In 1962, Finlay made his film debut playing the small role of a booking clerk in "Loneliness of the Long Distance Runner", but returned immediately to the stage. His portrayal of Iago to Olivier's "Othello" at the National Theatre (1964) contributed to his being chosen to play the role in the 1965 feature version, which earned him a Best Supporting Actor Oscar nomination. Finlay was again cast with Olivier in "The Shoes of the Fisherman" (1967), albeit in a small role in the Siberian segment. That same year, he was the victim of Alan Arkin's bumbling "Inspector Clouseau". Finlay was oddly cast as Amafi, a slave dealer, in "Shaft in Africa" (1973). He was better suited to the period garb of Porthos in Richard Lester's remake of "The Three Musketeers" (1973) and its two sequels (1975's "The Four Musketeers" and 1989's "The Return of the Musketeers"). Finlay has since appeared only sporadically in films, including "Stiff Upper Lip" (1996).
The small screen has offered Finlay more leading roles, particularly the title role in the syndicated 1981 limited series, "Casanova". In contrast, in 1987, he played Count Razetta, the rival to "Casanova" in a CBS TV-movie. He was Sancho Panza to Rex Harrison's knight in "The Adventures of Don Quixote" (CBS, 1973) and was an Arab in the remake of "The Thief of Baghdad" (NBC, 1978). In 1984, Finlay was Marley's Ghost terrorizing George C. Scott in the acclaimed CBS rendition of "A Christmas Carol" and went on to co-star in the WWII-era TV-movie "Arch of Triumph" (CBS, 1985). More recently, he was the father-in-law of "Stalin" (HBO, 1992) and a physician operating a clinic at which a murder had occurred in "A Mind to Murder", a 1996 episode of the PBS series "Mystery!"