Does the filmmaker need us to sign a release?

It depends on the nature and purpose of the film. If it is a promotional film (promoting a particular product or company, essentially an extended commercial) then the answer is yes, because your image is being used for marketing purposes. On the other hand, if it is a documentary, intending to present news or information (even if it has a point of view or slant — think Michael Moore's films), then permission is not needed. (The right of a documentary filmmaker to do this is protected by the first amendment. Otherwise, every TV newscast would need signoffs from everybody they interview, every newspaper would need signoffs from people involved in news photos, etc.) That said, documentary filmmakers occasionally are willing to blur out faces of peripheral people in their shots, just to help protect their privacy. Usually this is limited to people who are not speaking but just happen to be in the shot. If that's you, you could consider contacting the filmmaker and asking to be removed from the film, with an implied threat of legal action. Regardless of whether the filmmaker is in the right, they might comply just to avoid legal expense. On the other hand, your demands could backfire and inspire the filmmaker to feature you more prominently.

What about your contract with your employer: was there any built-in release, since I'd guess famous people pretty well expect to be filmed and so their staff would sometimes be caught on that film.

Amending my answer, there's a very good detailed rundown on privacy versus publicness in documentary filmmakinghttp://www.gcglaw.com/resources/entertainment/documentaries.html. Some of the laws and case law mentioned there might give you some protection if what you did and said on film was understood by all to be a private setting. But if your employer granted permission that could be a moot point.

Even documentaries have to have releases! News is exempt from this, but documentary makers have people sign releases, except for that footage shot in public places or if the public is notified that filming is going on in the place. Don't think that indie doc makers are exempt from getting permission. But, if your employer knew about the filming, and you were all informed at the time, then your consent could be considered to be understood. Was there any sort of announcement or information posted, handed out, or told to you all at the time or in advance? If so, you've given permission by just showing up for work. I work in docs--feel free to Memail me if you want more info.

Do you have a lawyer you use for personal matters? INAL, but I would talk this over with them (especially in regards to verbal consent when you were filmed, etc.) and then when contacted by the filmmaker ask politely to not be included, and then go through your lawyer to get that in writing if the filmmaker agrees. If they refuse, then your lawyer will navigate the legal channels necessary to try and have you blurred and/or excluded.

I don't work in film, but have a degree in journalism. I remember a media ethics discussion from college where we discussed this court case: a TV station was doing a story on sexually transmitted diseases and showed a random shot of people walking down the street. One of the people shown sued the station because the piece visually corellated that person with STDs. They won their case and ever since, most TV stations use a blurred image when showing random shots or just film peoples' feet. I wish I could remember the case name...