- A 1995 sketch he performed with Scott Adsit, "Gump", is included as one of Second City's all-time best on the CDs that come with the book, "Second City", by Sheldon Patinkin.
- (2007) Appeared in the video, "Good Cop, Baby Cop". The video also featured Will Ferrell as "Angel", a suspected killer, and his daughter (with wife Shira Piven), Pearl McKay, as the "Lieutenant". According to the video, it is Pearl's "farewell performance". (2007)
- (2007) Appeared in the video, "The Landlord Out Takes". The video also featured Will Ferrell, his wife Shira Piven and their daughter, Pearl McKay (a toddler). (2007)