- Moscow Does Not Believe in Tears (1979) is his most famous film, and one of only four Russian films to win the Best Foreign Language Film Oscar.
- Magistral (1983, dir. Viktor Tregubovich)
- City Zero (1988, dir. Karen Shakhnazarov)
- Night Watch (2004, dir. Timur Bekmambetov)
- Day Watch (2007, dir. Timur Bekmambetov)
Tropes about or used by Menshov:
- The Everyman: His main hero.