In 1995, Bill moved to New York City to pursue his dream of being a comedian. Eight months later, he moved to Los Angeles. In L.A. he worked on a number of film and television projects. Bill returned to New York City in 1999, to get back to his roots and concentrate on comedy.

Bill Burr performs over 300 shows annually, has two movies to be released in 2006. In addition. he has performanced on The Late Show with David Letterman and the Conan O'Brien show. In 2004, he began working on Chappelle's Show. In September 2005, Burr's HBO One Night Stand special aired. Along with other projects, Bill has also been a guest on the Opie and Anthony Show on XM Satellite Radio, sometimes being part of the show when third member Jim Norton is away. He has also performed a Comedy Central Presents show which marked the recognition of his talent as a comedian.

In 2006, he gained notoriety for an incident as a part of "Opie and Anthony's Traveling Virus Comedy Tour". On December 16, 2006, Burr hosted a three-hour radio show on XM radio channel. The weekly show is called The Saturday Night Virus Show and is hosted by a different comedian friend of the Opie and Anthony show every week..