Following his "Deadwood" tenure, Ray McKinnon moved away from TV for a while and focused on film roles for several years. During that time, he also built on his Oscar success by directing two feature films: 2004's "Chrystal," and 2007's "Randy and the Mob," both of which also acted in.

In 2009, the same year "The Blind Side" came out, McKinnon was also seen in another, very different Tennessee-set cinematic tale. "That Evening Sun," an indie drama written and directed by Scott Teems, starred Hal Holbrook as Abner Meecham, an elderly man who flees a nursing home and discovers that his old farm has been leased by his children, and featured McKinnon in a prominent supporting role as Lonzo Choat, the farm's new tenant. It was among the most acclaimed film performances of McKinnon's career, with Variety's Joe Leydon noting that "It says a great deal about McKinnon's acting that even when Lonzo behaves most despicably, he retains a few shards of the audience's sympathy because, as Abner bluntly notes, he's obviously in way over his head." He even received an Independent Spirit Award nomination for best supporting male (via IMDb).