Delano graduated from the Neighborhood Playhouse School of the Theater in New York, where fellow classmates included Steve McQueen and Susan Oliver. After graduation, McQueen convinced Delano to move to Hollywood. In 1968, Delano began a career in improvisational comedy alongside Sid Caesar, and the two have performed together on stage and on television around the world. Delano's talent for comedy was further revealed when Caesar's association with comic Mel Brooks led to Delano receiving film roles in Brooks' Silent Movie (1976), High Anxiety (1977), and History of the World, Part I (1981).