2000s
During the 2000–2001 television season, Daly starred as Dr. Richard Kimble in a remake of the classic television series The Fugitive. The series lasted only one season.
In 2002, Daly guest-starred as himself in the TV series Monk in the episode "Mr. Monk and the Airplane", briefly reuniting with his Wings castmate Tony Shalhoub. In 2006, Daly returned to Broadway when he appeared on stage opposite David Schwimmer and Željko Ivanek in the Broadway revival of The Caine Mutiny Court Martial.
Daly made several appearances on The Sopranos as J.T. Dolan, an AA buddy of Christopher Moltisanti (Michael Imperioli). Daly received a 2007 Emmy nomination for his work on the series. He appeared on the midseason ABC crime series Eyes, which got good reviews but was canceled after only five episodes. In 2006, Daly played the role of Nick Cavanaugh on the new ABC drama The Nine. From 2007 to 2012, Daly played a love interest for Kate Walsh's character on the TV series Private Practice.
As a voice-actor, Daly portrayed superhero Superman and his alter ego Clark Kent in Superman: The Animated Series (1996–2000). He was unable to return as Superman (and was replaced by Christopher McDonald in Batman Beyond or as George Newbern in Justice League and Justice League Unlimited), as he was under contract to star in a remake of the 1960s TV drama The Fugitive. He reprised his role as Superman in the video game Superman: Shadow of Apokolips and the direct-to-video releases Superman: Brainiac Attacks, Superman/Batman: Public Enemies, Superman/Batman: Apocalypse and Justice League: Doom.
Daly heads Red House Entertainment. Films produced through the company include Edge of America, which won a Peabody Award and a Humanitas Prize, and Daly's directing debut, the independent film Bereft.
Daly also created Wandering Bark Productions, based at Paramount Pictures, a company designed to develop and produce a variety of film, television and theater projects. The company's producing credits include the Los Angeles premiere of Vincent J. Cardinal's play A Colorado Catechism, starring Daly. The play received favorable reviews and earned Daly the Drama-Logue Award for Best Actor. Daly co-produced a documentary, PoliWood, about the 2008 Democratic and Republican National conventions. The documentary, directed by Barry Levinson, had its premiere at the 2009 Tribeca Film Festival.
In 2014, Daly guest starred in recurring roles on The Mindy Project and Hot in Cleveland. From mid-2014 until 2019, he played Henry McCord, the husband of the title character on the TV series Madam Secretary, played by Tea Leoni, about a US Secretary of State.