Bentley was born in Jonesboro, Arkansas. He attended the Juilliard School's Drama Division but left the school after one year to pursue his acting career.
Bentley has starred in several films, including the Oscar-winning film American Beauty, The Four Feathers, P2, and Ghost Rider. He starred in the thriller Dolan's Cadillac, based on the short story by Stephen King, and There Be Dragons by director Roland Joffé.
Bentley was one of four subjects in the documentary My Big Break (2009), which documented his immediate fame after American Beauty and his struggles with substance abuse. In 2010, he starred in the premiere of the off-Broadway production Venus in Fur by David Ives. In March 2012, Bentley had a supporting role in the blockbuster movie The Hunger Games, playing game maker Seneca Crane.
In 2012, Bentley also starred with Amber Tamblyn and Vincent Piazza in the indie feature 3 Nights in the Desert directed by Gabriel Cowan. In June 2013, Bentley was selected to star in Ryan Murphy's HBO production titled "Open" along with Scott Speedman.
- Wes plays only part-demon on AHS:Freak Show but he is all-demon Blackheart in Ghost Rider.
- He joined the cast of American Horror Story playing a ghost. All the characters he later portrayed were dead or died by the end of the series in which he appeared.