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In 2001, a 35-minute movie, The Accountant, produced by Walton's production company, Ginny Mule Pictures, won an Oscar for Best Short Film.
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Walton likes movies by Jim Jarmusch and Coen brothers. About TV shows, his favorite one is Sanford and Son.
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Walton likes listening to music: American singer/guitarist Michael Hurley, rock/country band Drive by Truckers, and Joe Henry.
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Walton has a predilection for interior design, in particular house illumination and the way it affects a person's mood.
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His castmates on The Shield call Walton "Method Man", since he is a very methodic actor.
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Walton and Kenneth Johnson, who acted with him on The Shield since 2002, are best friends. They met on the set of the movie Major League: Back to the Minors in 1998.
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Walton has a brother named Sandy who is 15 years younger than him.
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When Walton was 10 years old, he and his mother were champion cloggers, with the name of Mountain Dancing. They even opened a B.B. King concert when he performed in Atlanta.
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His deceased wife was the manager of a dog walking business; Walton still has a dog, Beulah, he and her wife had together.
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All Walton's cast mates from The Shield attended his wife's memorial service after she died committing suicide in 2004.
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He's 5'11" (1.80 m).
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He was married to Leanne Goggins from 2001 to November 12, 2004, date of her death.