During World War II, O'Brien served in the U.S. Army Air Forces and appeared in the Air Forces' Broadway play Winged Victory by Moss Hart. He appeared alongside Red Buttons, Karl Malden, Kevin McCarthy, Gary Merrill, Barry Nelson, and Martin Ritt. When the play was filmed in 1944, O'Brien reprised his stage performance, co-starring with Judy Holliday. He toured in the production for two years, appearing alongside a young Mario Lanza.