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Hopefully not.
"facts are stupid things" Ronald Reagan

The MTV interviews (who could be found on youtube actually) were always filmed after the real interview and edited to look like the artist is responding to Weird Al, but they werent actually talking to eachother. Magic of editing.
The spirit of abysmal despair

Youtube is his playground nowadays. He cameos in a trailer for a fake movie about his life, which is pretty epic. I'd watch it if it were a real movie.

Cool.

He's at least in one episode of "Epic Rap Battles of History", as Sir Isaac Newton, if I remember correctly.

Unfortunately he had no more feature roles.
He had a short-lived childrens' television show. The Weird Al Show
http://www.imdb.com/title/tt0118513
However, sometimes stations like MTV would bring in Weird Al for an hour or so to conduct mock interviews with artists and improvise/voice-over popular music videos at the time. (In Canada, I remember him doing this a few times on Much Music.)

Good Deal, bummer to hear he wasn't in more stuff.

lol just messing with you, actually I don't know of any other significant roles. I think UHF was his one big screen moment.

Oh gee, that's sooooo funny, guess you didn't actually bother to read my post, here, let me reprint it for you:
I know he's had a few cameos, but are there any other movies where he has a significant role in them?
Last time I checked IMDB doesn't specify the length of the person's role in a film.

That's a tough question, if only there was some sort of database of movies on the internet that you could look at, that might help.