Sheridan started his film career in the late 1980s with small roles. His first on screen appearance was in the Whoopi Goldberg vehicle Jumpin Jack Flash. By the 1990s, he was playing the token family man, a role he would continue in both film and television, such as 1991's All I Want for Christmas. He also has played villains. In 1994 he played the character of Randall Flagg in the miniseries adaptation of Stephen King's The Stand. Other roles include Marty Stouffer in Wild America and the psychotic neighbor in Video Voyeur: The Susan Wilson Story. After a long history of performing Shakespeare on the stage, Sheridan appeared in Campbell Scott's production of Hamlet in 2000 as well as the Hamlet-inspired modern noir film Let the Devil Wear Black (1999). He co-starred in the improvisational film The Simian Line in 2001. He has also given supporting performances in The Ice Storm, Cradle Will Rock, Life as a House, and numerous TV movies.