Venito was featured in The Sopranos as the character nicknamed "Murmur," who helped shake down actor Ben Kingsley (playing himself) and violently mug actress Lauren Bacall (also playing herself). He also appeared as John, an incompetent mugger, in two episodes, Mugged and Wingmen, of another HBO Series, Flight of the Conchords. He also appeared in American sitcom Ugly Betty, as well as in two episodes of Bored to Death as a NYPD mounted police officer.
Lenny played in the 2008 Celebrity Poker Invitational and was the first person eliminated on the very first hand when his pocket kings were beat by pocket aces.
Venito appeared in five episodes of NYPD Blue, most notably as the snitch with a heart of gold, Julian Pisano, a role he reprised in Blind Justice.
In 2007, Venito starred in the short-lived ABC sitcom The Knights of Prosperity as "Squatch".
In September 2012 Venito began starring as Marty Weaver in the ABC comedy The Neighbors.