Olyphant starred in the world premiere of Kenneth Lonergan's comedy Hold On to Me Darling at the off-Broadway Atlantic Theater Company. His character, Strings McCrane, is a self-absorbed country singer and actor who returns to Tennessee, after his mother's death. Ben Brantley of the New York Times found him "entertainingly irritating" in a performance that "avoids the obvious route of histrionic posing": "The startling, bona fide sorrow that Mr. Olyphant brings to [the final scene] truly illuminates everything that has come before." Frank Rizzo of Variety felt his performance was "a stunner, striking just the right notes of guilelessness, obliviousness and narcissism to make Strings one of the most appealing messes in a long time." David Rooney of The Hollywood Reporter felt the role "seems tailor-made for his laid-back swagger and sly humor ... Olyphant's natural charm ensures that Strings' unapologetic self-absorption remains more human than monstrous." He also played Henry, the ex-husband of Sandy (Jennifer Aniston), in the universally panned ensemble romantic comedy Mother's Day (2016) and appeared in Oliver Stone's Snowden, as a CIA agent who befriended Snowden prior to the latter's departure to Russia after his leak of classified documents. In February 2017, Olyphant began starring in the Netflix horror-comedy Santa Clarita Diet, and also served as an executive producer for the series, which co-starred Drew Barrymore. Netflix renewed the series for a second season in March 2017 and for a third and ultimately final season in May 2018. Dark Was the Night, an independent drama in which he starred with Marisa Tomei, was filmed in 2015 and premiered at the 2018 Galway Film Fleadh. In early 2016, HBO announced that David Milch was developing a two-hour film continuation of Deadwood. The long-awaited follow-up to the television series began production in October 2018. Deadwood: The Movie premiered on HBO on May 31, 2019. In 2017, it was reported Olyphant would portray an FBI agent in the film Driven, though he ultimately did not appear in the film. In 2018, Olyphant was cast as a voice actor for the stop-motion animated film Missing Link, which was released in April 2019. He was also part of the large ensemble cast for the Quentin Tarantino semi-historical film Once Upon a Time in Hollywood, which was released in July 2019. Olyphant portrayed TV western star James Stacy in the film. In 2020, Olyphant appeared as Cobb Vanth in the second season