Other notable film roles include in My Left Foot (1989), Persuasion (1995), Jane Eyre (1996), The Tree of Life (2011), Colette (2018), Ammonite (2020), and Enola Holmes (2020).

For her role as a counselor in Fleabag (2019), she received a Primetime Emmy Award for Outstanding Guest Actress in a Comedy Series nomination.

[10] Her theatrical roles include Celia in As You Like It (1984), Madame de Volanges in Les Liaisons Dangereuses (1985), Katherine in The Taming of the Shrew (1987), Lady Franjul in The New Inn (1987), Young Woman in Machinal (1993), for which she won the Laurence Olivier Award for Best Actress.

[11] Winnie in Happy Days (2007), and the title roles in Electra (1988), The Good Person of Sechuan (1989), Hedda Gabler (1991), The Prime of Miss Jean Brodie (1998) and Medea (2000).

In 2009, Shaw collaborated with Deborah Warner again, taking the lead role in Tony Kushner's translation of Bertolt Brecht's Mother Courage and Her Children.

In a 2002 article for The Daily Telegraph, Rupert Christiansen described their professional relationship as "surely one of the most richly creative partnerships in theatrical history.

"[12] Other collaborations between the two women include productions of Brecht's The Good Woman of Szechuan and Ibsen's Hedda Gabler, the latter was adapted for television.

[13] In 2010, Shaw appeared in The Waste Land at Wilton's Music Hall, and in a National Theatre revival of London Assurance.

[14] In November 2010, Shaw starred in Ibsen's John Gabriel Borkman at the Abbey Theatre, Dublin alongside Alan Rickman and Lindsay Duncan.

She appeared in My Left Foot (1989), Mountains of the Moon (1990), Three Men and a Little Lady (1990), Super Mario Bros. (1993), Undercover Blues (1993), Persuasion (1995), Jane Eyre (1996), The Butcher Boy (1997), The Avengers (1998), Gormenghast (2000), and five of the Harry Potter films in which she played Petunia Dursley, Harry Potter's repressed maternal aunt.

In 2018, Shaw began portraying Carolyn Martens, the head of MI6's Russia-focused branch, in BBC America's Killing Eve.