Since 2002 he has performed a monologue based on Jan Guillou's novel Evil more than 300 times, including an English-language version at St. James Theatre in London in 2015.
He played the leading role of the art museum curator Christian in Ruben Östlund's 2017 film The Square, which won the Palme d'Or at the 2017 Cannes Film Festival. He also won the European Film Award for Best Actor, being the first Dane to do so. As a side project, he makes music under the moniker This Is Not America.
In November 2018, Bang was cast to play Count Dracula in the BBC mini-series Dracula, created by the film-makers involved in Sherlock. In an interview for The Guardian, it was observed that, while "sexy" and "insatiable", it is also "a very witty performance" from Bang.
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