He shot his first feature, Funny Ha Ha, in 2002 and followed it with Mutual Appreciation in 2003 – though neither film received theatrical distribution until 2005 and 2006, respectively. Bujalski wrote both screenplays and appears as an actor, playing a major role in both films. In 2006 he appeared as an actor and contributed to the screenplay of the Joe Swanberg film Hannah Takes the Stairs.