Shum has appeared in the films Step Up 2: The Streets (2008), Step Up 3D (2010), White Frog (2012), Revenge of the Green Dragons (2014), Crouching Tiger, Hidden Dragon: Sword of Destiny (2016), Crazy Rich Asians (2018), the Hulu web series The Legion of Extraordinary Dancers (2010–2011) and the YouTube Originals series Single by 30 (2016).

In 2022, Shum had a supporting role in A24's critically acclaimed film Everything Everywhere All at Once, and is set to star in a Crazy Rich Asians spinoff centered around his and Gemma Chan's characters.

In an interview, he said that his earliest motivations to dance were from watching Ginuwine, Dru Hill, and Usher before becoming influenced by dancers like Gene Kelly and Michael Jackson.

[10] He steadily built his career, appearing as the only male dancer on BET's ComicView,[3] and starred in a series of iPod advertisements as dancing silhouettes.

[11] He joined Beyoncé, Alicia Keys, and Missy Elliott in their co-headlining tour Ladies First in 2004,[12][13] while working as a backup dancer for artists including Jennifer Lopez, Jessica Simpson, and Mariah Carey.

[19] He subsequently gave performances of "Make 'Em Laugh" in "The Substitute", "Sing" from A Chorus Line in "Duets", "Valerie" in "Special Education", and the show's first dance solo in "A Night of Neglect".

[24] In 2011, Shum starred in a short action film, 3 Minutes, directed by Ross Ching and produced by Don Le and George Wang.

Subsequently, Shum was cast in the role of the Kuai Liang (the younger Sub-Zero) in the second season of Mortal Kombat: Legacy.

[25] Harry had a major role in crime drama film Revenge of the Green Dragons, which was executive produced by Martin Scorsese.

[31] His portrayal of Bane, a bisexual man of color, helped Shadowhunters win the 2017 GLAAD media award for an "Outstanding Drama Series", which he accepted with his co-star Matthew Daddario.

[citation needed] Conspiracy thriller Broadcast Signal Intrusion, in which Shum starred and served as an executive producer,[37] premiered to critical acclaim at South by Southwest Film Festival in March 2021[38] and was released On Demand and in select theaters on October 22, 2021.

[citation needed] In March 2022, Shum appeared in a supporting role in the critically acclaimed Academy Award-winning film Everything Everywhere All at Once.

[41] On May 6, 2022, Deadline Hollywood reported that a Crazy Rich Asians spinoff is in early development at Warner Bros. and is set to focus on the relationship between Astrid Leong-Teo and Charlie Wu, played respectively by Gemma Chan and Shum.

[42] Starting October 2022, Shum joined the cast of Grey's Anatomy season 19 as surgical intern Dr. Benson "Blue" Kwan.

[citation needed] In 2024, Shum will portray a drag queen in the short Shimmer - Inspired by Eva Young, set to premiere at the Sun Valley Film Festival.