Harmony Korine makes a small appearance in the film Good Will Hunting (1997). He can be seen playing a character named 'Jerve' in a scene where Matt Damon is making a telephone call from prison. Korine is also credited for the film as "Jail Consultant."

Korine also has a small part in the film Last Days (2005), where he is credited as 'Guy in Club.' Korine's character can be seen for a short moment talking with Michael Pitt in the film.

Beautiful Losers is a documentary film from 2008 that was directed by Aaron Rose and Joshua Leonard. The film concerns a particular group of artists from the 1990s, among which Korine is included. Korine appears in the film as an interview subject. The film also features work by Korine.

Footage shot during the production of the film but which ultimately did not end up in the film was assembled to create the 11-part documentary series D.I.Y. America (2009), directed by Aaron Rose. Korine appears in episodes 01 and 08.

The entire series is available online here.

Until the Light Takes Us is a 2009 documentary film that examines the history of black metal music. The film features an interview with Korine. Work by Korine can also be seen in the film.

Asked by Lodown magazine in their May-June 2008 issue how Korine came to appear in the film, co-director Audrey Ewell answered:
"Well, he's been into black metal for many years; he also used Burzum in the Gummo soundtrack and has put up many Black Metal-related exhibitions in several galleries. Basically, we just went about it the same way that we did with everyone else in the movie: called him up and told him what we were doing, asked if he wanted to be involved. We're just very honest in what we're doing and what we want."
Harmony Korine appeared alongside Gaspar Noe in an episode of the German TV series Into the Night with... (Durch die Nacht...) that first aired on September 7, 2010. The series, which began in 2002, joins two artists together and documents them over a period of time, generally a day or evening. Episodes are 60-minutes in length. Others who have taken part in the series over the years include Claire Denis, Udo Kier, Alenjandro Jodowsky, and Crispin Glover.

The episode with Korine and Noe was directed by Bruce LaBruce. It was filmed in Nashville, Tennessee.

Harmony Korine is credited as an Art Department Assistant on Light Sleeper, a 1992 film written and directed by Paul Schrader. The film was shot in New York City.

The Advocate for Fagdom is a 2010 documentary film directed by Angélique Bosio. The film, which takes its title from a letter by Kurt Cobain, examines the life and work of Canadian filmmaker Bruce LaBruce. Korine features in the film as an interview subject. Others interviewed for the film include Gus Van Sant, Richard Kern and John Waters.

In the early 1990s, Harmony Korine directed and acted in a one-minute TV spot that appeared on MTV. The spot was part of Visual Mafia, a series produced by Aaron Rose that also featured other spots by Thomas Campbell, Tobin Yelland, Spencer Tunick, Thurston Moore and Rita Ackermann.

Part of Korine's TV spot appeared in the 2008 documentary film Beautiful Losers.