In 1985, became a member of the Steppenwolf Theatre ensemble.

Began acting as Snoopy in a high school production of You're a Good Man, Charlie Brown

Gary has appeared in numerous award-winning productions in Chicago as well as off-Broadway in New York.

Don Johnson & Philip Michael Thomas edged out Cole and Jimmy Smits for the roles of Crockett & Tubbs in "Miami Vice" (1984).

Has a daughter with Teddi Siddall.

Attended Illinois State University where he was among fellow actors Laurie Metcalf and John Malkovich.

Received the honor as being a Distinguished Alumnus at Rolling Meadows High School.

Daughter, Mary, diagnosed with autism at age 28 months. In 2007, at age 14, she is responding very well to education, treatment, and a special friend - a dog named Tattinger. Cole relates their experience in the anthological book, "Love Heels: Tales from Canine Companions for Independence." Although autism is not curable, it is very treatable, and Mary is, by all appearances, a normal child due to treatment, support, and the dedication of loving parents.