He created the theater show In & Of Itself, directed by Frank Oz, and co-founded, along with artist Glenn Kaino, the performance-art collective A.BANDIT, which has staged interventions at Art L.A.

[4] They have also co-authored a book under the A.BANDIT name, A Secret Has Two Faces, containing interviews and stories from their careers in performance art and magic, as well as contributions from Marina Abramović, Ricky Jay, David Blaine and John Baldessari.

He wrote and co-starred (with Hélder Guimarães) in the show Nothing to Hide, which was directed by Neil Patrick Harris and opened off-Broadway at the Romulus Linney Courtyard Theatre at the Pershing Square Signature Center in New York City on October 23, 2013.

[7][8] In August 2021, Neal Brennan's one-man show, Unacceptable, debuted at New York City's Cherry Lane Theater, with DelGaudio as director.

In the 2017 New York Times Magazine profile of DelGaudio, journalist Jonah Weiner wrote: DelGaudio devises performances that combine sleight-of-hand with more theoretical preoccupations drawn from performance art, conceptual art and what's known as relational aesthetics: a tributary of the first two in which spectators become indispensable, unpredictable participants in creating an artwork's meaning.