Born to an Irish-American family in The Bronx, New York, he graduated from Eldred Central School in Eldred, New York, in the year 1970. He later joined the Navy for a few years, after which he entered the acting Business.
In 2005, Finn along with co-stars Kathryn Morris and Jeremy Ratchford appeared in a celebrated TV promo for Cold Case on the Irish language television station TG4 and spoke in Irish.
