Henke was born in Columbus, Nebraska. He starred in October Road and in the movies Around June with Samaire Armstrong and Jon Gries, The Amateurs with Jeff Bridges and Tim Blake Nelson, In the Valley of Elah with Tommy Lee Jones and Charlize Theron, and Choke as Denny, a reformed sex addict, along with Sam Rockwell as Victor and Anjelica Huston as Victor's mother. He also appeared in the movie Sherrybaby with Maggie Gyllenhaal. In addition, he played suspected serial killer Tony Tucci on season one of Dexter. He played the recurring character Bram on ABC's Lost (with Jeremy Davies), he also appeared in one episode of CSI: Miami (with Brad Leland).