In 2002, he asked the theatre director for permission to perform a monologue called Ondskaben, which is based on Jan Guillou's novel Evil.

He has performed the monologue almost 400 times, including an English language version in Denmark, Sweden, the UK, Germany, and South Africa.

[2] He subsequently starred in several German language roles both on television (Küstenwache, SOKO Wismar, Notruf Hafenkante, Sibel & Max, and Cologne P.D.)

[12] On 14 April 2020, it was announced that Bang would be working on the pilot of Little Room (previously called The Agoraphobics Detective Society), which was produced by Maggie Montieth and directed/written by his Dracula co-star Dolly Wells, with Suzi Ewing and Heidi Greensmith.

"[18] Bang writes and composes the songs himself, and his musical style can be described as a mix of Gangway, Pet Shop Boys and Depeche Mode.

[19][20] Music videos and album art for This Is Not America are produced with help from his wife Lis Kasper Bang, née Louis-Jensen, who does the filming and photography.

[20][24] Bang chose the alias This Is Not America to circumvent DR's policy of not broadcasting tracks by actors, and to prevent his acting career from influencing how people perceive his music.

In 2015, he released the single "Still of the Night", featuring Charlotte Munck, his co-star in the Danish police drama Anna Pihl.

Bang met stylist and photographer Lis Louis-Jensen in 2006 while they were both working on the play Den grønne elevator at Kanonhalløj.