She has directed the feature documentaries Devil's Playground (2002), Blindsight (2006), Waste Land (2010), Countdown to Zero (2010), The Crash Reel (2013), Buena Vista Social Club: Adios (2017), Bring Your Own Brigade (2021), and Mountain Queen: The Summits of Lhakpa Sherpa (2023).

Devil's Playground, Walker's first feature documentary, examined the struggles of Amish teenagers during their period of experimentation (rumspringa).

Waste Land premiered at the 2010 Sundance Film Festival where it won the World Cinema Audience Award in documentary.

It also played in the Official Selection at Cannes Film Festival, before being released in the US by Magnolia Pictures, in the UK by Dogwoof, and in Japan by Paramount.

[2] Walker was inspired to make the 2013 documentary The Crash Reel when she met Kevin Pearce (snowboarder) at a retreat organized by David Mayer de Rothschild.

Walker premiered The Lion's Mouth Opens at Sundance on 26 January 2014 and it went on to win Outstanding Achievement in Nonfiction Short Filmmaking at the Cinema Eye Honors.

Her content and commercial work includes directing "Project Daniel" for Intel, which was awarded an AICP Curator's Award and three Bronze Lions at the Cannes Festival of Creativity[13] Walker was named one of the "Top 25 New Faces in Independent Film" by Filmmaker and called "the new Errol Morris" by The Hollywood Reporter.