Hegedus was nominated for an Academy Award for The War Room, a behind-the-scenes film about President Bill Clinton's 1992 campaign.

In 1975, she moved to a loft in New York City and worked as a cinematographer on independent films including Lizzie Borden's feminist feature, Born in Flames.

[7] Together, they directed a host of films including: DeLorean, a profile of automobile entrepreneur John DeLorean as he develops his stainless steel gull-winged car in Northern Ireland; Rockaby, a play that Samuel Beckett wrote specifically for their project with his muse, actress Billie Whitelaw; and Moon Over Broadway, a back-stage view of Carol Burnett's tumultuous return to Broadway, which is cited by The New York Times as a "NYT Critics' Pick.

[11] Their 1979 short of Randy Newman's song "Baltimore" predates MTV and was one of the templates of the music video format.

Other music-related films include profiles of songwriter Victoria Williams, Branford Marsalis, and Suzanne Vega.

[18] Following the 2010 completion of Kings of Pastry, Hegedus and Pennebaker co-directed the live YouTube broadcast of the National's May 2010 benefit concert at the Brooklyn Academy of Music.

Usually Direct Cinema films show us the "back stage", be it of the Rolling Stones as in Gimme Shelter, or JFK in Primary, or Bob Dylan.

The stylistic concerns of Hegedus and Pennebaker place them in the legacy of Direct Cinema along with Robert Dew, Richard Leacock, and the Maysles brothers.