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Madsen missed out on a number of significant film roles which might have expanded the scope of his career, including the lead in LA Confidential. Speaking to the Guardian in 2004, he expressed frustration with some fellow film-makers for passing him over, as well as what he perceived as a wider lack of care within the industry.
"When I was really down and out," he said, "and I was just ready to flatline, you would think that an element of Hollywood would try to hold you up, just keep you going. I mean, everybody pretty much knows that I'm a father. A lot of people have made a lot of money with me involved in their projects, so if only for that reason. But no -- nothing was happening."