Born in Hornell, New York to James Pullman (a physician) and Johanna Blaas, he attended the State University of New York at Delhi, and the University of Massachusetts.

In the 1980s, he primarily worked with theatre companies around New York and Los Angeles, California. His first prominent movie role was in the film Ruthless People, starring Danny DeVito.

Other notable films included the lead in Spaceballs (1987), The Serpent and the Rainbow (opposite Zakes Mokae),While You Were Sleeping (1995), Independence Day (1996), and Lost Highway (1997). Pullman continues to act in both theatre and in movies, independent and big budget.

Pullman is married to dancer Tamara Hurwitz, and has three children. He lost his sense of smell in college after an injury left him in a coma for two days.