My career has been very strange. My career is like a heart monitor. I get involved in a good project now and then to keep things going. And then I make things that I work on that I hope are going to be good so I can make a living and keep a roof over the heads of those little monsters I have in my house.

DRIV3R and Dishonored. He appeared in Scary Movie 4 in 2006 parodying Tim Robbins's character from War of the Worlds. The event was to have taken place on October 25 2009 but was canceled two weeks before the event due to poor ticket sales and a steep decline in sponsorship and vendor support.

He has appeared in more than 150 films most of them small independent films though he has starred in central roles in such films as Reservoir Dogs Free Willy Piranhaconda Donnie Brasco and Kill Bill in addition to a supporting role in Sin City. Madsen is also credited with voice work in several video games including Grand Theft Auto III True Crime: Streets of L.