He appeared in all of the episodes of the series except for the second season episode "Anamnesis". He reprised the role in a single episode of The X-Files also titled "Millennium". Henriksen also guest starred in the pilot episode of another of Chris Carter's series, Harsh Realm.
Henriksen is also well known for his appearances in several popular film franchises. These include Detective Hal Vukovich in The Terminator, Bishop in Aliens and Alien³ and Mr. Weyland (of the Weyland-Yutani Corporation) in Alien vs. Predator.