Q: Which movies have Wu members acted in (or made cameo appearances in)?
A: This is not an exhaustive list:

[Movie name appears in bold]

[Actors listed in alphabetical order / Movies listed in chronological order]

• Ghostface Killah :
Black & White [As Himself] (1999)

• Inspectah Deck :
Black & White [As Himself] (1999)

• Method Man :
- Movies
My Baby's Mama (2003)
Street Dreams [As Himself] (2002)
Brown Sugar [Uncredited Cameo] (2002)
Stung [Host] (2002)
How High ["Silas P. Silas"] (2001)
Backstage ... aka Hard Knock Life Tour [As Himself] (2000)
Boricua's Bond (2000)
P.I.G.S. ["Pan-handling Nun"] (1999)
Black & White [As Himself] (1999)
Belly ["Shameek"] (1998)
Cop Land ["Shondel"] (1997)
One Eight Seven ... aka 187 ["Dennis Broadway"] (1997)
Rhyme & Reason [As Himself] (1997)
Great White Hype, The [As Himself] (1996)
Show, The [As Himself] (1995)
- TV
Jamie Foxx Show, The [As Himself] (Episode #4.21: "Jamie in the Middle")
Martin [Burgler] (Episode #5.13: "You Play Too Much")
One on One [As Himself] (Episode #2.7: "Give'm An Inch, They'll Throw A Rave")
Space Ghost Coast to Coast [As Himself] (Episode # 27: "Surprise")
Third Watch ["C-Note"] (Episode #3.14:"Superheroes (Part 1)")
Oz - ["#01D251 Carlton 'Tug' Daniels"] (Episode #4.12: "Cuts Like a Knife"; #4.13: "Blizzard of '01"; #4.14: "Orpheus Descending"; #4.15:"Even the Score")
Wonderland (Episode #1.1: [Pilot])
- Other
Stung [Writer] (2002)

• Raekwon :
- Movies
Black & White [Cigar] (1999)
Rhyme & Reason [As Himself] (1997)
Show, The [As Himself] (1995)
- Other
Black & White [Associate Producer] (1999)

• The RZA :
- Movies
Ghost Dog: The Way of the Samurai [Samurai in Camouflage] (1999)
Rhyme & Reason [As Himself] (1997)
- TV
Upright Citizens Brigade ["Bobby Digital"] (Episode #2.2: "Bomb Squad")
- Other
Kill Bill [Composer] (2003)
Ghost Dog: The Way of the Samurai [Composer] (1999)

Props to Paul Hulme for supplying much of the information on this page.