Not related to the song exactly but, check out his role in "Mystery Train" from 1989. One of my favorite films.

Kanopy link, otherwise on Prime seems to be the only option if you don't feel like sailing the high seas.

Edit: If you want some incentive to check it out, I'll give a brief synopsis. A Japanese couple who is obsessed with Elvis and Carl Perkins travels to Memphis, Tennessee. Screamin' Jay Hawkins plays the role of the hotel clerk alongside Cinqué Lee. It's a bit of a "multiple stories coming together at the end" type of story. And SJH and the hotel is, uh, the axis of the stories come together. Tried my best to describe it.

Absolutely worth a watch. He only appeared in anything resembling film roles a few times.