In the fall of 1999, Day moved to Halifax and made his feature film debut as a young fisherman in the 2000 film Deeply starring Kirsten Dunst. His other early film roles include Songs in Ordinary Time starring Sissy Spacek and Beau Bridges, A Glimpse of Hell starring James Caan, Julie Walking Home starring Miranda Otto and A Hole in One starring Meat Loaf and Michelle Williams (actress)