He has also appeared in Jesus' Son (1999), Pearl Harbor (2001), Kangaroo Jack (2003), Before the Devil Knows You're Dead (2007), The Iceman (2012), The Night Before (2015), The Shape of Water (2017), Knives Out (2019), and Bullet Train (2022).

He returned to Broadway playing James Tyrone Jr. in the revival of Eugene O'Neill's Long Day's Journey into Night (2016), earning a Tony Award nomination.

He also starred in Hulu's Nine Perfect Strangers (2021), and Showtime's George & Tammy (2022), the latter of which he received a nomination for a Primetime Emmy Award.

[9] Shannon's first screen role was the main character in the music video for the Every Mother's Nightmare song "House of Pain", where he played a troubled teenager who had run away from his abusive home.

Shannon was singled out for praise for his performance as the elder brother of three in a morality tale on the dangers of unresolved family enmities.

[20] Shannon played Federal Prohibition agent Nelson Van Alden in the HBO television show Boardwalk Empire, which began in 2010.

In November of that year, he began starring in the one man play Mistakes Were Made at the Barrow Street Theatre in New York City, with performances having run through February 27, 2012.

His performance as a detective investigating a double homicide garnered him critical acclaim and a second nomination for the Academy Award for Best Supporting Actor.

[34] In 2017, Shannon played Col. Richard Strickland in Guillermo del Toro's romantic fantasy film The Shape of Water.

[36][37][38] Shannon played the lead role as Gary Noesner, head of the FBI Crisis Negotiation Unit, in Waco on Paramount Network in 2018.

He appeared in Long Way Back Home, an extended film clip for the song of the same name by Memphis country-punk rock band, Lucero, from its album Among The Ghosts.

[40] In 2019, Shannon joined an ensemble cast in Rian Johnson's mystery film Knives Out, portraying Walt Thrombey.

In 2002, Shannon formed the indie rock band Corporal, with Ray Rizzo and Rob Beitzel, in which he sings and writes lyrics.