(2021) Beneath the Bassline - Lost Backstage

as Self

(2005) Niacin: Live in Tokyo

as Himself

(2019) Sons of Apollo - Live with the Plovdiv Psychotic Symphony - Documentary

as Self

(2000) The Waterkeepers

as Himself

(2004) Rockthology 2

as ---

(2011) Mr. Big: The Making Of 'What If...'

as Himself

(2013) Portnoy Sheehan MacAlpine Sherinian: Live in Tokyo

as Self - Bass

(2012) PSMS Portnoy, Sheehan, MacAlpine & Sherinian: InstruMENTAL Inspirations

as ---

(2012) Mr. Big Live From The Living Room

as Bass

(2005) Big, Bigger, Biggest! The Best Of Mr. Big

as Billy Sheehan (bass guitar)

(2022) Steve Vai - His First 30 Years: The Documentary

as Self (archive footage)

(2014) The Winery Dogs: [2014] Sonisphere Festival

as Himself - Bass

(2014) The Winery Dogs - Unleashed in Japan

as Himself - Bass

(2006) Amazing Journey: One Night in New York City

as Himself - Bass

(2015) Mr. Big: Raw Like Sushi 114

as Bass

(2009) Mr. Big: Back to Budokan

as Bass

(2002) Mr. Big: Farewell Live in Japan

as Himself

(2017) The Winery Dogs : Dog Years - Live in Santiago and Beyond 2013-2016

as Himself - Bass

(2018) Mr. Big - Live from Milan

as Bass

(2019) Sons Of Apollo: Live With The Plovdiv Psychotic Symphony

as Self

(1989) Billy Sheehan ‎– On Bass

as Billy Sheehan

(2006) An Ox's Tale: The John Entwistle Story

as Himself

(2008) Mr. Big: Bump Ahead - Live In Japan

as Himself

(1997) Mr. Big: Live At Budokan

as Himself

(1992) Mr. Big: Live

as Himself

(2024) Mr. Big: The Big Finish Live

as Bass, Vocals

(1962) The Tonight Show Starring Johnny Carson

as Self