Filmography
| Year | Title | Role |
| 2025 | Holland (2025) | Nancy Vandergroot |
| 2024 | Babygirl (2024) | Romy |
| 2024 | Spellbound (2024) | Queen Ellsmere |
| 2023 | Aquaman and the Lost Kingdom (2023) | Atlanna |
| 2022 | The Northman (2022) | Queen Gudrún |
| 2021 | Being the Ricardos (2021) | Lucille Ball |
| 2020 | The Prom (2020) | Angie Dickinson |
| 2019 | The Upside | Yvonne Pendleton |
| 2019 | The Goldfinch | Mrs. Barbour |
| 2019 | Bombshell (2019) | Gretchen Carlson |
| 2018 | Aquaman | Atlanna |
| 2018 | Boy Erased | Nancy Eamons |
| 2018 | Destroyer (2018) | Erin Bell |
| 2017 | The Beguiled (2017) | Martha Farnsworth |
| 2017 | How to Talk to Girls at Parties | Queen Boadicea |
| 2017 | The Killing of a Sacred Deer | Anna Murphy |
| 2016 | Genius (2016) | Aline Bernstein |
| 2016 | Lion | Sue Brierley |
| 2015 | Strangerland | Catherine |
| 2015 | Secret in Their Eyes | Claire |
| 2015 | Queen of the Desert | Gertrude Bell |
| 2015 | The Family Fang | Annie Fang |
| 2014 | Paddington (2015) | Millicent Clyde |
| 2014 | Grace de Monaco | Grace Kelly |
| 2014 | Captivated: The Trials of Pamela Smart | Suzanne Stone Maretto |
| 2014 | Before I Go to Sleep | Christine |
| 2013 | Stoker | Evelyn Stoker |
| 2013 | The Railway Man | Patti Lomax |
| 2012 | The Paperboy | Charlotte Bless |
| 2012 | Hemingway et Gellhorn | Martha Gellhorn |
| 2011 | Just Go With It | Devlin Adams |
| 2011 | Trespass (2011) | Sarah Miller |
| 2010 | Rabbit Hole | Becca |
| 2009 | Nine | Claudia |
| 2008 | Australia | Lady Sarah Ashley |
| 2007 | The Invasion | Carol Bennell |
| 2007 | Margot at the Wedding | Margot |
| 2007 | I Have Never Forgotten You: The Life & Legacy of Wiesenthal | Narrator |
| 2007 | The Golden Compass | Mrs. Coulter |
| 2007 | Lagerfeld Confidential | Actor |
| 2006 | Happy Feet | Norma Jean |
| 2006 | Fur: An Imaginary Portrait of Diane Arbus | Diane Arbus |
| 2006 | God Grew Tired of Us | Narrator |
| 2005 | The Interpreter (2005) | Silvia Broome |
| 2005 | Bewitched | Isabel Bigelow/Samantha Stephens |
| 2004 | The Stepford Wives (2004) | Joanna Eberhart |
| 2004 | Birth (2004) | Anna |
| 2003 | The Human Stain | Faunia Farley |
| 2003 | Dogville | Grace Margaret Mulligan |
| 2003 | Cold Mountain | Ada |
| 2003 | In the Cut | Producer |
| 2002 | The Hours | Virginia Woolf |
| 2001 | Moulin Rouge | Satine |
| 2001 | The Others | Grace |
| 2001 | Birthday Girl | Nadia |
| 1999 | Eyes Wide Shut (1999) | Alice Harford |
| 1998 | Practical Magic | Gillian Owens |
| 1996 | The Portrait of a Lady | Isabel Archer |
| 1995 | Batman Forever | Dr. Chase Meridian |
| 1995 | To Die For | Suzanne Stone Maretto |
| 1993 | Malice (1993) | Tracy Kennsinger |
| 1992 | Far and Away | Shannon Christie |
| 1990 | Days of Thunder | Dr. Claire Lewicki |
| 1990 | Flirting | Nicola |
| 1989 | Dead Calm | Rae Ingram |
| 1988 | Emerald City | Helen McCord |
| 1986 | Archer | Catherine |
| 1983 | BMX Bandits | Judy |
