In 1984, McKean joined frequent collaborators Shearer, Rob Reiner and director Christopher Guest in the rockumentary This Is Spinal Tap, which McKean cowrote. He's worked steadily ever since, appearing in films such as The Brady Bunch Movie (1995) and two more faux documentaries helmed by Guest: Best in Show (2000) and A Mighty Wind (2003).
A regular cast member on "Saturday Night Live" for two seasons, McKean has also lent his talents to stage, appearing on Broadway in "Hairspray" (2004) and "The Pajama Game" (with Harry Connick Jr.).