| Heads Will Roll | 2020 | Writer | created by (creator) |
| Above Average Presents | 2015 | Writer | creator (2015) |
| Animated Stories | 2012 | Writer | story |
| UCB Comedy Originals | 2012 | Writer | Writer |
| Nature Cat: The Nature-Tastic Four Movie! | 2025 | Actress | Squeeks |
| A Minecraft Movie | 2025 | Actress | Alex (uncredited) |
| SNL50: The Anniversary Special | 2025 | Actress | Colleen Rafferty |
| Does This Murder Make Me Look Gay?! | 2024 | Actress | Angela Lansfairy (voice) |
| Nature Cat's Nature Movie Special Extraordinaire | 2024 | Actress | Squeeks |
| Saturday Night Live | 2012–2024 | Actress | Ms. Rafferty |
| Nature Cat | 2015–2024 | Actress | Squeeks |
| Barbie | 2023 | Actress | Weird Barbie |
| DC League of Super-Pets | 2022 | Actress | Lulu (voice) |
| The Bubble | 2022 | Actress | Paula the Studio Head |
| Joe vs. Carole | 2022 | Actress | Carole Baskin |
| The Magic School Bus Rides Again | 2017–2021 | Actress | Ms. Fiona Frizzle |
| Heads Will Roll | 2020 | Actress | Queen Mortuana |
| Bombshell | 2019 | Actress | Jess Carr |
| Yesterday | 2019 | Actress | Debra Hammer |
| Nature Cat: The Return of Bad Dog Bart | 2018 | Actress | Daisy |
| The Spy Who Dumped Me | 2018 | Actress | Morgan |
| Saturday Night Live: Cut for Time | 2013–2018 | Actress | Kate |
| Family | 2018 | Actress | Jill |
| Irreplaceable You | 2018 | Actress | Glass Half Full Kate |
| Nature Cat: Onward and Pondward! | 2018 | Actress | Daisy (voice) |
| Ferdinand | 2017 | Actress | Lupe (voice) |
| Friends from College | 2017 | Actress | Shawna |
| Rough Night | 2017 | Actress | Kiwi |
| Detroiters | 2017 | Actress | |
| Family Guy | 2015–2016 | Actress | Farmer's Date |
| Office Christmas Party | 2016 | Actress | Mary |
| H.R. Holiday Rules | 2016 | Actress | Mary Winetoss |
| Leap! | 2016 | Actress | Regine |
| Ghostbusters | 2016 | Actress | Jillian Holtzmann |
| Finding Dory | 2016 | Actress | Wife Fish (voice) |
| Maya & Marty | 2016 | Actress | Heidi Cruz |
| The Angry Birds Movie | 2016 | Actress | Stella |
| The Venture Bros. | 2010–2016 | Actress | Eenie-Meanie |
| The Simpsons | 2016 | Actress | Hettie (voice) |
| Sisters | 2015 | Actress | Sam |
| Moonbeam City | 2015 | Actress | Panache Miller (voice) |
| The Awesomes | 2014–2015 | Actress | Lola Gold |
| Masterminds | 2015 | Actress | Jandice |
| Difficult People | 2015 | Actress | Abra Cadouglas |
| The Spoils Before Dying | 2015 | Actress | Dallas Boudreau |
| Staten Island Summer | 2015 | Actress | Mrs. Bandini Jr. |
| Ted 2 | 2015 | Actress | Kate McKinnon |
| China, IL | 2015 | Actress | Sunshine (voice) |
| Prom Queen | 2015 | Actress | Braces |
| Giant Sloth Short | 2015 | Actress | Nina (voice) |
| Comedy Bang! Bang! | 2014 | Actress | Effie Villalopolus |
| Balls Out | 2014 | Actress | Vicky |
| Life Partners | 2014 | Actress | Trace |
| Monkey Love | 2014 | Actress | Karin |
| Hudson Valley Ballers | 2013 | Actress | Just Jamie |
| Falling for You | 2013 | Actress | Veronica Jones |
| Toy Story of Terror | 2013 | Actress | PEZ Cat (voice) |
| I Expect You to Die TV Series | 2013 | Actress | Mary |
| Hannah Has a Ho-Phase | 2012 | Actress | Nicky |
| Saturday Night Live: Weekend Update Summer Edition | 2012 | Actress | Voter |
| UCB Comedy Originals | 2009–2012 | Actress | Bethany |
| My Best Day | 2012 | Actress | Heather |
| I Wanna Have Your Baby | 2011 | Actress | |
| Jest Originals | 2011 | Actress | Vomit Girl |
| The Back Room | 2011 | Actress | Susan Boyle |
| Bloopers: From the Film Blue Tide Short | 2011 | Actress | |
| Pudding Face | 2011 | Actress | Amy |
| Elizabeth Taylor's Video Will | 2011 | Actress | Elizabeth Taylor |
| Robotomy | 2010–2011 | Actress | Megawatt's Mom |
| Mr. Ross | 2010 | Actress | Debby |
| Vag Magazine | 2010 | Actress | Bethany |
| The Big Gay Sketch Show | 2006–2010 | Actress | Various |
| BP Spills Coffee | 2010 | Actress | Executive 3 |
| We Have to Stop Now | 2010 | Actress | Angela |
| Diamonds Wow! TV Series | 2010 | Actress | |
