Actor
- Morgan's Summit (2010) .... Gracie Holls
- Shelter (2010) ....
- Boone's Lick (2010) .... Mary Margaret
- The Private Lives of Pippa Lee (2009) .... Kat
- A Single Man (2009) .... Charlotte
- Chloe (2009) .... Catherine
- Samuel L. Jackson: An American Cinematheque Tribute (2008) .... Herself
- Blindness (2008) .... Doctor's Wife
- Eagle Eye (2008) .... Aria (voice) (uncredited)
- Hateship, Friendship, Courtship (2008) .... (in talks)
- Oscar, que empiece el espectáculo (2008) .... Herself (archive footage) (uncredited)
- A Vision of Blindness (2008) .... Herself
- I'm Not There. (2007) .... Alice Fabian
- Savage Grace (2007) .... Barbara Baekeland
- The Prize Winner of Defiance, Ohio (2007) .... Evelyn Ryan
- The Naked Brothers Band: The Movie (2007) .... Herself
- Saturday Night Live in the '90s: Pop Culture Nation (2007) .... Andrea Powers (archive footage) (uncredited)
- Next (2007) .... Callie Ferris
- Cómo conseguir un papel en Hollywood (2007) .... Electra (archive footage)
- Children of Men (2007) .... Julian
- Children of Men: Visions of the Future (2007) .... Herself
- Biography Anthony Hopkins (2007) .... Herself
- San Sebastián 2006: Crónica de Carlos Boyero (2006) .... Julian Taylor (archive footage)
- Trust the Man (2006) .... Rebecca
- Freedomland (2006) .... Brenda Martin
- Film '72 Episode dated 18 September 2006 (2006) .... Herself
- HBO First Look Reel Love: The Making of 'Trust the Man' (2006) .... Herself
- Nobel Peace Prize Concert (2005) .... Co host
- 101 Most Unforgettable SNL Moments (2004) .... Herself (archive footage)
- The Forgotten (2004) .... Telly Paretta
- Laws of Attraction (2004) .... Audrey Woods
- Marie and Bruce (2004) .... Marie
- Signs and Voices (2004) .... Herself
- Cartaz Cultural (2003) .... Herself
- The Hours (2003) .... Laura Brown
- The Making of 'Far from Heaven' (2002) .... Herself
- Far from Heaven (2002) .... Cathy Whitaker
- The Shipping News (2002) .... Wavey Prowse
- Evolution (2001) .... Allison
- Hannibal (2001) .... Clarice Starling
- World Traveler (2001) .... Dulcie
- Reel Comedy: Evolution (2001) .... Herself
- The Ladies Man (2000) .... Audrey
- A Map of the World (2000) .... Theresa Collins
- Magnolia (2000) .... Linda Partridge
- Not I (2000) .... Auditor / Mouth
- Welcome to Hollywood (2000) .... Herself
- The End of the Affair (1999) .... Sarah Miles
- An Ideal Husband (1999) .... Mrs. Laura Cheveley
- Cookie's Fortune (1999) .... Cora Duvall
- Psycho (1998) .... Lila Crane
- Chicago Cab (1998) .... Distraught Woman
- The Big Lebowski (1998) .... Maude Lebowski
- Junket Whore (1998) .... Herself
- The Myth of Fingerprints (1997) .... Mia
- The Lost World: Jurassic Park (1997) .... Dr. Sarah Harding
- Boogie Nights (1997) .... Amber Waves
- 1st Annual Mystery Science Theater 3000 Summer Blockbuster Review (1997) .... Herself (archive footage)
- Surviving Picasso (1996) .... Dora Maar
- Assassins (1995) .... Electra
- Nine Months (1995) .... Rebecca Taylor
- Safe (1995) .... Carol White
- Roommates (1995) .... Beth Holzcek
- Vanya on 42nd Street (1994) .... Yelena
- Short Cuts (1993) .... Marian Wyman
- The Fugitive (1993) .... Dr. Anne Eastman
- Benny & Joon (1993) .... Ruthie
- Body of Evidence (1993) .... Sharon Dulaney
- Luck, Trust & Ketchup: Robert Altman in Carver Country (1993) .... Herself
- The Gun in Betty Lou's Handbag (1992) .... Elinor
- The Hand That Rocks the Cradle (1992) .... Marlene Craven
- Cast a Deadly Spell (1991) .... Connie Stone
- The Last to Go (1991) .... Marcy
- Tales from the Darkside: The Movie (1990) .... Susan (segment "Lot 249")
- Money, Power, Murder. (1989) .... Peggy Lynn Brady
- I'll Take Manhattan (1987) .... India West
- As the World Turns: 30th Anniversary (1986) .... Franny
- Hateship, Friendship, Courtship (2008) .... executive producer
- Marie and Bruce (2004) .... executive producer
- Shortbus (2006) .... thanks

