Oglesby appeared in Independence Day (1996) as Mike Dodge. His most memorable moment is asking Randy Quaid if the aliens, whom he claimed abducted him, did any "sexual things".
In 2000, he made a guest appearance as Reverend Mackee in the seventh season episode "Signs and Wonders" of The X-Files, and as Joshua Vinten (the manager of formalwear rental shop) on the second last episode of TV series Columbo (Murder With Too Much Notes).
Oglesby made a guest appearance on the ABC soap opera, General Hospital in the role of Huell on July 17, 2007.
In 2011, Oglesby played the role of Capt. Lachlan McKelty in the video game L.A. Noire, that was developed by Team Bondi and Rockstar Games.
In 2017, Oglesby will play the role of Asa Leopold in the Netflix limited series Godless
