Finlay's original stage performance of Iago as an NCO left critics unmoved, but later received high praise when the play was filmed and earned him an Academy Award nomination. He was also seen on Broadway in Epitaph for George Dillon (1958-59), and, also, in the National Theatre and Broadway productions of Filumena (opposite Olivier's wife, Joan Plowright) in 1980.
He portrayed Richard Roundtree's nemesis Amafi in the third Shaft film Shaft in Africa (1973) before playing Porthos for director Richard Lester in The Three Musketeers (1973), The Four Musketeers (1975) and The Return of the Musketeers (1989). He has also appeared several other films, including The Wild Geese (1978).
He went on to star as the father in the controversial Bouquet of Barbed Wire and he was reunited with his Bouquet of Barbed Wire co-star, Susan Penhaligon, when he played Van Helsing in the BBC Count Dracula with Louis Jourdan (1977).
He appeared in two Sherlock Holmes films as Inspector Lestrade, solving the Jack the Ripper murders (A Study in Terror and Murder by Decree). In 1984, Finlay appeared on American television in A Christmas Carol. He played Marley's Ghost opposite George C. Scott's Ebenezer Scrooge.
Finlay also played a rather slim Sancho Panza, opposite Rex Harrison's Don Quixote, in the 1973 British made-for-television film The Adventures of Don Quixote, for which he won a BAFTA award. He won another BAFTA award that year for his performance as Voltaire in a non-musical BBC TV production of Candide.
He also guest-starred as "The Witchsmeller Pursuivant" in an episode of the popular 1983 British sitcom The Black Adder.
In 1988 Finlay played the role of Justice Peter Mahon in the award-winning New Zealand television miniseries Erebus: The Aftermath.
In 2002 Finlay portrayed Adrien Brody's character's father in the Roman Polanski film The Pianist (2002). His most recent appearances have been in the TV series Life Begins and as Jane Tennison's father in the last two stories of Prime Suspect (2006 and 2007). In 2007 he guest-starred in the Doctor Who audio adventure 100.