Michael has appeared in many films such as:
- Reservoir Dogs
- Kill Bill: Vol. 1 and 2
- Donnie Brasco
- Hateful Eight
Michael has lent his voice to characters in video games such as:
- Call of Duty: Black Ops II
- Grand Theft Auto III
- Dishonored 2
- In an interview, Michael revealed that he is friends with actors Michael Rooker and Scott Wilson from the televisions series, and that he wanted to be a part of it, but in the end he didn't get a part.
- Madsen is the first voice actor in the video game to receive the special billing "Performed by" before his name on the game's credits. Scott Porter also received it, besides not having it on Episode 1.