Warning: This post contains SPOILERS for Weird: The Al Yankovic Story!
Weird: The Al Yankovic Story is full of celebrity cameos, with most of the celebrities playing other notable celebrities from the 70s and 80s. Many comedians, musicians, and frequent Weird Al collaborators appear throughout the film, with many of the cameos being on screen for only a few seconds. There are a ton of cameos in Weird: The Al Yankovic Story, and all of them need explanation.
Weird: The Al Yankovic Story is a fictional account of the life of famous parody musician Weird Al Yankovic. Instead of being a traditional musical biopic, Weird is a fictional account of Yankovic's life, with the movie focusing more on making the audience laugh rather than informing them. Because almost nothing in Weird really happened, there is plenty of room for celebrity cameos, so here is every cameo in Weird: The Al Yankovic Story explained (in order of appearance).
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Diedrich Bader as The Grizzled Narrator
Weird: The Al Yankovic Story features an ever-present narrator that claims to be Weird Al. However, the film is actually narrated by Diedrich Bader, actor in films like Napoleon Dynamite and Office Space. He is credited as the aptly named Grizzled Narrator, with his deep voice guiding viewers throughout the movie.
Lin-Manuel Miranda as The Doctor

Lin-Manuel Miranda plays the doctor in Weird's opening flash forward. Most known for creating Hamilton, Miranda is a musician and actor that has written and appeared in many musicals and movies. In Weird, Miranda is playing the doctor who announces that Weird Al is dead - right before he comes back to life.
Thomas Lennon as The Accordion Salesman

Before Daniel Radcliffe steps into Weird Al's shoes, a younger Weird Al meets a salesman played by Thomas Lennon. While Lennon's prolific career has seen him in various comedies since the 1990s, he is most known for creating and starring in Reno 911! In the film he plays the salesman that sells Weird Al his iconic accordion, before being beaten by Weird Al's father.
Scott Aukerman as The Police Officer

After a polka party Al is attending gets raided by police, Weird Al is returned home by two police officers. One of these officers is played by none other than comedian Scott Aukerman. Aukerman has appeared on various sketch comedy shows throughout his career, such as Mr. Show, Between Two Ferns, and Weird Al's own Comedy Bang! Bang!
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Johnny Pemberton, Jonah Ray, and Jeremy Bolm as The Barfs

Johnny Pemberton, Jonah Ray, and Jeremy Bolm, play Johnny, Jonah, and Jeremy Barf respectively. After leaving home and moving to Los Angeles, Daniel Radcliffe's Weird Al attempts to make a name for himself by trying out for a band known as Skunk Barf. Jonny Pemberton is an actor in Midnight Gospel and Superstore, Jonah Ray is a comedian best known for Mystery Science Theater 3000, and Jeremy Bolm is a member of the band Touché Amoré.
Eric Appel as Captain Buffoon

Eric Appel (the director of Weird) makes a vocal cameo playing Captain Buffoon. In Weird, Captain Buffoon is a radio host who is impressed with Weird Al's first song, "My Bologna." Alongside directing Weird, Eric Appel is a frequent collaborator with Funny or Die.
Weird Al Yankovic as Tony Scotti

The titular Weird "Al" Yankovic makes a cameo himself in Weird, playing Tony Scotti. After hitting it big with "My Bologna," Al attempts to get a record deal with the Scotti brothers. Being the subject of the film, Weird Al is a famous musician, comedian, and actor.
Will Forte as Ben Scotti

Will Forte plays the other half of the Scotti brothers, Ben Scotti. Will Forte is a Saturday Night Live alumni who also appears in various comedy movies and TV shows such as MacGruber. Ben is the more aggressive Scotti brother, frequently being calmed by his cool-headed brother and business partner.
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Patton Oswalt as The Heckler

Patton Oswalt makes a very brief cameo as a Heckler in a bar called The Cobra Pit. Although he starts out heckling the musical acts, Oswalt ends up impressed by Weird Al's performance of "I Love Rocky Road." Oswalt is a stand-up comedian and actor who has appeared in projects like Ratatouille. Interestingly, Oswalt was originally supposed to play Dr. Demento, only being replaced by Rainn Wilson after breaking his foot.
Michael McKean as The Sleazy MC

