for Best Actor in a Supporting Role Kansas City Film Critics Circle Award for Best Supporting Actor Nominated – Academy Award for Best Supporting Actor Nominated – Golden Globe Award for Best Supporting Actor - Motion Picture Nominated – Saturn Award for Best Supporting Actor |
| Four Rooms | Ted | |
| 1996 | No Way Home | Joey | |
| Everyone Says I Love You | Charles Ferry | |
| 1997 | Gridlock'd | Alexander 'Stretch' Rawland | |
| Hoodlum | Dutch Schultz | |
| Deceiver | James Walter Wayland | |
| 1998 | Animals | Henry | |
| The Legend of 1900 | Danny Boodman TD Lemon 1900 | |
| 1999 | The War Zone | —N/a | Director C.I.C.A.E. Award Valladolid International Film Festival Silver Spike European Film Award for European Discovery of the Year Edinburgh International Film Festival for Best New British Feature Tróia Award – First Works Section Jury Award for Best Director & Best First Feature Nominated – Bodil Award for Best Non-American Film Nominated – Independent Spirit Award for Best Foreign Film |
| 2000 | The Million Dollar Hotel | Izzy Goldkiss | Uncredited |
| Vatel | Marquis de Lauzun | |
| Lucky Numbers | 'Gig' | |
| 2001 | Planet of the Apes | General Thade | Nominated – Empire Award for Best British Actor Nominated – MTV Movie Award for Best Villain Nominated – Saturn Award for Best Supporting Actor |
| Invincible | Hersche Steinschneider / Erik Jan Hanussen | |
| The Musketeer | Febre | |
| 2002 | Emmett's Mark | John Harrett / Frank Dwyer | Nominated – DVD Exclusive Award for Best Supporting Actor in a DVD Premiere Movie |
| 2003 | To Kill a King | Oliver Cromwell | |
| 2004 | Battle of the Brave | William Pitt | |
| The Beautiful Country | Captain Oh | |
| Silver City | Mitch Paine | |
| 2005 | Don't Come Knocking | Sutter | |
| Dark Water | Jeff Platzer | |
| 2007 | Even Money | Victor | |
| Youth Without Youth | Dominic | |
| Virgin Territory | Gerbino | |
| Funny Games | George | |
| 2008 | The Incredible Hulk | Emil Blonsky / The Abomination | |
| 2009 | King Conqueror | King Pedro II of Aragon | |
| 2010 | Pete Smalls Is Dead | Pete Smalls | |
| 2012 | Arbitrage | Detective Michael Bryer | |
| Broken | Archie | Stockholm International Film Festival Award for Best Actor |
| Möbius | Rostovski | |
| 2013 | The Liability | Roy | |
| 2014 | Grace of Monaco | Prince Rainier III of Monaco | |
| United Passions | Sepp Blatter | |
| Selma | George Wallace | |
| October Gale | Tom | |
| 2015 | 600 Miles | Hank Harris | Executive producer Nominated – Ariel Award for Best Actor |
| Chronic | David | Executive producer Nominated – Independent Spirit Award for Best Male Lead |
| Hardcore Henry | Henry's Father | |
| Mr. Right | Hopper | |
| The Hateful Eight | 'English' Pete Hicox / Oswaldo Mobray | |
| 2017 | 1 Mile to You | Coach Jared | |
| 2018 | The Con Is On | Peter Fox | |
| The Padre | The Padre | |
| 2019 | Luce | Peter Edgar | |
| Once Upon a Time in Hollywood | Raymond | Scenes cut, but still credited [1] |
| The Song of Names | Martin Simmonds | |
| QT8: The First Eight | Himself | Documentary film [2] |
| 2021 | Bergman Island | Tony | [3] |
| The Misfits | Schultz | |
| Shang-Chi and the Legend of the Ten Rings | Emil Blonsky / The Abomination | Uncredited cameo [4] |
| Sundown | Neil | |
| 2022 | Resurrection | David | |
| There Are No Saints | Carl Abrahams | [5] |
| Punch | Stan | [6] |
| 2024 | Poison | Lucas | [7] |
| Classified | Kevin Angler | |
| 2025 | Tornado | Sugarman | [8] |
| 260 Days | Adult Marijan Gubina | |
| 2026 | Peaky Blinders: The Immortal Man † | TBA | Post-production [9] |
| TBA | A Colt Is My Passport † | TBA | Post-production [10] |