Anthony began his professional career on a bus, touring the U.S. for three years as a member of John Houseman's "The Acting Company." He has appeared Off-Broadway, in stock, at the Folger Shakespeare Theatre, The Denver Center Theatre Company, and at the Great Lakes Shakespeare Festival, where he played the title role in "Hamlet." Anthony made his directing debut in 1991 with the world premiere of Tom Babe's play, "Junk Bonds."