- Stephen attended the Juilliard School in New York.
- Stephen started his career doing stand up comedy in Chicago. Stephen opened for comedian/writer Robert Schimmel (In Living Color) at the Improv Comedy club owned by the family of actress Jami Gertz.
- Stephen's sister, Kim Foxx, is the Cook County States Attorney in Illinois.
- Stephen also trained and performed at Second City and the Improv Olympic theatre in Chicago.
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