In 2007, Partners & Spade co-founder Andy Spade commissioned Josh Safdie to create a short film to promote Kate Spade Handbags. Together, Josh and Benny and their cohort submitted instead a feature-length script, which they began shooting with Spade's support. Co-writer Eleonore Hendricks stars as a lonely kleptomaniac whose childlike charms and curiosity nevertheless leave her estranged from her fellow city dwellers. From purses to bags of grapes to a little girl's "surprise" litter of kittens, Eleonore explores the life of a free spirited thief in the city of New York.

The film premiered at SXSW in March 2008. It also played at the Cannes sidebar Directors' Fortnight, along with a short film The Acquaintances of a Lonely John directed by Benny. The film has also aired on IFC.

Their second feature film, Daddy Longlegs, premiered at the Director's Fortnight at Cannes under an alternate title Go Get Some Rosemary in 2009 and played its American debut at the 2010 Sundance Film Festival. Starring Frownland Director Ronald Bronstein, it was inspired by the filmmakers' younger years living with their father, Albert. Film critic A.O. Scott praised its "loose, intimate shooting-style," and Bronstein's performance. He called it a "lovely, hair-raising film". Bronstein subsequently won a Gotham Award for Best Breakthrough Actor. Go Get Some Rosemary won the Cassavetes Award at the 2011 Independent Spirit Awards, under its American title: Daddy Long Legs.

Lenny Cooke, their first full-length documentary, produced by Adam Shopkorn, follows the life of titular Lenny Cooke, a once phenom high school basketball talent ranked above Lebron James, Carmelo Anthony and Amare Stoudemire, from adolescence to manhood. Upon release of the film, Sheri Linden of the Los Angeles Times called it, "A compellingly unconventional, elliptical Sports documentary that explores the mysterious realm of might-have-been." The film premiered at the 2013 Tribeca Film Festival and Venice Film Festival. It was released theatrically in December 2013 and premiered on cable television via Showtime in February 2014.

In 2014, the Safdie Brothers produced Heaven Knows What under their Elara Pictures banner. Heaven Knows What centers around the real-life stories written in a book titled Mad Love In New York City by lead Actress Arielle Holmes. The movie is a tale of love between heroin addicts in New York City, namely the Upper West Side neighborhood. Actor Caleb Landry Jones joined Arielle Holmes in the film's love story. Heaven Knows What world premiered at the Venice Film Festival where it won the C.I.C.A.E Award, the Toronto International Film Festival, New York Film Festival, Tokyo Film Festival, where it won the Grand Prix and Best Director Awards. Radius TWC purchased the film for US 2015 release out of the New York Film Festival.

In December 2017, The Hollywood Reporter announced that The Safdies will helm the 48 Hrs. remake with the script being written by Josh Safdie, Ronald Bronstein, and Jerrod Carmichael.