Andy entered the popular music field as a founding member of Commander Cody and his Lost Planet Airmen. He subsequently worked with Asleep at the Wheel, Emmylou Harris, Bob Dylan, Dr. John, Willie Nelson, Merle Haggard, Charlie Daniels, Marshall Tucker Band, Aerosmith, Billy Joel, Alan Menken, Madonna, Mariah Carey, Smashing Pumpkins, Grover Washington Jr., Chakka Kahn, Diane Reeves, Dionne Warwick, Ray Charles, B. B. King, Eric Clapton, Whitney Houston, Manhattan Transfer, Tony Bennett, Carol King, James Taylor and Michael Jackson.
Stein holds a Grammy award for Best Country Instrumental 1978. He has performed for two Presidents of the United States, the President of the Dominican Republic, four mayors of New York, and for the Native American occupying force on Alcatraz. In the jazz field he has been a featured soloist with Wynton Marsalis and the Lincoln Center Jazz Orchestra, Paquito D'Rivera, Phil Woods, Manhattan Transfer, Jon Faddis, Dick Hyman, Jon Hendricks, Eddie Daniels, Turtle Island String Quartet, Vince Giordano's Nighthawks, Ken Peplowski, Bob Wilber and John and Bucky Pizzarelli.
Since the 1980s Stein has been known for his recreations of the early work of Joe Venuti, whose recordings inspired the careers of Stephane Grappelli and many others.
For thirteen years his violin and saxophone could be heard in the "house band" of A Prairie Home Companion with Garrison Keillor. Since the fall of 2002, he appears frequently on the show as a special guest.