(2000), Gideon in Minority Report (2002), Doctor Steve Pendanski in Holes (2003), Doctor Jonathan Jacobo in Scooby-Doo 2: Monsters Unleashed (2004), Danny Dalton Jr. in Syriana (2005), Samuel Sterns / The Leader in the Marvel Cinematic Universe, Richard Schell in Lincoln (2012), the titular character of The Ballad of Buster Scruggs (2018) and Henry McCarty in Old Henry (2021).

Nelson's directorial credits include Eye of God (1997), which was nominated for the Sundance Grand Jury Prize and an Independent Spirit Award; O (2001), a modern-day adaptation of Othello; and the Holocaust drama The Grey Zone (2001).

Nelson has also co-directed music videos for Billy Woods and Kenny Segal including "Babylon by Bus" and "Soft Landing".

Nelson recently published his debut novel, City of Blows (2023), an epic group portrait of four men grappling for control of a script in a radically changing Hollywood.

(later CTV, and would turn into Comedy Central) between 1989 and 1991, alongside Paul Zaloom, John Mariano and Siobhan Fallon Hogan.

According to directors Joel and Ethan Coen, he was the only one in the cast or crew who had read Homer's Odyssey, a story upon which the film is loosely based.

Nelson narrated the 2001 audiobook At the Altar of Speed: The Fast Life and Tragic Death of Dale Earnhardt, Sr.

In the episode "My Brother's Bomber" (aired September 29, 2015) of the PBS investigative series Frontline, he talked about the loss of his friend David Dornstein in the 1988 bombing of Pan Am Flight 103 over Lockerbie, Scotland.

[22] In 2018, Nelson played the title character in The Ballad of Buster Scruggs, a western anthology film by Joel and Ethan Coen,[23] after receiving the original script 16 years prior, in 2002.

The film was released on Netflix on November 16, after a limited theatrical run,[24] and received positive reviews,[25][26] with many highlighting Nelson's performance and his overall segment.