McCloskey has guest-starred on television series and pilots including Bones, Star Trek: Deep Space Nine, Star Trek: Voyager, Jake and the Fatman, JAG, Life Goes On, Chicago Hope, Medical Center, and many others. He has played villains on four sci-fi television series: Star Trek: Deep Space Nine and Star Trek: Voyager, as well as Babylon 5 (2 parts) and Buck Rogers in the 25th Century with Dorothy Stratten. He has also appeared in a number of daytime soap operas, including Santa Barbara, General Hospital, The Young and the Restless and One Life to Live.