Madsen was born in Chicago, Illinois. His mother, Elaine, was a filmmaker and author. His father, Calvin, was a firefighter. His parents divorced in the 1960s, and his mother left a career in finance to pursue a career in the arts, encouraged by film critic Roger Ebert. His siblings are Cheryl Madsen, an entrepreneur, and Academy Award nominee Virginia Madsen. Madsen\'s paternal grandparents were Danish, while his mother is of English, German, Irish, Native American and Scottish ancestry.\n', '

Madsen began working at the Steppenwolf Theatre Company in Chicago, where he served as an apprentice under John Malkovich and appeared in a production of Of Mice and Men.\n', '

In Quentin Tarantino\'s directorial debut film Reservoir Dogs, Madsen played Mr. Blonde, a villainous mobster. He did not get the role of Mr. Pink (which went to Steve Buscemi), which he wanted because it had more scenes with Harvey Keitel. For Pulp Fiction, Madsen declined the role of Vincent Vega, which went to John Travolta. Madsen starred in Mike Newell\'s gangster film Donnie Brasco (1997). He once said of these films: "Some of them I\'m only in for 10 minutes, but they bought my name, and they bought my face to put on the DVD box with a gun. What people don\'t always understand is that I established a certain lifestyle for my family back in the days of Species and Mulholland Falls and The Getaway. I wasn\'t about to move my six kids into a trailer park. So when people offered me work, it wasn\'t always the best, but I had to buy groceries and I had to put gas in the car."\n', '

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