In 2006, Cone wrote, produced, and directed his first short film Church Story with actors Isabel Liss, Bill McGough, and Arian Moayed. In 2007, Cone followed with the short film Young Wives. His medium-length film, a metaphysical drama called The Christians, was completed in 2008 and featured performances by J. Kingsford Goode, Bill McGough, Arian Moayed, Sadie Rogers, Laurel Schroeder, Krissy Shields, and Robert Belushi, oldest son of actor Jim Belushi.