by Contents
Movies
| Year | Movie Name | Role |
| 1986 | Three at Once | Woman 1 |
| 1988 | A Matter of Choice | Young pregnant woman |
| 1992 | The Turning | April Cavanaugh |
| 1997 | Chicago Cab | Southside Girl or Brenda |
| 1998 | The X-Files | FBI Special Agent Dana Scully |
| 1998 | The Mighty | Loretta Lee |
| 1998 | Playing by Heart | Meredith |
| 1999 | Princess Mononoke | Moro |
| 2000 | The House of Mirth | Lily Bart |
| 2005 | The Mighty Celt | Kate Morrison |
| 2005 | A Cock and Bull Story | Herself/Widow Wadman |
| 2006 | The Last King of Scotland | Sarah Merrit |
| 2007 | Straightheads | Alice Comfort |
| 2008 | The X-Files: I Want to Believe | Dana Scully |
| 2008 | How to Lose Friends & Alienate People | Eleanor Johnson |
| 2009 | Boogie Woogie | Jean Maclestone |
| 2010 | No Pressure | Herself |
| 2011 | Johnny English Reborn | Pamela “Pegasus” Thornton |
| 2012 | Johnny English Reborn | Kristin Jansen |
| 2012 | Shadow Dancer | Kate Fletcher |
| 2012 | Room on the Broom | Witch |
| 2013 | Mr. Morgan’s Last Love | Karen Morgan |
| 2013 | From Up on Poppy Hill | Dr. Miki Hokuto |
| 2013 | I’ll Follow You Down | Marika Whyte |
| 2014 | Sold | Sophia |
| 2014 | Robot Overlords | Kate Flynn |
| 2015 | The Departure | Blanche Dubois |
| 2017 | Viceroy’s House | Edwina Mountbatten |
| 2017 | The Artist’s Garden: American Impressionism | Narrator |
| 2017 | Crooked House | Magda West |
| 2018 | The Spy Who Dumped Me | Wendy |
| 2018 | UFO | Professor Hendricks |
| 2018 | This Changes Everything | Herself |
| 2019 | The Sunlit Night | Olyana Gregoriov |
TV Shows
| Year | TV Show | Role |
| 1993 | Class of ’96 | Rachel |
| 1993-2002; 2016-2018 | The X-Files | FBI Special Agent Dana Scully |
| 1995 | Eek! the Cat | Agent Scully |
| 1996 | ReBoot | Data Nully |
| 1996 | Why Planes Go Down | Narrator |
| 1996 | Spies Above | Narrator |
| 1996 | Future Fantastic | Narrator |
| 1996-2002 | Hollywood Squares | Herself |
| 1997 | The Simpsons | Agent Scully |
| 1999 | Frasier | Jenny |
| 1999 | Harsh Realm | Narrator |
| 2005 | Bleak House | Narrator |
| 2007 | Robbie the Reindeer | Queen Vorkana |
| 2008 | Masterpiece | Herself |
| 2010 | Any Human Heart | Wallis, Duchess of Windsor |
| 2011 | The Crimson Petal and the White | Mrs. Castaway |
| 2011 | Moby Dick | Elizabeth |
| 2011 | Great Expectations | Miss Havisham |
| 2013-2015 | Hannibal | Dr. Bedelia Du Maurier |
| 2013-2016 | The Fall | DSU Stella Gibson |
| 2014 | Crisis | Meg Fitch |
| 2014 | Robot Chicken | Fairy Godmother/Fiona |
| 2014 | National Theatre Live | Blanche DuBois |
| 2015 | The Widowmaker | Narrator |
| 2016 | War & Peace | Anna Pavlovna Scherer |
| 2017 | Ronja the Robber’s Daughter | Narrator |
| 2017 | American Gods | Media |
| 2019 | Sex Education | Jean Milburn |
| 2020 | The Crown | Margaret Thatcher |
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