Burke's largest mainstream role to date has been taking over the lead from Peter Weller in RoboCop 3. He is notable for being a regular performer in fellow Purchase alumnus Hal Hartley's indie films, such as 1989's The Unbelievable Truth and 1992's Simple Men. He had a small role in Hartley's 1995 film Flirt.
He starred in Richard Stanley's 1993 film Dust Devil, and in 2001's No Such Thing. In 1996, he played the lead role in the Stephen King film adaptation of Thinner.
Burke was a cast member on Denis Leary's Rescue Me and played Bart Bass on The CW's Gossip Girl. He was working on the TV series Kidnapped for NBC and was a featured character on ABC's series Six Degrees. Burke has had recurring roles on Law & Order and Law & Order: Special Victims Unit (where he has the recurring role of NYPD Internal Affairs Lieutenant (later Captain) Ed Tucker, a frequent nemesis for the SVU detective squad) and has appeared in Person of Interest (as a crooked cop working for the mob), and The Sopranos in 2004. Burke was on Sex and the City in seasons four and five, playing Miranda's hookup. Also in 2004, Burke played the role of Mr. Neck in the independent film Speak.
In 2005, Burke, had a role in the John Polson film Hide and Seek, a psychological thriller starring Robert De Niro and Dakota Fanning. He had roles in the Academy Award-nominated films Munich directed by Steven Spielberg and Good Night, and Good Luck, directed by George Clooney.
In 2008, he portrayed Major General James Mattis, Commanding General of 1st Marine Division in the HBO miniseries Generation Kill. Burke also portrayed General Ned Almond, commanding general of the 92nd Division, Buffalo Soldiers, in the 2008 Spike Lee film Miracle at St. Anna. He appeared in the 2012 film Safe.
In 2015 and 2017, he appeared in an episode of Last Week Tonight with John Oliver parodying his role on Law & Order.
