Klein pioneered an observational style of comedy, often tackling political issues, and did off-beat impressions, like Isaac Newton (since nobody knew what Newton sounded like). In addition to stand-up, improv, and several comedy albums, he was a frequent guest of the shows of Dick Cavett, Flip Wilson, and Mike Douglas in the 1970s, and also hosted the summer series Comedy Tonight.
As an actor, Klein has played both comedic and dramatic parts. His film credits include The Landlord (with Pearl Bailey), The Owl and the Pussycat, The Bell Jar, a string of Italian movies with Alain Delon, One Fine Day (with Michelle Pfeiffer), Radioland Murders, Primary Colors, and the Rankin/Bass animated feature The Last Unicorn (as a butterfly spouting song lyrics). TV acting work includes a recurring role on Sisers as Al Barker and guest spots on Mad About You, Cosby, Law & Order, the 1985 Twilight Zone revival, and Frasier.