[3] Allen began her performing career as a stage actress and on television before making her film debut in the movie, Compromising Positions (1985).

[4] Allen's work with Steppenwolf has included productions of Three Sisters, Waiting For The Parade, Love Letters, The Marriage of Bette and Boo, and The Wheel.

Allen acted opposite Daniel Day-Lewis in the Nicholas Hytner directed film based on the Arthur Miller 1953 play of the same name.

The following year she starred in the drama The Ice Storm directed by Ang Lee, playing an unsatisfied woman who discovers her husband is having an affair with a neighbor.

Allen acted opposite Kevin Kline, Sigourney Weaver, Elijah Wood, Christina Ricci, and Tobey Maguire.

The Hollywood Reporter named it her best film performance writing, "Allen is exquisitely contained, embodying the awkward grace and indefinable ache.

Joe Leydon of Variety wrote, "Allen is equally effective in her subtle transformation from docile Stepford Wife to yearning free spirit".

In 2001, Allen starred in the mini-series The Mists of Avalon on TNT and earned a Primetime Emmy Award for Outstanding Supporting Actress in a Limited or Anthology Series or Movie nomination for the role.

Kirk Honeycutt of The Hollywood Reporter writing, "Allen turns the character into a tour de force that unleashes an unexpected comedy about compassion and self-loathing.

Allen voiced the character Delphine in Bethesda Softworks' 2011 video game The Elder Scrolls V: Skyrim.

[19] After a five-year break from acting in movies and television, she co-starred with Julianne Moore, Clive Owen, and Jennifer Jason Leigh in Lisey's Story, the 2021 Apple TV miniseries adapted by Stephen King from his own novel.

[21] She will next appear alongside Robert De Niro and Lizzy Caplan in Netflix's conspiracy thriller limited series Zero Day.