From 1994 to 1995 Cosmo starred as Tom in the television series Roughnecks. In 2010 he starred as Father Kellan Ashby in the TV series Sons of Anarchy. Cosmo starred as Jeor Mormont in the series Game of Thrones from 2011 to 2013. He has also starred in several films including Highlander, Braveheart, Trainspotting, All the Queen’s Men, The Chronicles of Narnia: The Lion, the Witch and the Wardrobe, and Ben-Hur. Cosmo won a BAFTA Scotland Award in 2011 for Best Actor/Actress – Film for Donkeys. In 2017 he competed in the reality television series Celebrity Big Brother 19.