Throughout 2019, Delaney ventured in a series of cameos in feature films. He reteamed with director David Leitch and performer Ryan Reynolds for Hobbs & Shaw, in which he appeared as Agent Loeb. He appeared as a theater director in Paul Feig's comedy-drama Last Christmas in a brief scene with Peter Serafinowicz, Sara Powell and Emilia Clarke. Both movies were #1 at the UK box office. He also appeared opposite Anne Hathaway in The Hustle as Todd and the Fox News drama Bombshell co-starring Charlize Theron. He filmed a cameo as Elvis Presley in Dexter Fletcher's Elton John musical biopic Rocketman, which was omitted from the theatrical cut. It was also reported that he would appear opposite Reynolds another time, in Pokémon: Detective Pikachu. However, he did not appear in the final film. In September 2019 he was cast in The Good House opposite Sigourney Weaver and Kevin Kline.
In November 2019, along with other public figures, he signed a letter supporting Labour Party leader Jeremy Corbyn describing him as "a beacon of hope in the struggle against emergent far-right nationalism, xenophobia and racism in much of the democratic world" and endorsed him in the 2019 UK general election. In December 2019, along with 42 other cultural figures, he signed a letter endorsing the Labour Party under Corbyn's leadership in the 2019 general election. The letter stated that "Labour's election manifesto under Jeremy Corbyn's leadership offers a transformative plan that prioritises the needs of people and the planet over private profit and the vested interests of a few."