In the late 1970s and early 1980s, he was a member of new wave band the Cross along with fellow actor Phil Daniels.
In 1980, Daly appeared with Daniels as drummer Mick "Lethal" in the Hazel O'Connor film Breaking Glass.
Extensive television appearances include Minder, Bergerac, The Bill, Birds of a Feather, Foyle's War, Martin Chuzzlewit, Silent Witness, New Tricks, Midsomer Murders, Between the Lines, Little Dorrit, The History Man, Lark Rise to Candleford, Alan Bleasdale's G.B.H.
Film appearances include Julian Temple's Absolute Beginners, Martin Scorsese's Gangs of New York, Woody Allen's Cassandra's Dream and Made in Dagenham.
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