Yu has served as director of photography for nearly all of Chinese director Jia Zhangke's films, and along with Jia, the two men founded their own independent film production company, Xstream Pictures.
| Year | English Title | Chinese Title | Director |
|---|---|---|---|
| 1997 | Xiao Wu | 小武 | Jia Zhangke |
| 1999 | Ordinary Heroes | 千言万语 | Ann Hui |
| 2000 | Platform | 站台 | Jia Zhangke |
| 2001 | In Public | 公共场所 | Jia Zhangke |
| 2002 | Unknown Pleasures | 任逍遙 | Jia Zhangke |
| 2004 | The World | 世界 | Jia Zhangke |
| 2006 | Still Life | 三峡好人 | Jia Zhangke |
| 2006 | Dong | 东 | Jia Zhangke |
| 2006 | The Postmodern Life of My Aunt | 姨妈的后现代生活 | Ann Hui |
| 2007 | Getting Home | 落叶归根 | Zhang Yang |
| 2007 | Useless | 无用 | Jia Zhangke |
| 2008 | 24 City | 二十四城记 | Jia Zhangke |
| Year | English Title | Chinese Title | Notes |
|---|---|---|---|
| 1996 | Neon Goddesses | 美麗的魂魄 | Documentary |
| 1999 | Love Will Tear Us Apart | 天上人间 | |
| 2003 | All Tomorrow's Parties | 明日天涯 | |
| 2008 | Plastic City | 塑料城市 | |