At the Times Square Theatre, Stephens appeared as Sam Worthing in Other Men's Wives, written by Walter C. Hackett, late in 1929. He also appeared as Richard Wadsworth in Dishonored Lady (1930), as Gail Redman in Tomorrow and Tomorrow (1931), as Joe Fisk in The Animal Kingdom (1932), Fred Barton in Best Years (1932), Bruce Blakely in The Party's Over (1933), and John Palmer in Conquest (1933). He also appeared in South Pacific as Commander Harbison, alongside Mary Martin; he was one of only two cast members who did not sing.