New York City and numerous other US states were hit by Sandy last Monday (October 29). The storm is estimated to have caused millions of dollars of damage, and has left many people out of electricity.
Stiller was seen serving food at a shelter in Brooklyn on Friday (November 2), according to a post on Reddit.
He also has used his Twitter feed to ask for donations for the relief effort and to encourage people to volunteer.
Meanwhile, NYU Local reports that Baldwin visited New York University students at their shelter, after they were evacuated from their accommodation.
Baldwin graduated from New York University with a Bachelor of Fine Arts degree.
NBC also organised a star-studded telethon for Hurricane Sandy relief, featuring Christina Aguilera, Bruce Springsteen, Jon Bon Jovi, Sting and Billy Joel.
Watch a video of Alec Baldwin at NYU below: