I thought his performance in the series Fargo was amazing.
I agree. That series was so much better than the film. My favorite scene, however, is a very small scene between Billy Bob Thornton's character (Malvo) and Keith Carridine (playing the father of the police detective) at the diner, with Malvo ordering a piece of apple pie.
It was a small scene, yet with two pros doing it, it was so thoroughly entertaining.