Finley hit .311/~.347/.578 for Team USA in 1986. He batted .346 and slugged .592 in the 1986 Amateur World Series, with 12 RBI. The US failed to win a Medal.

In the fourth inning of his major league debut, Opening Day 1989, Finley separated his shoulder by crashing into the 25-ft. right field concrete wall at Memorial Stadium. Repeatedly throughout the summer, his teammates cited that event as the inspiration that turned the 1988 Orioles, who lost 107 games, into the 1989 team, which was not eliminated until the next-to-last day of the season.

He was traded in January 1991 by the Baltimore Orioles along with pitchers Curt Schilling and Pete Harnisch to Houston for first baseman Glenn Davis. It would turn out to be one of the most one-sided trades in the history of baseball, as Davis was out of baseball within a couple of seasons, but all three players he was traded for had long and successful careers.

A forgettable 1998 season was forgotten by the time Steve matched that year's home run total by June '99. In one hot streak, Steve posted three four-hit games in four days.

In 2001 Steve was given the opportunity to pitch for the first time in his career. Despite walking one batter and hitting another with a pitch, Steve was able to get out of the inning scoreless, maintaining his career 0.00 ERA.

A fractured wrist cost Finley six weeks of play in 1993. In 2000, he was one of only four National Leaguers to hit at least 35 home runs and steal at least 12 bases. He hit his 100th career triple on May 4, 2003 in the 8th inning against Atlanta.

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