Cole began his professional career in 1983 as a stage actor in Chicago, where he joined the ensemble of the Steppenwolf Theatre Company in 1985. In an early role Cole played an accused Army triple-murderer Capt Jeffrey MacDonald in the mini-series Fatal Vision. Cole has also appeared in several off-Broadway productions in New York City. He has done voice work on several animated series (Family Guy; Kim Possible; Harvey Birdman, Attorney at Law; Archer) and had a recurring role on the drama The West Wing as Vice President Bob Russell. He also starred as Captain Matthew Gideon on the short-lived Babylon 5 spin-off Crusade, and had notable guest appearances on Law & Order: Special Victims Unit and Arrested Development. He also played Joe Maxwell on DCOM Cadet Kelly and appeared as real-life astronaut Edgar Mitchell in HBO's recreation of Project Apollo, From the Earth to the Moon. One of his most notable roles in 1991 was as General Custer in the much acclaimed television film Son of the Morning Star.