| Year | Title | Award |
| 1991 | Johnny Suede | Nominated—Independent Spirit Award for Best Female Lead |
| 1995 | Walking and Talking |
| 1999 | Being John Malkovich | Florida Film Critics Circle Award for Best Supporting ActressKansas City Film Critics Circle Award for Best Supporting ActressNew York Film Critics Circle Award for Best Supporting ActressOnline Film Critics Society Award for Best Supporting ActressSatellite Award for Best Supporting Actress – Motion PictureSoutheastern Film Critics Association Award for Best Supporting ActressNominated—Academy Award for Best Supporting ActressNominated—Chicago Film Critics Association Award for Best Supporting ActressNominated—Golden Globe Award for Best Supporting Actress – Motion PictureNominated—Las Vegas Film Critics Society Award for Best Supporting ActressNominated—Saturn Award for Best ActressNominated—Screen Actors Guild Award for Outstanding Performance by a Female Actor in a Supporting RoleNominated—Screen Actors Guild Award for Outstanding Performance by a Cast in a Motion Picture |
| 2001 | Lovely & Amazing | Nominated—Independent Spirit Award for Best Female LeadNominated—Satellite Award for Best Actress – Motion Picture Musical or Comedy |
| 2005 | The Ballad of Jack and Rose | Boston Society of Film Critics Award for Best Supporting ActressLos Angeles Film Critics Association Award for Best Supporting Actress |
| The Interpreter | Los Angeles Film Critics Association Award for Best Supporting Actress |
| The 40-Year-Old Virgin | Boston Society of Film Critics Award for Best Supporting ActressLos Angeles Film Critics Association Award for Best Supporting Actress |
| Capote | Boston Society of Film Critics Award for Best Supporting ActressDallas-Fort Worth Film Critics Association Award for Best Supporting ActressLos Angeles Film Critics Association Award for Best Supporting ActressToronto Film Critics Association Award for Best Supporting ActressNominated—Academy Award for Best Supporting ActressNominated—BAFTA Award for Best Actress in a Supporting RoleNominated—Broadcast Film Critics Association Award for Best Supporting ActressNominated—Chicago Film Critics Association Award for Best Supporting ActressNominated—Online Film Critics Society Award for Best Supporting ActressNominated—Screen Actors Guild Award for Outstanding Performance by a Female Actor in a Supporting RoleNominated—Screen Actors Guild Award for Outstanding Performance by a Cast in a Motion PictureNominated—Washington DC Area Film Critics Association Award for Best Supporting Actress |
| 2007 | An American Crime | Nominated—Golden Globe Award for Best Actress - Miniseries or Television FilmNominated—Primetime Emmy Award for Outstanding Lead Actress in a Miniseries or a Movie |
| Into the Wild | Nominated—Broadcast Film Critics Association Award for Best Supporting ActressNominated—Houston Film Critics Society Award for Best Supporting ActressNominated—Screen Actors Guild Award for Outstanding Performance by a Female Actor in a Supporting RoleNominated—Screen Actors Guild Award for Outstanding Performance by a Cast in a Motion Picture |
| 2008 | Synecdoche, New York | Gotham Independent Film Award for Best Ensemble CastIndependent Spirit Robert Altman Award |
| 2009 | Where the Wild Things Are | Nominated—Saturn Award for Best Actress |
| 2010 | Please Give | Nominated—Comedy Film Award for Best Leading ActressNominated—Gotham Independent Film Award for Best Ensemble CastNominated—Satellite Award for Best Actress – Motion Picture Musical or Comedy |
| 2017 | Get Out | Nominated—Screen Actors Guild Award for Outstanding Performance by a Cast in a Motion Picture |