He said: "I'd probably still be on the fire department. I would have had 30 years on, so I no doubt would have continued doing that."
When New York's World Trade Centre was attacked in 2001, the 'Big Lebowski' star even returned to his old unit to help them sift through rubble for 12 hours, showing dedication to his old job.
Among Steve’s unusual previous jobs, he has been a newspaper vendor, ice-cream truck driver, furniture remover, dishwasher and bus boy, and though he had mixed feelings on all his old careers, the one thing he would never return to is stand-up comedy.
He said: "I like having people around… and doing stand-up, it's just you. And um… I guess I didn't like the aloneness.
"It's terrible when you're not connecting with the audience. There are times when, being the new guy, you would get up on stage at 3am when there's hardly anybody there.
"I just felt like, for me, it just… I couldn't find my own comedic voice and I was taking acting classes at the same time, and I realised I liked acting better."