Milam began his career in Seattle working as an actor before moving to Chicago and getting work as an assistant director at the Victory Gardens, Remains, and Steppenwolf Theatre Companies. A subsequent production of Lett"s next play, Bug, transferred to The Gate Theatre in London and Milam began working on both sides of the Atlantic.
He was nominated for a Tony Award for Best Director of a Play for Martin McDonagh"s The Lieutenant of Inishmore as well as a Lucille Lortel nomination for his direction of Tracy Lett"s Killer Joe. He directed the world premiere production of Killer Joe at the Next Theatre, which subsequently moved to the Traverse Theatre for the Edinburgh Festival, where it won a Fringe First Award, before transferring to London.
