- David won Golden Globe awards for his work as FBI Special Agent Fox Mulder on The X-Files and as Hank Moody on Californication.
- David's paternal grandparents were Russian Jews and his mother is a Lutheran immigrant from Scotland.
- David graduated from Princeton University in 1982 with a Bachelor of Arts in English Literature.
- In 1982 David's poetry received an honorable mention for a college prize from the Academy of American Poets, and the title of his senior thesis was The Schizophrenic Critique of Pure Reason in Beckett's Early Novels.
- David received a Master of Arts, in English Literature, from Yale University and subsequently began work on a Ph.D. that remains unfinished. The title of his uncompleted doctoral thesis was Magic and Technology in Contemporary Poetry and Prose.
- David left the X Files partly due to a contract dispute that occurred after season seven finished filming.
- David also provided the voice for a parody of his Fox Mulder character in an episode of The Simpsons, entitled The Springfield Files.
- David has guest hosted Saturday Night Live twice.
- In 2001, David played a hand model in the Ben Stiller comedy, Zoolander.
- David played the role of Ira Kane in the movie Evolution alongside Seann William Scott.
- David directed an episode of Bones during its second season.
- David currently plays Hank Moody, a troubled novelist in Showtime's series Californication.
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