He has acted in plays with the Steppenwolf Theatre Company and the Famous Door, and has performed twice at the Edinburgh Festival in Scotland. Other credits include The Amityville Horror, Early Edition, What About Joan, and Alleyball. McCarthy is an ensemble member at A Red Orchid Theatre in Chicago. McCarthy created, together with Alleyball writer/director Dan Consiglio, SOXTALK with Pat and Tony, a series of four 30-minute shows that aired on Comcast Sports Net Chicago. McCarthy starred as "Pat", a longtime know-it-all White Sox supporter.