Leary has appeared in many films, including "The Sandlot" as Scott's stepfather Bill, "Monument Ave.", "The Matchmaker", "The Ref", "Draft Day", "Suicide Kings", "Dawg", "Wag the Dog", "Demolition Man", "Judgment Night", "The Thomas Crown Affair" and "Operation Dumbo Drop". He had a role in Oliver Stone's "Natural Born Killers" that was eventually cut. He held the lead role in two television series, "The Job" and "Rescue Me", and he co-created the latter, in which he played Tommy Gavin, a New York City firefighter dealing with alcoholism, family dysfunction and other issues in post-9/11 New York City.