- Was one of three finalists for the role of "Col. Saul Tigh" in Battlestar Galactica (2004). The role eventually went to Michael Hogan. The producers, who were impressed with Rhodes, gave him the recurring role of "Dr. Cottle", instead.
- Acted with his brother, Tim Henry, in Famous Jury Trials (1971) on Canadian channel CTV.
- Father of Seana Henry and Westerly Henry.
- Has divided his time between L.A. and Vancouver since buying a house with his wife in the latter city while there filming Danger Bay (1983).
- Son of Canadian playwright Ann Henry.
- Was best man at the wedding of Claudia Christian and Gary DeVore.
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