He then landed The Grey Zone, which was shown in MCC Theater in 1996 in New York. This is the same theater that his Anadarko was produced in 1998. As an actor, Nelson has appeared in a number of productions, both on screen and in the theater. Including the film, O Brother, Where Art Thou, which became a cult classic and directed by brother duo Joel and Ethan Coen. He was also recognized for being the show’s only cast member to have read Homer’s Odyssey, on which the film was (loosely) based. Nelson is married to Lisa Benavides, with whom he has three sons.