| Sex Drugs & the Hard Rock Cafe | 2010 | Actress | |
| Concierge: The Series | 2010 | Actress | Mary |
| Hillary Clinton Apologizes | 2009 | Actress | Hillary Clinton |
| Gramps TV Series | 2009–2013 | Actress | Various |
| Mayne Street | 2008–2010 | Actress | Olga Svenson |
| Reach!: A Lecture Musical Video | 2006 | Actress | Student (as Kate Berthold) |
| Joe vs. Carole | 2022 | Producer | executive producer |
| Grand Theft Auto V | 2013 | Additional Crew | additional motion capture |
| Saturday Night Live | 2012–2022 | Soundtrack | performer: "The Circle Game" |
| Grand Theft Auto: The Trilogy - The Definitive Edition | 2021 | Soundtrack | performer: "Life Is But A Mere Supply" (uncredited) |
| Irreplaceable You | 2018 | Soundtrack | performer: "Crocheting Roses" |
| Rough Night | 2017 | Soundtrack | performer: "The Kiwi Song" |
| Grand Theft Auto III | 2001 | Soundtrack | performer: "Life Is But A Mere Supply" (uncredited) |
| SNL50: The Homecoming Concert | 2025 | Self | Self - Audience Member |
| The Late Show with Stephen Colbert | 2024 | Self | Self - Guest |
| The Kelly Clarkson Show | 2023–2024 | Self | Self - Guest |
| Today | 2014–2024 | Self | Self - Guest |
| The Drew Barrymore Show | 2024 | Self | Self |
| The View | 2024 | Self | Self |
| CBS Mornings | 2024 | Self | Self |
| Late Night with Seth Meyers | 2014–2024 | Self | Self - Guest |
| The Tonight Show Starring Jimmy Fallon | 2015–2024 | Self | Self - Guest |
| The Oscars | 2024 | Self | Self - Presenter |
| Happy Sad Confused | 2024 | Self | Self - Guest |
| Access Hollywood | 2016–2024 | Self | Self |
| To Margot's Feet! Margot Robbie, Ryan Gosling, Greta Gerwig & The Barbie Cast FULL Interviews Video | 2023 | Self | Self |
| Saturday Night Live | 2021–2023 | Self | Self - Host |
| Entertainment Tonight | 2015–2023 | Self | Self |
| Good Morning America | 2016–2023 | Self | Self - Guest |
| Dish Nation | 2023 | Self | Self |
| IMDb Interviews | 2023 | Self | Self |
| Hollywood First Look | 2023 | Self | Self |
| BuzzFeed Celeb | 2023 | Self | Self |
| Live with Kelly and Mark | 2015–2023 | Self | Self - Guest |
| The 74th Primetime Emmy Awards | 2022 | Self | Self - Nominee |
| The Ellen DeGeneres Show | 2013–2022 | Self | Self |
| The Morning Show | 2022 | Self | Self |
| Over My Dead Body | 2022 | Self | Self - Guest |
| Extra | 2016–2022 | Self | Self |
| The 44th Annual Kennedy Center Honors | 2021 | Self | Self |
| Lifetime Presents Variety's Power of Women the Comedians TV Special | 2021 | Self | Self |
| Derek DelGaudio's In & Of Itself | 2020 | Self | Self - Audience Member (uncredited) |
| Celebrity Escape Room | 2020 | Self | Self - Cameo |
| Hillary | 2020 | Self | Self |
| 2020 Golden Globe Awards | 2020 | Self | Self - Presenter |
| Hollywood Insider | 2019 | Self | Self |
| Sesame Street's 50th Anniversary Celebration | 2019 | Self | Self (uncredited) |
| Breakfast, Lunch & Dinner | 2019 | Self | Self |
| The 71st Primetime Emmy Awards | 2019 | Self | Self - Nominee |
| Above Average Presents | 2013–2019 | Self | Self |
| The One Show | 2019 | Self | Self |
| The Spy Who Dumped Me: Off Script Video | 2018 | Self | Self - Actress |
| The Spy Who Dumped Me: Outtakes Video | 2018 | Self | Self - Actress |
| Gary Powell: The Action Behind the Film of 'The Spy Who Dumped Me' Video | 2018 | Self | Self - Actress |
| Covert Operations: The Making of 'The Spy Who Dumped Me' Video | 2018 | Self | Self - Actress |
| The 70th Primetime Emmy Awards | 2018 | Self | Self - Nominee |
| Celebrity Page | 2017–2018 | Self | Self |
| WGN Morning News | 2018 | Self | Self |
| Comedians in Cars Getting Coffee | 2018 | Self | Self |
| Megyn Kelly Today | 2017 | Self | Self |
| E! Live from the Red Carpet | 2014–2017 | Self | Self |
| The 69th Primetime Emmy Awards | 2017 | Self | Self - Winner |
| The Insider | 2016–2017 | Self | Self |
| Office Christmas Party: Throwing an Office Christmas Party | 2017 | Self | Self |
| The Oscars | 2017 | Self | Self - Presenter |
| Ghostbusters: Chris Hemsworth is Kevin | 2016 | Self | Self |
