In 2004 Fienberg became a co-executive producer and unit production manager of HBO Western drama "Deadwood". The series was created by David Milch and focused on a new Western town. As unit production manager Fienberg won a plaque from the Directors Guild of America at the 2004 Awards for Outstanding Directing for a Drama Series for his work on the series pilot. He shared the award with the episodes director Walter Hill and the team of assistant directors. He was promoted to executive producer for the second season in 2005. He also made his directing debut on the second season. He helmed the second season episodes "Complications" and "The Whores Can Come". He was nominated for an Emmy for Outstanding Directing for a Drama Series at the 57th Primetime Emmy Awards for his debut "Complications". At the same ceremony Fienberg and the production staff were nominated for the Primetime Emmy Award for Outstanding Drama Series. He returned as an executive producer for the third and final season in 2006. He directed the episodes "True Colors" and "The Catbird Seat". Also in 2006 Fienberg served as a co-executive producer and unit production manager for the pilot of HBO polygamy drama "Big Love".