Finkelstein started his photography journey under the supervision of Alexey Brodovitch, the art director of Harper's Bazaar. In the 1960s he worked as a photojournalist in the Black Star and PIX photo agencies, before joining Andy Warhol's factory where he worked for three years from 1964 until 1969.
Finkelstein was also involved in the 1960s burgeoning civil rights movement, which led to a federal warrant and forced him to live as a fugitive for the following decade.
In 1982 he returned to photography with a new interest in new media technology as fine art. His work has been published and exhibited all over the world