Turturro's first film appearance was a non-speaking extra role in Martin Scorsese's critically acclaimed Raging Bull (1980). He created the title role of John Patrick Shanley's Danny and the Deep Blue Sea at the Playwrights Conference at the Eugene O'Neill Theatre Center in 1983. He repeated it the following year Off-Broadway and won an Obie Award. Turturro had a notable supporting role in William Friedkin's action film To Live and Die in L.A. (1985), as the henchman of the villainous counterfeiter played by Willem Dafoe.
Spike Lee liked Turturro's performance in Five Corners (1987) so much that he cast him in Do the Right Thing (1989). This movie was the first of a long-standing collaboration between the director and Turturro, which includes work together on a total of nine filmsmore than any other actor in the Lee oeuvreincluding Mo' Better Blues (1990), Jungle Fever (1991), Clockers (1995), Girl 6 (1996), He Got Game (1998), Summer of Sam (1999), She Hate Me (2004), and Miracle at St. Anna (2008).
Turturro has appeared in both comedy and drama films, and engaged in an extended collaboration with the Coen Brothershe appeared in their films Miller's Crossing (1990), Barton Fink (1991, in the lead role), The Big Lebowski (1998), and O Brother, Where Art Thou? (2000). Turturro has also appeared in several of Adam Sandler's movies, such as Mr. Deeds (2002) and You Don't Mess with the Zohan (2008). He played a severely disturbed patient of Jack Nicholson's character in the comedy Anger Management and played Johnny Depp's character's antagonist in Secret Window.
Turturro hosted Saturday Night Live in 1994, where he spoofed his then-recently made film, Quiz Show, being told he was ineligible to host unless he answered questions in a booth and if he failed, the honor of hosting would go to Joey Buttafuoco, who was actually backstage to witness Turturro's test. He won an Emmy award for his portrayal of Adrian Monk's brother Ambrose in the USA Network series Monk, and reprised the role on numerous occasions. He has also been nominated and won many awards from film organizations such as Screen Actors Guild, Cannes Film Festival, Golden Globes and others.
Turturro produced and directed, as well as acted in, the film Illuminata (1999), which also starred his wife, actress Katherine Borowitz. He wrote and directed the film Romance and Cigarettes (2005). In 2006 he appeared in Robert De Niro's The Good Shepherd, and as the Sector 7 agent Seymour Simmons in four films of the Transformers live-action series. In 2010, he directed (and had cameo on-screen appearances in) Passione, which chronicles the rich musical heritage of Naples, Italy. His stage directorial debut was in October 2011, with the Broadway play Relatively Speaking, in which he guided an ensemble of veteran actors in a production of three comedic one-act plays, written by Elaine May, Woody Allen, and Ethan Coen. The cast included Julie Kavner, Marlo Thomas, Mark Linn-Baker, and Steve Guttenberg.
Turturro's fifth directorial film Fading Gigolo premiered at the Toronto International Film Festival (TIFF) in mid-September 2013. Turturro also acts in the film alongside Woody Allen, who plays a novice pimp overseeing the sex work of Turturro's character. During a September 2013 interview, Turturro expressed his intention to draw parallels between sex work and acting, explaining that the latter is a "service business" in which actors are "acting out people's wishes or fantasies". In March 2014, Turturro received the Career Achievement tribute and award at the 31st Edition of the Miami International Film Festival at the Olympia Theater in downtown Miami. Turturro starred in the 2016 miniseries The Night Of and received a Primetime Emmy Award nomination. In 2019 Turturro played William of Baskerville in a television adaptation of Umberto Eco's The Name of the Rose.
In 2022, he appeared in Matt Reeves' film The Batman based on the DC Comics character of the same name as Carmine Falcone. In 2023 he starred as Mickey Sabbath in the off-Broadway adaptation of Philip Roth's novel Sabbath's Theater by The New Group at the Pershing Square Signature Center.