He has also made recurring appearances on television programs such as Silicon Valley, Veep, Modern Family, Black-ish, Trial & Error, the Netflix series The Who Was?

Bang!, as well as animated shows such as Rick and Morty, Solar Opposites, Bob's Burgers, Adventure Time, and Harley Quinn.

When the Upright Citizens Brigade relocated to New York from Chicago in 1996, Daly was one of the first New Yorkers to study improvisation with the group and performed in many of the earliest shows produced by the UCB.

He was a member of the long-form improvisation group The Swarm, which was assembled and directed by Amy Poehler.

He next appeared on television in the main cast of Comedy Central's parody news show Crossballs and later played several different characters on Reno 911!, recurring as "Brad the Friendly Homeowner".

He made frequent appearances on HBO's The Life and Times of Tim, Adult Swim's Delocated, and IFC's Comedy Bang!

Daly appeared in the NBC sitcom The Paul Reiser Show, which was a midseason replacement for the 2010–11 television season.

In 2010, Daly co-starred as Mayor Brown in the 3D live action/CGI film version of Yogi Bear and appeared in She's Out of My League as Fuller.

In 2016, he played Principal Dwight in Middle School: The Worst Years of My Life which was directed by Steve Carr.