He is best known for his roles in the films Bridge of Spies (2015), Jason Bourne (2016), El Camino: A Breaking Bad Movie (2019), and Killers of the Flower Moon (2023).

[5] The film was directed by Steven Spielberg, which released on October 16, 2015, by Walt Disney Studios Motion Pictures.

[9] Shepherd had a supporting role as Director of National Intelligence, opposite Matt Damon, in the thriller film Jason Bourne, which was released on July 29, 2016.

[9] In June 2024, Shepherd starred in Elevator Repair Service's adaptation of James Joyce's Ulysses, which had its world premiere at Bard College.

[10] In 2012, Shepherd was romantically linked to actress Marin Ireland when the couple both worked for a Wooster Group production of Troilus and Cressida in London.