Films:
* 1997: The Borrowers (as Arrietty Clock)
* 1999: The Last September (as Eileen)
* 2000: Scream 3 (as Jennifer Jolie)
* 2001: Lovely & Amazing (as Michelle)
* 2002: Nicholas Nickleby (as Madeline Bray)
* 2003: Young Adam (as Cat)
* 2004: The Life Aquatic with Steve Zissou (as Jane Winslett-Richardson)
* 2004: EuroTrip (as Fiona)
* 2006: The Pink Panther (as Sonia)
* 2007: Conversations with Other Women (as Lisa)
* 2007: The Namesake (as Maxine)
* 2008: The Love Guru (as Maggie)
* 2008: Lars and the Real Girl (as Karin)
* 2009: G-Force (as Marcie (voice))
* 2010: The Kid (as Sue)
* 2011: Hugo (as Mama)
* 2011: Salmon Fishing in the Yemen (as Patricia Maxwell)
* 2012: The Reluctant Fundamentalist (as Erica)
* 2014: The Keeping Room (as Augusta)
* 2015: The Ones Below (as Kate)
* 2016: The Trip to Spain (as herself)
* 2017: The Sense of an Ending (as Veronica)
* 2017: The Dinner (as Claire)
* 2019: The Peanut Butter Falcon (as Thelma)
* 2020: The Electrical Life of Louis Wain (as Emily Richardson)
* 2021: Mary Shelley (as Mary Wollstonecraft)
* 2021: Being the Ricardos (as Lucille Ball)
* 2023: The Burial (as Carolyn)
* 2023: The Killer (as Lisa)
* 2023: The Ballad of Renegade Nell (as Madame Nell)
Television:
* 2000-2001: The Vicar of Dibley (as Daisy)
* 2001-2006: The Office (as Tamara)
* 2003: The Jury (as Sarah)
* 2005: The Girl in the Café (as Gina)
* 2006: Extras (as herself)
* 2006: Hustle (as Beth)
* 2010: The Doctor Who Christmas Special: A Christmas Carol (as Abigail Pettigrew)
* 2013-2017: Doll & Em (as Emily)
* 2016-2019: The Newsroom (as Mackenzie McHale)
* 2019-2021: The Pursuit of Love (as Fanny Logan)
* 2023: The Full Monty (as Denise)
This is not an exhaustive list but includes many of her most notable projects. She has also appeared in various short films, television series episodes, and voice-acting roles throughout her career.