McCulloch is best known for his work as a member of The Kids in the Hall, a popular Canadian comedy troupe, and as a writer for Saturday Night Live. McCulloch has also appeared on series such as Twitch City and Gilmore Girls. He directed the films Dog Park, Stealing Harvard and Superstar.
As a member of The Kids in the Hall comedy troupe, McCulloch frequently contributed surreal monologues or songs. He also used their television series to experiment as a director, producing downbeat and often jokeless short films such as “Love and Sausages,” a twisted love story revolving around two workers at a dark, sterile sausage factory.
Memorable characters included the Flying Pig, Cabbage Head, talkative schoolchild Gavin, pop starlet Tammy, and grumpy middle-aged man Gordon. While adept at playing the quiet “straight man,” many of his portrayals are of people who fidget nervously. This is probably because he relates his characters to his own personality, which is socially awkward and quiet.
McCulloch appeared in the Kids in the Hall movie Brain Candy, released in 1996. McCulloch drew controversy with his Cancer Boy character, introduced on the series' final episode, in which he is a dying young cancer patient confined to a wheelchair who relates otherwise depressing news in a monosyllabic tone and with a cheerful smile, and even releases a hit single entitled "Whistle When You're Low." Paramount Pictures fought to edit out the offending scenes, yet they were still kept in. Among other characters, McCulloch also appeared as Grivo, an indifferent rock star.
McCulloch also directed the music video for the Tragically Hip’s song “My Music at Work,” from their 2000 album Music @ Work. McCulloch has stated on his website that he is close friends with Tragically Hip frontman Gord Downie. The video shares much in common with many Kids in the Hall sketches, including its office setting, camera angles, and some thematic elements.
McCulloch also co-wrote and had a bit part in "Superman's 50th Anniversary: A Celebration of the Man of Steel" (1988). In the CBS primetime special, (also featuring Dana Carvey, Al Franken, Jan Hooks, and others) he played a patron of a store that, among other things, sold counterfeit Kryptonite.