Since leaving Saturday Night Live in 2007, Rudolph has appeared in Grown Ups (2010), Bridesmaids (2011), Grown Ups 2 (2013), and Sisters (2015).
Setelah keluar dari Saturday Night Live, Rudolph juga tampil dalam beberapa film seperti Grown Ups (2010), Bridesmaids (2011), Grown Ups 2 (2013) dan Sisters (2015).