Although born in Florida, Anthony was raised in Virginia Beach, Virginia, and attended Virginia Tech. His original plans were to become a tree surgeon in the Blue Ridge Mountains. Anthony moved to New York when he was 21 to begin a modeling career -- in 1987, he had his first role as a pilot in the 1987 western "Gunfighters". In 1988, he moved to LA to pursue a film career. Anthony's hobbies include surfing and various outdoor activities, especially mountain biking, hiking, and biking.