The only time I know of having heard Teller speak was on a Simpsons episode; his character was "on camera".
Teller speaks (narrates) part of the History Channel’s documentary on Houdini - and also speaks on camera in ‘dark silhouette’ where you can’t see his face (like he’s in the witness protection program). He’s identified by name below his silhouette. He is also the voice narrating their shows. Its a good gimmick.