He also appeared in films such as Romy and Michele's High School Reunion (1997), American Psycho (2000), Charlie's Angels: Full Throttle (2003), Strangers with Candy (2005), Miami Vice (2006), Wanderlust (2012), The Girl on the Train (2016), The Spy Who Dumped Me (2018), On the Basis of Sex (2018), Bumblebee (2018), Lady and the Tramp (2019), and Beetlejuice Beetlejuice (2024).

From 2021 to 2023, he portrayed Allie Fox in the Apple TV+ adaptation of The Mosquito Coast, based on the novel by his uncle Paul Theroux.

Through his mother, Theroux is a great-great-grandson of financier, banker and railroad magnate H. B. Hollins,[8][9] and of music critic and author Gustav Kobbé.

Since then he has performed both on Broadway, starring in Observe the Sons of Ulster Marching Towards the Somme; in numerous off-Broadway productions; and in comedy films such as Charlie's Angels: Full Throttle, The Baxter, Romy and Michelle's High School Reunion, Broken Hearts Club, and Zoolander.

He appeared in the film versions of the cult television shows Strangers With Candy and Michael Mann's Miami Vice.

[15] Theroux also had roles in two other films at the festival, Broken English and The Ten, in which he played Jesus Christ alongside Gretchen Mol.

By August 2012, Theroux was hired to direct and rewrite the script for the comedy film Swear to God.

[18] The series, which premiered June 29, 2014, is based on a book of the same name by Tom Perrotta, which follows a group of people left behind in the suburban community of Mapleton after mysterious disappearances worldwide.

In 2018, Theroux played savant neurochemist James Mantleray in the 2018 Netflix comedy drama miniseries Maniac opposite Emma Stone and Jonah Hill.

In 2019, Theroux produced the ABC television event Live in Front of a Studio Audience alongside Norman Lear, Jimmy Kimmel and Will Ferrell.

Theroux received a Primetime Emmy Award for Outstanding Variety Special (Live) for producing the event.