Prolific documentarian and TV writer turned screenwriter, executive producer and director. Frost is best known for his collaborative efforts with director David Lynch. Frost's career as a TV writer began after he quit school to work with Steven Bochco at Universal Pictures, where he penned episodes for such series as "The Six Million Dollar Man", "Lucas Tanner" and "Sunshine". Frost later moved to PBS to write, produce and direct documentaries. Notable among his work for public television is "The Road Back", a documentary about a rehabilitation program for juvenile felons. He then moved back to commercial TV, writing episodes for "Hill Street Blues" and "The Equalizer".

Frost made the jump from TV to features with his screenplay for "The Believers" (1987), a slick horror film directed by John Schlesinger and "Scared Stiff" (1987). Teaming up with director David Lynch, their Lynch/Frost Productions created the cult TV series "Twin Peaks" and the feature "Twin Peaks: Fire Walk With Me" (1992), the TV documentary series "American Chronicles" which Frost directed as well as wrote, and the short-lived sitcom "On the Air". Frost made his feature directorial debut with "Storyville" (1992).