Over the course of his theatrical career, Pilmark has played a variety of roles, including: Morten in Marx and Coca Cola (1981), the main role in Erasmus Montanus (1983), the Pirate King in The Pirates of Penzance (1985), the monologue of Natten før skoven (1985), The Prince in Der var engang (1987), Konstantin in The Seagull (1987), Johannes in Ordet (1991), the lead roles in Hamlet (1992) and Richard III (1994), John in Oleanna (1995), the Engineer in Miss Saigon (1996), Heisenberg in Copenhagen (1999), Speed the Plow (2002), King Philip in Don Carlos (2009), Professor Higgins in My Fair Lady (2010), and Stockmann in An Enemy of the People (2021).

Since 1991, Pilmark has been part of the musical/comedy group Ørkenens Sønner together with Henrik Koefoed, Niels Olsen and Asger Reher.

Pilmark's first film role was as an extra, a boy in the street, in the comedy Den kære familie in 1962, at the age of 6.

Later film roles include Flickering Lights (2000) and King's Game (2004), Roser og persille (1993), Menneskedyret (1995), Lad de små børn (2004), Lotto (2006), Kærestesorger (2009), Kon-Tiki (2012), and Downsizing (2017).

On TV he has had roled in Riget, Een stor familie (1982–83), De skrigende halse (1993), Gøngehøvdingen (1992), Taxa (1999), Lykke (2011–2012), 1864 (2014), Kampen om det tunge vand (2015), Atlantic Crossing (2020), as well as in the Netflix series Vikings: Valhalla (2022).