I enjoyed him in Wolf Hall, and had totally forgotten about Life until your comment (I think for a couple years I would either conflate or confuse Life with that David Duchovny series Aquarius, even though the premises are totally different).

I'd also recommend The Escapist (plus you get Brian Cox planning a prison breakout).

Band of Brothers, however, will always be peak Damian Lewis. Between that and Billions, I feel like he's even better when his character has a sort of partner or best friend-type to play off of.