Madsen's acting career started at the Steppenwolf Theatre Company in Chicago, where he served as an apprentice actor under John Malkovich.
Soon after his apprenticeship, he was cast in a small role in the movie WarGames (1983). He moved to Los Angeles and appeared in a series of minor film roles, including playing a deranged killer in Kill Me Again (1989) and Susan Sarandon's tough but touching boyfriend "Jimmy" in Thelma & Louise (1991).
He played a knife-wielding, sadistic ex-con and jewel thief, "Mr. Blonde", in the film Reservoir Dogs. The film gained attention among film critics and fans, as did Madsen's performance and the brutality of his character. Subsequently, Madsen was cast in a variety of supporting roles in major studio films, including Free Willy, Mulholland Falls, Species, and the critically-acclaimed Donnie Brasco. Quentin Tarantino wanted Madsen to play Vincent Vega in Pulp Fiction, a role that ultimately went to John Travolta (the character is the brother of Vic Vega, Madsen's character in Reservoir Dogs). However, Madsen was already committed to Wyatt Earp (1994) and couldn't appear in the film.
Since his peak in the mid 1990's, Madsen has appeared in a large number of lower-budget films that have been released directly to video or television. Some notable exceptions include his major role in Quentin Tarantino's Kill Bill and appearances in the James Bond film Die Another Day and the film version of Frank Miller's Sin City.
Madsen has also appeared in a few television series, including the short-lived series Vengeance Unlimited and most recently as "Don Everest" in the poker-themed ESPN series Tilt. He appeared in Michael Jackson's 2001 music video, "You Rock My World" and has provided voice work for several video games, including Grand Theft Auto III, True Crime: Streets of L.A., and Driver 3.
--Wikipedia
UNITED STATES