Lovitz's long friendship with actor-turned-director Penny Marshall led to roles in her films "Jumpin' Jack Flash" (1986), "Big" (1988), and "A League of Their Own" (1992). He was outstanding in the latter as Ernie 'Cappy' Capadino, the fast-talking scout who recruits Geena Davis and Lori Petty. His subsequent feature work has been uneven, but Lovitz landed a key supporting role in Tom Shadyac's "Liar Liar" (1997), starring Jim Carrey. The following year, he accepted a role on the NBC sitcom "NewsRadio". Lovitz was hired to fill the void left by the untimely death of former "SNL" co-star Phil Hartman, playing the obnoxious and insecure Max Louis until the show left the air in 1999. Woody Allen cast Lovitz to great effect as Benny Borkowshi, one of the doltish team of would-be robbers that populated the writer'director's light and amusing comedy "Small Time Crooks" (2000), and the comic played a money launderer dressed in Elvis drag for the misfire "3000 Miles to Graceland" (2001). He had other roles in lesser films, including "Rat Race" (2001) and "Good Advice" (2001), and was put to good use as Bette Midler's husband in the comic remakes of the thriller "The Stepford Wives" (2004).
Lovitz has remained personally and professionally close with some of his SNL castmates, appearing in various features alongside them, including the David Spade vehicles "Lost & Found" (1999) and "Dickie Roberts: Former Child Star" (2003), and Adam Sandler's "Little Nicky" (2000) and the animated feature "8 Crazy Nights" (2002).