| Year | Film | Role | Notes |
| 1994 | North | Laura Nelson |
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| 1995 | Just Cause | Kate Armstrong |
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| 1996 | Manny & Lo | Amanda | Limited release Nominated — Independent Spirit Award for Best Lead Female |
| If Lucy Fell | Emily |
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| 1997 | Home Alone 3 | Molly Pruitt |
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| 1998 | The Horse Whisperer | Grace MacLean | Nominated — Chicago Film Critics Association Award for Most Promising Newcomer |
| 1999 | My Brother the Pig | Kathy Caldwell |
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| 2001 | The Man Who Wasn't There | Rachael 'Birdy' Abundas |
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| Ghost World | Rebecca | Chlotrudis Award for Best Supporting Actress Toronto Film Critics Association Award for Best Supporting Actress Nominated — Online Film Critics Society Award for Best Supporting Actress |
| An American Rhapsody | Zsuzsi/Suzanne Sandor (at 15) |
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| 2002 | Eight Legged Freaks | Ashley Parker |
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| 2003 | Lost in Translation | Charlotte | BAFTA Award for Best Actress in a Leading Role Boston Society of Film Critics Award for Best Actress Nominated — Broadcast Film Critics Association Award for Best Supporting Actress Nominated — Chicago Film Critics Association Award for Best Actress Nominated — Chlotrudis Award for Best Actress Nominated — Golden Globe Award for Best Actress – Motion Picture Musical or Comedy Nominated — Irish Film & Television Award for Best International Actress Nominated — Online Film Critics Society Award for Best Actress Nominated — Phoenix Film Critics Society Award for Best Actress Nominated — Satellite Award for Best Actor - Motion Picture Musical or Comedy |
| Girl with a Pearl Earring | Griet | Nominated — BAFTA Award for Best Actress in a Leading Role Nominated — British Independent Film Award for Best Actress Nominated — Golden Globe Award for Best Actress – Motion Picture Drama Nominated — London Film Critics Circle Award for Best Actress Nominated — Phoenix Film Critics Society Award for Best Actress |
| 2004 | A Love Song for Bobby Long | Pursy Will | Limited release Nominated — Golden Globe Award for Best Actress – Motion Picture Drama |
| A Good Woman | Meg Windermere | limited release |
| The SpongeBob SquarePants Movie | Mindy | voice |
| The Perfect Score | Francesca Curtis |
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| In Good Company | Alex Foreman |
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| 2005 | The Island | Jordan Two Delta/Sarah Jordan |
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| Match Point | Nola Rice | Nominated — Chicago Film Critics Association Award for Best Supporting Actress Nominated — Golden Globe Award for Best Supporting Actress – Motion Picture |
| 2006 | Scoop | Sondra Pransky |
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| The Black Dahlia | Katherine 'Kay' Lake |
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| The Prestige | Olivia Wenscombe |
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| 2007 | The Nanny Diaries | Annie Braddock |
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| 2008 | The Other Boleyn Girl | Mary Boleyn |
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| Vicky Cristina Barcelona | Cristina |
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| The Spirit | Silken Floss |
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| 2009 | He's Just Not That into You | Anna |
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| 2010 | Iron Man 2 | Natasha Romanoff / Black Widow |
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