 | Doctor Strange 2 (2020) as Yan / El Anciano |
 | Women Make Film: A New Road Movie Through Cinema (2018) as Narrator |
 | Suspiria (2018) as Madame Blanc |
 | Isle of Dogs (2018) as Oracle (voice) |
 | Letters From Generation RX (2017) as narration |
 | Okja (2017) as Lucy Mirando / Nancy Mirando |
 | The Seasons in Quincy: Four Portraits of John Berger (2017) as Herself |
 | War Machine (2017) as German Politician |
 | async - first light (2017) |
 | Doctor Strange: Strange Company (2017) as Herself |
 | Doctor Strange (2016) as The Ancient One |
 | Letters from Baghdad (2016) as Gertrude Bell (voice) |
 | Hail, Caesar! (2016) as Thora Thacker / Thessaly Thacker |
 | A Bigger Splash (2015) as Marianne Lane |
 | Trainwreck (2015) as Dianna |
 | B-Movie: Lust & Sound in West-Berlin (2015) |
 | Dreams Rewired (2015) as Narrator |
 | Antarctica: On the Edge (2014) as Narrator |
 | Travelling at Night with Jim Jarmusch (2014) as Herself |
 | The Grand Budapest Hotel (2014) as Madame Céline Villeneuve Desgoffe-und-Taxis |
 | Only Lovers Left Alive (2013) as Eve |
 | The Zero Theorem (2013) as Dr. Shrink-Rom |
 | Death for a Unicorn (2013) as Narrator (voice) |
 | Snowpiercer (2013) as Minister Mason |
 | When Bjork Met Attenborough (2013) as Narrator |
 | Amore carne (2013) |
 | Moonrise Kingdom (2012) as Social Services |
| | Song 1 (2012) as Self |
 | Cinema Is Everywhere (2011) as Herself |
 | We Need to Talk About Kevin (2011) as Eva Khatchadourian |
 | The Chronicles of Narnia: The Voyage of the Dawn Treader (2010) as The White Witch |
 | Climate of Change (2010) as Narrator |
 | The Invisible Frame (2009) as The Cyclist |
 | Io sono l'amore (2009) as Emma Recchi |
 | The Limits of Control (2009) as Blonde |
 | The Curious Case of Benjamin Button (2008) as Elizabeth Abbott |
 | Burn After Reading (2008) as Katie Cox |
 | The Chronicles of Narnia: Prince Caspian (2008) as White Witch |
 | Derek (2008) as Narrator |
 | Julia (2008) as Julia |
 | Michael Clayton (2007) as Karen Crowder |
 | A Londoni férfi (2007) as Camélia |
 | Schau mir in die Augen, Kleiner (2007) as Herself |
 | Strange Culture (2007) as Hope Kurtz |
 | Sleepwalkers (2007) as Violinist working as a Copy Clerk |
 | Deep Water (2006) as Narrator |
 | Stephanie Daley (2006) as Lydie Crane |
 | The Chronicles of Narnia: The Lion, the Witch and the Wardrobe (2005) as White Witch |
 | The Somme (2005) as Narrator |
 | Broken Flowers (2005) as Penny |
 | Constantine (2005) as Gabriel |
 | Thumbsucker (2005) as Audrey Cobb |
 | The Statement (2003) as Annemarie Livi |
 | Young Adam (2003) as Ella Gault |
 | Adaptation. (2002) as Valerie Thomas |
 | Teknolust (2002) as Rosetta / Ruby / Marinne / Olive |
 | Vanilla Sky (2001) as Rebecca Dearborn |
 | The Deep End (2001) as Margaret Hall |
 | The Beach (2000) as Sal |
 | Possible Worlds (2000) as Joyce |
 | The Protagonists (1999) as Actress |
 | The War Zone (1999) as Mum |
 | Conceiving Ada (1999) as Ada Augusta Byron King, Countess of Lovelace |
 | Love Is the Devil: Study for a Portrait of Francis Bacon (1998) as Muriel Belcher |
 | Female Perversions (1996) as Evelyn Stephens |
 | Remembrance of Things Fast: True Stories Visual Lies (1994) |
 | Glitterbug (1994) as Herself |
 | Das offene Universum (1993) as Carla |
 | Blue (1993) |
 | Wittgenstein (1993) as Lady Ottoline Morrell |
 | Orlando (1992) as Orlando |
 | Edward II (1991) as Isabella |
 | Your Cheatin' Heart (1990) |
 | The Garden (1990) as Madonna/Voice Overs |
 | Play Me Something (1989) as Hairdresser |
 | War Requiem (1989) as The Nurse |
 | Volcano Saga (1989) as Gudrun |
| | Cycling the Frame (1988) as The Cyclist |
| | Degrees of Blindness (1988) |
 | The Last of England (1987) |
 | Friendship's Death (1987) as Friendship |
 | Aria (1987) as Young Girl |
 | Egomania - Insel ohne Hoffnung (1986) as Sally |
 | Caravaggio (1986) as Lena |
| | Women Making Films: A New Road Movie Through Cinema |
| | Memoria |
| | The Souvenir |
| | The Dead Don't Die |
| | The Personal History of David Copperfield as Betsey Trotwood |
| | Okja Co-Producer |
| | The Seasons in Quincy: Four Portraits of John Berger Director |
| | The Seasons in Quincy: Four Portraits of John Berger Writer |
 | Here Idea |
| | We Need to Talk About Kevin Executive Producer |
| | Io sono l'amore Producer |
| | Derek Executive Producer |
| | Derek Writer |
| | Stephanie Daley Executive Producer |
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