I think the last film I saw him in was Naked Gun. Very classy guy. The following from Cinemania, the last edition, being 1997. So, if he did any films after 1996 or so they aren't here.
I'm bolding the films mentioned in Cinemania's bio of Montalban.
Ricardo Montalban
(1920 - 2009)
Filmography From Microsoft Cinemania
1942 Cinco Fueron Escogidos
1943 Santa
1944 La Fuga
1944 La Hora De La Verdad
1947 Fiesta
1948 The Kissing Bandit
1948 On An Island With You
1949 Battleground
1949 Border Incident
1949 Neptune's Daughter
1950 Mystery Street
1950 Right Cross
1950 Two Weeks With Love
1951 Across The Wide Missouri
1951 Mark Of The Renegade
1952 My Man And I
1953 Latin Lovers
1953 Sombrero
1954 The Saracen Bladet
1954 Sombra Verde/Green Shadow
1955 A Life In The Balance
1956 The Queen Of Babylon
1956 Three For Jamie Dawn
1956 Untouched
1957 Sayonara
1960 Let No Man Write My Epitaph
1962 Hemingway's Adventures Of A Young Man/Adventures Of A Young Man
1962 The Rage Of The Buccaneers
1962 The Reluctant Saint
1963 Love Is A Ball
1964 Cheyenne Autumn
1966 Madame X
1966 The Money Trap
1966 The Singing Nun
1967 Code Name: Heraclitus
1967 The Longest Hundred Miles
1968 Blue
1968 Fade-In
1968 Sol Madrid/The Heroin Gang
1969 Black Water Gold
1969 The Pigeon
1969 Sweet Charity
1970 Sarge
1970 Walls Of Fire
1971 The Deserter/La Spina Dorsale Del Diavolo/Ride To Glory
1971 The Desperate Mission
1971 Escape From The Planet Of The Apes
1971 The Face Of Fear
1972 Conquest Of The Planet Of The Apes
1972 Fireball Forward
1973 The Train Robbers
1974 The Mark Of Zorro
1974 Wonder Woman
1976 Joe Panther
1976 Mcnaughton's Daughter
1977 Captains Courageous
1977 Fantasy Island
1977 Kino, The Padre On Horseback
1978 Return To Fantasy Island
1982 Star Trek II: The Wrath Of Khan
1984 Cannonball Run II
1988 The Naked Gun: From The Files Of Police Squad!
1994 That's Entertainment! III
© 1996 Microsoft Corporation And/Or Its Suppliers. All Rights Reserved.