[3] Working out of San Francisco, California, McGehee and Siegel made a pair of short films before focusing on their first feature, Suture.

The next year, i5 produced both Patrick Stettner's first feature, The Business of Strangers, and McGehee and Siegel's second film, The Deep End.

[7] It had its international premiere in the Directors’ Fortnight at Cannes, and later earned its lead actor, Tilda Swinton, a Golden Globe nomination.

[12] Their next film, also set in New York, What Maisie Knew (2012), was from a screenplay written by Carroll Cartwright and Nancy Doyne, based on Henry James’ novel.

McGehee and Siegel have said they were attracted to the challenge of telling the story from the point of view of the six-year-old main character, Maisie.

[13][14] After several projects failed to get off the ground, McGehee and Siegel once again raised equity financing to produce their next film, Montana Story.

They have described writing the screenplay quickly, during the COVID-19 lockdowns of 2020, and then gathering a small group of actors and crew in a remote Montana location to shoot in a safe and controlled environment during the early days of the pandemic.

In February 2024, it was announced that Big Creek Projects' next film would be McGehee and Siegel's The Friend, an adaptation of Sigrid Nunez’ National Book Award-winning novel.