Kelly's film credits include Commando (1985), in which he played Sully (a Green Beret-turned-mercenary), The Crow, as well as Crooklyn, Hammett, Wild at Heart, Dreamscape, The Adventures of Ford Fairlane, Last Man Standing, Songcatcher, K-PAX, the 2005 remake of The Longest Yard, Flags of Our Fathers, John Wick (reprising his role as Charlie in John Wick: Chapter Two), and Chi-Raq. He also appeared in the pioneering video game Ripper.