He met his future co-stars Tina Fey and Tracy Morgan while appearing on Saturday Night Live, and is one of only two actors to whom Lorne Michaels has extended a standing offer to host the show should their schedules permit (the other being Christopher Walken).
In 1986, Baldwin starred in Dress Gray, a four-hour made-for-television miniseries, as an honest cadet sergeant who tries to solve the mystery of a murdered gay classmate.
In 1998, he became the third narrator and George Carlin's replacement for the fifth and sixth seasons of Thomas the Tank Engine & Friends.
In fall 1983, he starred in the short-lived television series Cutter to Houston.
He went on to appear as the brother of Valene Ewing and son of Lilimae Clements (played by Joan Van Ark and Julie Harris, respectively) in Knots Landing from 1984 to 1985.
His other Broadway credits include Caryl Churchill's Serious Money with Kate Nelligan and a revival of Tennessee Williams' A Streetcar Named Desire, for which his performance as Stanley Kowalski garnered a Tony Award nomination for Best Actor.