Self-taught as a filmmaker, he made his first full-length film in 1974, and has since that time focused on a wide range of American issues in his films, at present having made 40 long-form films. Jost’s work has shown since 1976 in major film festivals around the world. The Museum of Modern Art, NYC, screened a complete retrospective of his work from January 18 to February 19, 1991. This program was completely repeated at the UCLA Film Archive, Los Angeles, (March–April), and partially repeated at the American Film Institute Film Theater at the J.F. Kennedy Center, Washington, DC, (February), the Kabuki Theater in San Francisco under the sponsorship of the Film Arts Foundation and San Francisco Film Society, (March–April), and the Harvard Film Archive, Boston, (April). In October, 1991, the Viennale, in Vienna, Austria, in the context of a broader festival, screened a complete retrospective of Jost’s films. It was also screened in January–February 1992 at the Arsenal Kino, Berlin.

In 1994 the Bergamo Film Meeting, Italy, organised a complete retrospective of all features and short films, and published a book and catalog on Mr. Jost and his work. A traveling retrospective was done in the Netherlands by the Filmtheater Desmet in fall 1994; and in December 1994 a complete retrospective was done at the Cinemateca in Bologna, Italy, and in Feb 1995 it was repeated at the Film Museo Nazionale, in Torino. Full retrospectives were mounted in 1996 at the Cinemateca Portuguese and Filmoteca Espanol. In 2011 the Jerusalem Cinematheque did an 11 film partial retrospective, also shown in Haifa and Tel Aviv.

Since 1996 he has worked almost exclusively in digital video (DV & HD), completing twenty six features and many short films in electronic formats. Two of his most widely known films are All the Vermeers in New York (1990) and The Bed You Sleep In (1993). His 1977 feature, Last Chants for a Slow Dance is listed in the book 1001 Films You Must See Before You Die.

Jost is father to Clara Villaverde Cabral Jost, born March 27, 1997, in Lisbon Portugal. Raised primarily by her father from birth until Nov 2000, Clara was kidnapped, illegally, from her home in Rome by her mother, Teresa Villaverde, Portuguese film director, on Nov. 2 2000, and taken furtively to Lisbon. At the time Villaverde was completing a new film, Agua e Sal, in which Clara was cast as a child kidnapped by her fictional mother, in the film as played by Italian actress Galatea Ranzi, a look-alike to Villaverde. Since that time Villaverde blocked Clara from seeing her father, with the complicity of the Portuguese Juvenile Courts which, in violation of the Hague Convention on International Child Abduction and a formal request by Italian authorities under that treaty for the return of Clara to her home in Rome, in 2005 awarded custody to Villaverde who had repeatedly violated the terms of her temporary custody since 2000.

He is married to Marcella Di Palo. They met in Matera, Italy, in July 2005 and have been sharing life and work together. They were married in Portland, Oregon, in March 2006. After living and teaching in Seoul for 4 years, Jost resigned as a “Distinguished Professor” from Yonsei University, in June 2011, and resumed full-time filmmaking. Jost is presently living in Butte, Montana(2020).