He later joined the cast of the HBO prison drama Oz as Correctional Officer Sean Murphy. However, in between these roles, Clohessy had a supporting role as Thomas Smaraldo on NBC's comedy/drama Tattingers (1988–89), and soon after appeared in a starring role on NBC's short-lived comedy One of the Boys (1989). Clohessy co-starred on the Neal Marlens/Carol Black ABC sitcom Laurie Hill in 1992, playing a stay-at-home freelance Writer. In 2008, Clohessy had a regular role in the short-lived Fox show New Amsterdam. He won a Screen Actors Guild Award for Best Ensemble in the HBO series Boardwalk Empire.