Michael McKean is credited as the Sleazy MC, with McKean's character introducing the various acts at The Cobra Pit. McKean is a prolific actor most known for his role as Chuck McGill in Better Call Saul - making his cameo here quite strange. However, before his more recent fame, McKean starred in a popular music mockumentary called This Is Spinal Tap, making him a veteran to the parody genre Weird is continuing.
Jorma Taccone as Pee-Wee Herman

A barrage of celebrity cameos occurs at Dr. Demento's backyard party. The first of these is by Jorma Taccone, who plays Paul Reubens in character as Pee-Wee Herman. Taccone is a member of The Lonely Island and has worked on the band's movies, such as Hot Rod.
Demetri Martin as Tiny Tim

Also at the backyard party is Tiny Tim, played by Demetri Martin. Martin is a stand-up comedian and writer, working on projects like The Daily Show. Tiny Tim was a famous ukulele player, most active in the 60s and 70s, that has gained recent notoriety for having his music cameo in Spongebob Squarepants.
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Akiva Schaffer as Alice Cooper

Alice Cooper also appears at Demento's party, played by Akiva Schaffer. Alongside Jorma Taccone, Schaffer is a member of The Lonely Island, also working on the band's film and musical projects. In Weird, he is playing Alice Cooper, a rock singer known for his raspy voice and out-there persona.
Paul F. Tompkins as Gallagher

Gallagher can also be seen at the party, played by Paul F. Tompkins. Gallagher is a comedian known for his use of props and his signature smashing of watermelons, something that he can be seen doing in Weird. In the film, Gallagher is played by Paul F. Tompkins, a comedian who worked on Mr. Show and is most known for voicing Mr. Peanutbutter on BoJack Horseman.
Conan O’Brien as Andy Warhol

Similarly, Andy Warhol appears at Demento's party, played by Conan O'Brien. O'Brien is a comedian who has written for The Simpsons, but he is most well-known for his late-night talk show, Conan. In Weird, he plays Andy Warhol, a visual artist most known for his piece "Campbell's Soup Cans."
Emo Phillips as Salvador Dali

Another artist, Salvador Dali, appears at the party, played by Emo Phillips. Salvador Dali was a painter active from the 1920s-1970s, most famous for his melting clocks in "The Persistence of Memory." Phillips is a frequent collaborator with Weird Al, working on projects like Weird Al's 1989 movie UHF and The Weird Al Show.
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Nina West as Divine

Next up, Nina West plays Divine, appearing in the background of several shots during the backyard party scene. West is a drag queen who rose to prominence on the 11th season of RuPaul's Drag Race. Divine was also a drag queen, working as a musician and actor throughout the 70s and 80s, most notably in the film Pink Flamingos.
Jack Black as Wolfman Jack

Jack Black plays Wolfman Jack in Weird, with his character challenging Weird Al to come up with a parody on the spot. Jack Black is an incredibly famous actor and comedian who has starred in films like School of Rock, while also being a member of the band Tenacious D. His character, Wolfman Jack, was a radio DJ in the active from the 60s until his death in the 90s, famous for his gravely voice.
David Dastmalchian as John Deacon

David Dastmalchian appears as John Deacon, suggesting that Weird Al parody "Another One Bites The Dust." Dastmalchian is an actor that has appeared in all kinds of superhero movies, including The Dark Knight, Ant-Man, and The Suicide Squad as Polka-Dot Man. John Deacon is the bassist for the band Queen, having written many of the group's most famous songs.
Quinta Brunson as Oprah Winfrey

Being the first cameo after the backyard party, Quinta Brunson makes several small appearances in Weird as Oprah Winfrey, interviewing Weird Al as he gains stardom. Quinta Brunson is best known for creating and starring in both seasons of Abbot Elementary, while also appearing on A Black Lady Sketch Show. Oprah Winfrey is a talk-show host, author, actress, philanthropist, and more, with her formerly hosting The Oprah Winfrey Show.
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Seth Green as The Radio DJ

Finally, Seth Green plays one of the radio DJs that helps make Weird Al's music popular. Seth Green is an actor and comedian famous for creating Robot Chicken. While there are loads of cameos throughout Weird: The Al Yankovic Story, these are all the biggest and best ones.
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