Sheppard is known for playing the demon/King of Hell Crowley on Supernatural and for his recurring roles as lawyer Romo Lampkin on the Battlestar Galactica reboot, Interpol investigator James Sterling on Leverage, and small-time crime lord Badger on Joss Whedon's Firefly.

[3] In 1985, Sheppard played drums on Light a Big Fire's second album,[2] and was with them as the opening act for some stops on U2's 1987 The Joshua Tree Tour.

[3] Sheppard's television work includes the following: the "Fire" episode of The X-Files,[4] a year on the Jerry Bruckheimer action series Soldier of Fortune, guest-starring and recurring roles on The Practice, The Invisible Man, Special Unit 2, JAG,[4] Star Trek: Voyager,[4] The Chronicle, CSI: Crime Scene Investigation,[4] CSI: NY, Monk, and Las Vegas, among others.

He appeared as a villain in season five of the Fox show 24 and as Patricia Arquette's reincarnated Jack the Ripper-style serial killer nemesis on Medium.

[5] He appeared as Romo Lampkin in seasons three and four of Battlestar Galactica, and had a recurring role as Manservant Neville in ABC Family's short-lived The Middleman.

[4] His film credits include the Jim Sheridan film In the Name of the Father,[4] starring opposite Daniel Day-Lewis and Emma Thompson as Guildford Four member Patrick Armstrong; the romantic comedy Lover's Knot; the Russian historical drama Out of the Cold; the thriller Unstoppable;[4] and with Heather Graham and Jeremy Sisto in the dark independent, Broken.