Madsen began his film career as a small role in the film WarGames. He made various other appearances in films before being casted as Mr. Blonde in Tarantino's Reservoir Dogs. The film brought Madsen attention among critics and fans. Subsequently, Madsen was cast in a variety of major studio films, including Free Willy, Donnie Brasco, Kill Bill, and Sin City. He is well known for his generosity and kindness. In 2002, he was presented an award for his work with the Shriners Hospital For Children