Calleia had his first real role as a heavy in "Small Miracle", and his success in the play was responsible for his move to Hollywood. Calleia's contract with Metro-Goldwyn-Mayer permitted him a hiatus of six months a year, to continue his stage work. He was not new to motion pictures—he had made three feature films on the East Coast—but when MGM put Calleia under contract they promoted his first film, "Public Hero No. 1" (1935), as his screen debut. Calleia's portrayal of the gunman was listed by film critic Andre Sennwald of "The New York Times" as one of the year's ten best male performances. Calleia excelled as the villain in films, but he wanted to create characters with some sympathy. "I'd like to get away from straight villain roles," he said in a 1936 interview. "But I have no wish to be a hero. I enjoy roles where I get slapped around a bit. It's far more stimulating to play a character that isn't all one thing—not all bad and not all good." He created a series of darkly mysterious characters edged with humor in films including "Algiers" (1938), "Five Came Back" (1939), "Golden Boy" (1939), "The Glass Key" (1942) and "Gilda" (1946). In June 1935 Calleia was announced to star as Joaquin Murrieta in "I Am Joaquin" (later titled "Robin Hood of El Dorado"), a film for which he had written the screenplay. MGM replaced him with Warner Baxter, ostensibly because Calleia was too old, although Baxter was six years older. Calleia did receive a starring role in "Man of the People" (1937), a political drama about a young lawyer fighting corporate racketeers. Calleia continued to battle typecasting, turning down well-paying villainous roles to develop more complex characters. His performance as police inspector Slimane in Walter Wanger's "Algiers" (1938) was recognized by the National Board of Review. Working with director John Farrow at RKO Pictures in 1939, he created a fine character study as the condemned anarchist in "Five Came Back", and portrayed a heroic priest in "Full Confession". Calleia was announced to star as Father Damien in an RKO picture to be written and directed by Farrow, but the project was not realized.