La loro esibizione nel numero musicale "Jumpin 'Jive" (con Cab Calloway e la sua orchestra) nel film Stormy Weather (1943) è considerata da molti il più virtuosistico spettacolo di danza di tutti i tempi[senza fonte].
Filmografia
The Emperor Jones (1933) (solo Harold Nicholas)
Kid Millions (1934)
Coronado (1935)
The Big Broadcast of 1936 (1935)
My American Wife (1936)
Babes in Arms (1937)
Calling All Stars (1937)
My Son Is Guilty (1939)
Down Argentine Way (1940)
Tin Pan Alley (1940)
The Great American Broadcast (1941)
Sun Valley Serenade (1941)
Orchestra Wives (1942)
Stormy Weather (1943)
Take It or Leave It (1944)
The Reckless Age (1944) (solo Harold Nicholas)
Carolina Blues (1944) (solo Harold Nicholas)
The Pirate (1948)
Pathe Newsreel (1948)
Botta e Riposta (1951)
El Misterio del carro express (1953)
El Mensaje de la muerte (1953)
Musik im Blut (1955)
Bonjour Kathrin (1956)
L'Empire de la nuit (1963) (solo Harold Nicholas)
The Liberation of L.B. Jones (1970) (solo Fayard Nicholas)
Uptown Saturday Night (1974) (solo Harold Nicholas)
That's Entertainment! (1974) (con filmati di archivio)
Brother, Can You Spare a Dime? (1975) (con filmati di archivio)
Disco 9000 (1976) (solo Harold Nicholas)
That's Dancing! (1985) (con filmati di archivio)
Tap (1989) (Harold Nicholas)
That's Black Entertainment (1990) (con filmati di archivio)
The Five Heartbeats (1990) (solo Harold Nicholas)
"Alright" (video clip di Janet Jackson song) (1992)
The Nicholas Brothers: We Sing and We Dance (1992)
Funny Bones (1995) (solo Harold Nicholas)
I Used to Be in Pictures (2000)
Night at the Golden Eagle (2002) (solo Fayard Nicholas)
Broadway: The Golden Age, by the Legends Who Were There (2003)