One of Cathey's earliest roles was starring in the children's television show "Square One". This was followed by guest roles in such series as ' and '. In 1994, he appeared in "The Mask" as Freeze, the main antagonist's friend and bodyguard who gets inadvertently killed by the title character. He also appeared in 1995's "Se7en" as the coroner. He played the villain Dirty Dee in the cult comedy film "Pootie Tang" and had a regular role on the HBO series "The Wire" as Norman Wilson during the fourth and fifth seasons. He also worked with "The Wire" creator David Simon on the Emmy Award-winning miniseries "The Corner"; Cathey played a drug addict known as Scalio. He had a recurring role on the HBO prison drama "Oz" as unit manager Martin Querns. In the film "Tank Girl", he played the role of Deetee. He narrated "", a National Geographic Channel special which imagines what Earth might be like if humanity no longer existed. He played the homeless man Al, murdered by Patrick Bateman, in the film "American Psycho". He narrated TLC's "Wonders of Weather", a TV series. On "Between the Lions", he played King Ray in the story of "Rumpelstiltskin" in the episode, "Hay Day".