| Ghostbusters: Meet the Team Video | 2016 | Self | Self |
| Celebrities Answer the Web's Most Searched Questions | 2016 | Self | Self |
| Saturday Night Live: Thanksgiving Special TV Special | 2016 | Self | Self |
| Weekend Today | 2016 | Self | Self |
| The 68th Primetime Emmy Awards | 2016 | Self | Self - Winner |
| Made in Hollywood | 2016 | Self | Self |
| Up Close with Carrie Keagan | 2016 | Self | Self - Guest |
| On the Scene with Lindalee | 2016 | Self | Self |
| Inside Edition | 2016 | Self | Self |
| The Graham Norton Show | 2016 | Self | Self - Guest |
| Jimmy Kimmel Live! | 2016 | Self | Self - Guest |
| 31st Film Independent Spirit Awards | 2016 | Self | Self - Co-Host |
| The 67th Primetime Emmy Awards | 2015 | Self | Self - Nominee |
| Close Up with the Hollywood Reporter | 2015 | Self | Self |
| MTV After Hours with Josh Horowitz | 2015 | Self | Self |
| Saturday Night Live: 40th Anniversary Special | 2015 | Self | Self |
| The 37th Annual Kennedy Center Honors | 2014 | Self | Self |
| W-ORD Channel 7 News with John Oliver & Cookie Monster Video | 2014 | Self | Self |
| The 66th Primetime Emmy Awards | 2014 | Self | Self - Nominee |
| Conan | 2014 | Self | Self - Guest |
| American Comedy Awards | 2014 | Self | Self - Winner |
| Late Night with Jimmy Fallon | 2014 | Self | Self - Guest |
| Animated Stories | 2012 | Self | Self |
| The Wendy Williams Show | 2010 | Self | Self - Guest |
| New Now Next Awards TV Special | 2009 | Self | Self |
| Entertainment Tonight | 2015–2025 | Archive Footage | Self |
| SNL50: Beyond Saturday Night | 2025 | Archive Footage | Self - Cast Member 2012 - 2022 (archive footage) |
| Martha | 2024 | Archive Footage | Martha Stewart (archive footage) |
| Saturday Night Live Christmas Special | 2013–2022 | Archive Footage | Colleen Rafferty |
| The Andrew Klavan Show | 2022 | Archive Footage | Self (archive footage) |
| Morning Express with Robin Meade | 2022 | Archive Footage | Ms. Rafferty |
| Reliable Sources | 2022 | Archive Footage | Self (archive footage) |
| The Comments Section | 2022 | Archive Footage | Self (archive footage) |
| Morning Joe | 2021 | Archive Footage | Self (archive footage) |
| Reiser & Gibson Report TV Series | 2021 | Archive Footage | Self (archive footage) |
| The Hollywood Moment at Home Edition | 2021 | Archive Footage | Self (archive footage) |
| Saturday Night Live Election Special 2020 TV Special | 2020 | Archive Footage | Elizabeth Warren |
| A Saturday Night Live Mother's Day | 2020 | Archive Footage | Self |
| Celebrity Page | 2018–2020 | Archive Footage | Self (archive footage) |
| Saturday Night Live: Cut for Time | 2019 | Archive Footage | (archive footage) |
| The Spy Who Dumped Me: Makin' Friends with Hasan Minhaj Video | 2018 | Archive Footage | Self - Actress (archive footage) |
| Access Hollywood | 2018 | Archive Footage | Self (archive footage) |
| Extra | 2015–2018 | Archive Footage | Self |
| Fox and Friends | 2017 | Archive Footage | Self (archive footage) |
| SNL Presents: Halloween | 2017 | Archive Footage | Kellywise the Clown (archive footage) |
| Inside Edition | 2016 | Archive Footage | Self (archive footage) |
| The 2016 SNL Election Special | 2016 | Archive Footage | Hillary Clinton (archive footage) |
| Live with Kelly and Mark | 2016 | Archive Footage | Self (archive footage) |
| Telenoche | 2016 | Archive Footage | Self (archive footage) |
| Comedians in Cars Getting Coffee | 2016 | Archive Footage | Self (archive footage) |
| Les Chroniques du Mea | 2016 | Archive Footage | Self (archive footage) |
| Media Buzz | 2015 | Archive Footage | Hillary Clinton (archive footage) |
| Saturday Night Live: Thanksgiving Special | 2014 | Archive Footage | Various (archive footage) |
| SNL Shorts | 2014 | Archive Footage | Various (archive footage, uncredited) |
| SNL Sports Spectacular | 2014 | Archive Footage | Billy Jean King (archive footage, uncredited) |
| Saturday Night Live: Best of This Season | 2014 | Archive Footage | Angela Merkel |