- Was a close friend of the late John Hurt (1941-2017) since start of their respective careers.
- After over 40 years in the business, he finally struck it big internationally with his performance as the macho, gruffly complex villain, Al Swearengen, on the HBO series, Deadwood (2004).
- His father was Scottish. His mother, who was English-born, was of Irish and English ancestry.
- His father, Harry, was a professional footballer with Blackburn Rovers, Bolton Wanderers, and Manchester United, then became a scout.
- His favorite shows are Family Guy (1999) and The Simpsons (1989). In a 2010 interview he remarked "They tell you what's happening in the world. Best shows on television".
- Children are Kate McShane (b. 1971) and Morgan McShane (b. 1975).
- Has a photographic memory.
- An appealing romantic lead in several hit movies of the 1960s, by the late '70s he had progressed to character parts, such as the title roles in the BBC Disraeli (1978) and the very popular TV series Lovejoy (1986).
- He toyed with the idea of being a footballer but decided he wasn't good enough.
- Got his first acting experience with the National Youth Theatre.
- Close friend of Charles Dance and Stephen Dillane.
- He has three grandchildren through his daughter Kate.
- Born at 3:00 AM (GDT).
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