Having trained at the Yale School of Drama, he soon made his Broadway debut in the original production of August Wilson's Fences (1985), earning his first Tony Award nomination.

He continued acting in theatre in John Guare's Six Degrees of Separation (1990) and Nora Ephron's Lucky Guy (2013), the latter of which earned him a Tony Award for Best Featured Actor in a Play.

[3] He is known for his roles in the films Hamburger Hill (1987), The Hunt for Red October (1990), The Tuskegee Airmen (1995), The Preacher's Wife (1996), Cookie's Fortune (1999), and Isle of Dogs (2018).

He played Sir Lord Keenan Kester Cofield in The Immortal Life of Henrietta Lacks (2017) and C. L. Franklin in Genius: Aretha (2020).

He is on the board of directors of The Actors Center in New York City, and is an active supporter of Boys & Girls Clubs of America.

He subsequently earned a Master of Fine Arts degree at Yale School of Drama, where he met fellow student and future wife Angela Bassett.

[6] In 1985, Vance started his acting career on the stage as Cory in the Yale Repertory Theatre production of August Wilson's Pulitzer Prize-winning and Tony Award for Best Play-winning play Fences.

During this time he had small roles in the CBS television film First Affair (1983), and the ABC drama Thirtysomething (1989), and Law & Order (1990).

He also worked with acclaimed directors such as Penny Marshall in The Preacher's Wife (1996), Robert Altman in Cookie's Fortune (1999), and Clint Eastwood in Space Cowboys (2000).

He also starred in made-for-television films such as William Friedkin's 12 Angry Men (1997), in which he played the Foreman and acted alongside Ossie Davis, George C. Scott, Jack Lemmon, Hume Cronyn, and James Gandolfini.

On December 2, 2008, TV Guide reported that Vance had been cast as the Los Angeles bureau chief of the FBI in the ABC pilot FlashForward, based on a Robert J. Sawyer novel and slated to be a possible "companion show" to Lost.

He appeared in the Disney Channel Original Movie Let It Shine, where he played the pastor Jacob Debarge, the main character's father, and co-starred with Tyler James Williams, Trevor Jackson, Coco Jones, Brandon Mychal Smith, and Dawnn Lewis.

David Rooney of The Hollywood Reporter praised Vance writing, "[He] is terrific as the whip-smart black editor who, even with the sharpest of professional skills, has had to stay on his toes to keep ahead in a white man’s game.

He was cast opposite Niecy Nash in Prentice Penny's feature film directorial debut, the Netflix original movie Uncorked, released in 2020.

Vance is on the Board of Directors for The Actors Center in New York City, and is an active supporter of Boys & Girls Clubs of America.