Became friends with Leonardo DiCaprio on the set of Gangs of New York, and Dicaprio recommended Graham to director Michael Mann for his role in Public Enemies.
Sent Mann an audition tape made by his wife on her handheld video camera.
Found it difficult at first to play a racist in 2007's This Is England because of his mixed-race heritage. (His grandfather is Jamaican.)
Honed his Brooklyn accent for Boardwalk Empire with Brooklynite Charlie, a gaffer on the set of the series.