She began her professional stage career in 1987 and made her Broadway debut in 1993 as a replacement in the original production of Wendy Wasserstein's The Sisters Rosensweig.

For her breakthrough film role as a troubled single mother in the thriller Gone Baby Gone (2007), Ryan was nominated for the Academy Award for Best Supporting Actress.

[5][12][15][16] Because of the deletion of the scene where she played Eric Stoltz's wife in Allison Anders's Grace of My Heart, Ryan made her 1999 film debut in Roberta.

[17] From 2003 to 2008 Ryan went on to feature prominently in HBO's crime drama series The Wire, playing Port Authority Officer Beadie Russell.

[18][19] Albert Brooks chose her to play his wife in Looking for Comedy in the Muslim World in 2005, and 2007 brought both Dan in Real Life and Before the Devil Knows You're Dead.

[5][17] Her role as a star-struck sheriff's wife in Capote[5] earned her positive reviews, but it was playing a hardened welfare mom in Ben Affleck's Gone Baby Gone that finally brought her national attention.

In 2015, she starred as Mary Donovan opposite Tom Hanks in the film Bridge of Spies, and reunited with her In Treatment co-star Gabriel Byrne in Louder Than Bombs, the English-language debut of Joachim Trier.

Early the next year, Ryan was cast as Tracy, her first on-screen leading role,[26] in Abundant Acreage Available, a rural family drama from Junebug screenwriter Angus MacLachlan.

She delivers a front-and-center performance of such beguiling dynamism (in a thoroughly convincing English accent) that you feel this Roundabout Theatre Company production has done for her precisely what was intended.

She was then among the ensemble cast of 2019's Late Night, the Mindy Kaling-penned comedy about a female late-night talk show host (Emma Thompson); and Strange but True, a noir-thriller based on the novel by John Searles.

[36][37] In 2020, Ryan starred as Mari Gilbert, a real life woman searching for her missing daughter, in Netflix's mystery thriller Lost Girls.