- A devout Catholic, he belonged to the British Catholic Stage Guild.
- He was made a CBE (Commander of the Most Excellent Order of the British Empire) in the 1984 Queens New Year's Honours List for services to drama.
- He is buried next to his wife Doreen at Weybridge Cemetery.
- He has two roles in common with Gérard Depardieu: (1) Finlay played Jean Valjean in Les Misérables (1967) while Depardieu played him in Les misérables (2000) and (2) Finlay played Porthos in The Three Musketeers (1973), The Four Musketeers: Milady's Revenge (1974) and The Return of the Musketeers (1989) while Depardieu played him in The Man in the Iron Mask (1998).
- He played Inspector Lestrade in two unrelated films which featured Sherlock Holmes attempting to solve the Jack the Ripper murders: A Study in Terror (1965) and Murder by Decree (1979). Both films featured Anthony Quayle in a supporting role.
- He was a front runner for the role of Ernst Stavro Blofeld in Diamonds Are Forever (1971) before Charles Gray was cast.
- He graduated from RADA (Royal Academy of Dramatic Arts) in London, England.
- He played Inspector Lestrade in A Study in Terror (1965) and Murder by Decree (1979) and his creator Sir Arthur Conan Doyle in The Other Side (1992).
- Inteviewed for Khan in Octopussy (1983).
- An Associate Member of RADA.
- Considered for De Flores in Doctor Who: Silver Nemsis.
- The 9th edition of Halliwell's Filmgoer's Companion erroneously credits him as having died in 1986.
- He has two roles in common with Peter Cushing, Nigel Davenport and David Warner: (1) Cushing played Professor Van Helsing in Horror of Dracula (1958), The Brides of Dracula (1960), Dracula A.D. 1972 (1972), The Satanic Rites of Dracula (1973) and The Legend of the 7 Golden Vampires (1974), Davenport played him in Dracula (1974), Finlay played him in Count Dracula (1977) and Warner played him in Penny Dreadful (2014) and (2) Davenport played Sir Arthur Conan Doyle in Conan Doyle (1972), Cushing played him in The Great Houdini (1976), Finlay played him in The Other Side (1992) and Warner played him in Houdini (1998).
- Omitted from the In Memoriam section of clips and stills in the 2016 Oscars. He received an Oscar nomination for his role of Iago in Oliviers film Othello (1965). but refused to attend the ceremony choosing instead to put all his effort into establishing the National Theatre.
- According to his contemporary at the National Theatre, Robert Stephens, Finlay's demeanor onstage was the result of poor eyesight: "he got contact lenses, and when he walked on the stage and saw the audience, he nearly died of fright. He never wore them again".
- A member of Garrick Club for many years.
- Before being cast as Hans Fallanda in Lifeforce (1985), Finlay was considered for the roles of Dr. Armstrong, Dr. Bukovsky and Sir Percy Heseltine.
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