While still at New York University, Shenkman played the role of Roy Cohn in a workshop production of the play, and he would reprise the role of Louis eight years later in the HBO miniseries adaptation, earning Emmy and Golden Globe nominations. Throughout the 1990s, Shenkman combined work in off-Broadway productions in New York with small roles in films such as Eraser (1996), The Siege (1998), π (1998), and Jesus' Son (1999), Chasing Sleep (2000), and Requiem for a Dream (2000). In 2000, Shenkman gained success in the theatre, co-starring with Mary-Louise Parker in the Manhattan Theatre Club production of Proof, for which he received a 2001 Tony nomination. After the release of HBO's Angels in America miniseries, he returned to Manhattan Theatre club in 2004 in Sight Unseen opposite Laura Linney.