Returning to the US, Calderón worked as a demolition man, and later as a Latin dance instructor. At the same time he began studying and performing in many Off-Off-Broadway productions as well as Regional Theatre. He got his big break in 1984 in a revival of Miguel Piñero's "Short Eyes" directed by Kevin Conway at the Second Stage Theatre. In 1995 he won an Obie and an Audelco Award for his performance in "Blade to the Heat" at the Public Theater. His most notable Broadway role was opposite Robert De Niro in "Cuba and His Teddy Bear".