Mr. Deeds (2002) .... Louise 'Babe' Bennett
Simone (2001) .... Herself
Zoolander (2001) (uncredited) .... Herself
73rd Annual Academy Awards, The (2001) .... Presenter
Lost Souls (2000) .... Maya Larkin 
Autumn in New York (2000) .... Charlotte Fielding 
Girl, Interrupted (1999) .... Susanna Kaysen 
Being John Malkovich (1999) .... Herself 
Celebrity (1998) .... Nola 
Alien: Resurrection (1997) .... Betty Mechanic Annalee Call 
Salute to Martin Scorsese, A (1997) (TV) .... Guest 
Crucible, The (1996) .... Abigail 'Abby' Williams 
Looking for Richard (1996) .... Lady Anne/ Herself 
Boys (1996) .... Patty Vare 
How to Make an American Quilt (1995) .... Finn Dodd 
Reality Bites (1994) .... Lelaina Pierce 
Little Women (1994) .... Josephine 'Jo' March 
Age of Innocence, The (1993) .... May Welland 
House of the Spirits, The (1993) .... Blanca 
Dracula (1992) .... Mina Murray/Elisabeta 
Night on Earth (1991) .... Corky 
Mermaids (1990) .... Charlotte Flax 
Welcome Home, Roxy Carmichael (1990) .... Dinky Bossetti 
Edward Scissorhands (1990) .... Kim Boggs 
Great Balls of Fire! (1989) .... Myra Gale Lewis 
Heathers (1989) .... Veronica Sawyer 
1969 (1988) .... Beth 
Beetlejuice (1988) .... Lydia Deitz 
Where the Heart Is (1987) .... Gemma 
Lucas (1986) .... Rina 

Producer - filmography
Girl, Interrupted (1999) (executive)
Guest-voicing: The Simpsons (11-11-94 - Epis.105, Lisa's Rival) 
Winona in cartoon-form on Comedy Central's Dr. Katz, (Epis.301)

Music videos: 
Soul Asylum - Without A Trace, Cher - Shoop Song, Mojo Nixon - Debbie Gibson Is Pregnant With My Two-Headed Love Child, Roy Orbison - A Love So Beautiful, U2 - Zoo TV Tour Video (during the song Desire), Jon Spencer's Blues Explosion - Talk About the Blues.
Winona also directed a music video: Victoria Williams - Nature's Way.