Azaria is the godfather of Oliver Platt's son, George. He is also a regular poker player, appearing twice on "Celebrity Poker Showdown" and competing at other events, finishing a few places short of the bubble in the main event of the 2010 World Series of Poker. Azaria is a supporter of the Democratic Party. He enjoys the music of Elvis Costello, and has stated that he would have been a therapist if he were not an actor. He considers "The Godfather Trilogy" to be what inspired him to become an actor, and counts Peter Sellers and Walt Frazier as his heroes. Azaria co-founded the educational support charity, "Determined to Succeed".