"[13] She starred with Phylicia Rashad in a musical version of Federico García Lorca's The House of Bernarda Alba at Lincoln Center in March 2006.

In February 2007, Daphne Rubin-Vega performed alongside Philip Seymour Hoffman in the play Jack Goes Boating off-Broadway at The Public Theater.

In November 2010, she received an Independent Spirit Awards nomination, for reprising her role in the film adaptation of Jack Goes Boating.

[17] She starred Off-Broadway as Yvette in Tommy Nohilly's world premier of Blood From A Stone at The New Group's Acorn Theater until February 19, 2011.

[18] In spring 2012, Rubin-Vega returned to Broadway in a new revival of Tennessee Williams' A Streetcar Named Desire, playing the role of Stella Kowalski opposite Blair Underwood as Stanley.

[5] On October 25, 2016, Rubin-Vega starred as Beatriz in the world premiere of Miss You Like Hell, a new musical by Quiara Alegría Hudes and Erin McKeown, commissioned by – and staged at – the La Jolla Playhouse.

[20] Rubin-Vega performed the lead role in the scripted fiction podcast The Horror of Dolores Roach, which was released by Gimlet Media in October 2018.

[21] The story, co-starring Bobby Cannavale as Louis,[22] is a contemporary reimagining of Sweeney Todd, using cannibalism as a metaphor for gentrification.

Both Empanada Loca and Dolores Roach were written by playwright Aaron Mark especially for Rubin-Vega, who said in a Vulture interview that he "wanted to do a deep dive into a character we haven't seen depicted much in the horror cannon [misspelling in original].

Her involvement with the original musical dates back to its Off-Broadway and Broadway productions, where she provided the voice of the DJ who opens the show.

[25] Rubin-Vegas was credited with being part of the backing vocal choir for David Bowie's 1986 single "Underground" from the soundtrack for the movie Labyrinth.

[26] She was the lead singer for the Latin freestyle girl group Pajama Party, placing three songs on the Billboard Hot 100 in 1989 and 1990.