Frank received Academy Award, Golden Globe and BAFTA Award nominations for his performance as William Shakespeare's Iago in Stuart Burge's 1965 film of Laurence Olivier's staging of Othello. He also won the Best Actor Award at the San Sebastian International Film Festival.

He later essayed the definitive screen portrayal of Alexandre Dumas' musketeer Porthos in three movies for director Richard Lester: The Three Musketeers (1974), The Four Musketeers (1975) and The Return of the Musketeers (1989). Frank's many other films include The Longest Day; Tony Richardson's The Loneliness of the Long Distance Runner; Martin Ritt's The Molly Maguires; Bob Clark's Murder by Decree; Alan Bridges' The Return of the Soldier (for which he received a BAFTA Award nomination); Franco Zeffirelli's Sparrow; and Eric Styles' Dreaming of Joseph Lees; and most recently Roman Polanski's multi-award winning The Pianist and Norman Jewison's The Statement.

His similarly extensive television projects have earned him two BAFTA Awards, for his performances in The Death of Adolf Hitler (starring as Hitler, with Rex Firkin directing); The Adventures of Don Quixote (as Sancho Panza, opposite Rex Harrison, for director Alvin Rakoff); the ground breaking Bouquet of Barbed Wire and Another Bouquet; 84 Charing Cross Road; and recently the critically acclaimed series The Sins. Born in Farnworth, Lancashire, Finlay had already begun performing on stage when he earned the Sir James Knott Scholarship at London's Royal Academy of Dramatic Art (RADA). Since then he has led theatre companies in London and on Broadway.

He was made a Commander of the British Empire (CBE) in the 1984 New Year's Honours List, and was presented with his CBE by the Queen in February 1984.