Accepted to Saint Joseph's University in Philadelphia on a drama scholarship, he was accompanied on what was supposed to be his first day there by his older brother Dan. Discovering that the scholarship would not cover enough of his expenses, he decided to leave, and work for a year to earn some money. "I remember him saying to me, 'College is for people who don't know what they want to do,'" his brother said. Because there already was a Joseph Lane registered with Actors' Equity, he changed his name to Nathan after the character Nathan Detroit from the musical "Guys and Dolls". He moved to New York City where, after a long struggle, his career began to take off, first with some brief success in the world of stand-up comedy with partner Patrick Stack, and later with Off-Broadway productions at Second Stage Theatre, the Roundabout Theatre, and the Manhattan Theatre Club. He made his Broadway debut in a 1982 revival of Noël Coward's "Present Laughter" as Roland Maule (Drama Desk nomination) with George C. Scott, Kate Burton, Dana Ivey, Bette Henritze, Elizabeth Hubbard, Jim Piddock, and Christine Lahti.