Met his wife, Kennya Baldwin, on a subway in New York.

No relation to actor Adam Baldwin.

Turned down the role of "Jack" in Speed (1994/I).

Was cast in "Ty Murray's Celebrity Bull Riding Challenge" and was among nine celebrities cast on the show. In the very first episode, Baldwin was injured after taking a bad fall from a bull, breaking his shoulder blade and cracking a rib. Under doctor's orders, he had to give up going to Nashville and left the show in the second episode. He returned for the last episode in Nashville to support the other riders and was given a rodeo buckle by Ty Murray, along with the other riders, for his attempt.

Resides in the village of Nyack, New York, with his wife, Kennya, and their family. In 2006, he launched a campaign to prevent an adult bookstore from opening on the outskirts of the village.

Endorsed Mike Huckabee as his choice for Republican candidate in the 2008 presidential election.

Supports George W. Bush on the basis of faith. Like Bush, Stephen is a born-again Christian.

His father-in-law is Bosa Nova legend Eumir Deodato.

Two daughters with Kennya Baldwin: Alia (b. 1993) and Hailey (b. 1996).

When not acting, lives on his ranch in Tucson, Arizona.

Son of Carol M. Baldwin

Former brother-in-law of Kim Basinger.

Brother of Alec Baldwin, William Baldwin, Daniel Baldwin, Jane Sasso, and Elizabeth Keuchler.

Was baptized a Roman Catholic, but became a born-again Christian in the Evangelical church shortly after the September 11 attacks. Since converting, he has been on missions to evangelize the youth of the nation through projects such as The Breakthrough Ministry, which involves skateboarding and extreme sports and Christian rock concerts.

Brother Alec Baldwin told him that doing Bio-Dome (1996) could be the single most career ending decision he could possibly make.

Cousin of actor Joseph Baldwin.