His role on
Rescue Me began as a recurring character in seasons 1–3, playing the nephew of series lead
Tommy Gavin (
Denis Leary). In seasons 5–6, he was promoted to the main cast when his character began probationary firefighter school to become a firefighter. In 2010, Zegen was cast as gangster
Bugsy Siegel for the second, third, and fifth seasons of the
HBO series,
Boardwalk Empire. In 2011, Zegen, along with
James Ransone, was cast in supporting roles in the HBO comedy series
How To Make It In America. In mid-2011, Zegen was cast in a recurring guest role in the second season of the
AMC series
The Walking Dead. In 2014 he created the role of Liam off-Broadway in the dark comedy
Bad Jews. In 2017, Zegen played Joel Maisel in
The Marvelous Mrs. Maisel. For the role he won two
Outstanding Performance by an Ensemble in a Comedy Series awards from the
Screen Actors Guild. He returned to Broadway in 2021 to star in
Trouble in Mind by
Alice Childress. ==Filmography==