The 1985–1986 season proved to be a ratings disaster, and she was one of only five cast members who was not fired at its end (the others were newcomers Jon Lovitz, A. Whitney Brown, Dennis Miller and longtime featured player Al Franken).
Dunn's characters included half of "The Sweeney Sisters" lounge act alongside Jan Hooks, as well as talk show host Pat Stevens (which became a popular recurring role starting in the low-rated 1985–1986 season), melodramatic French hooker Babette, and film buff Ashley Ashley from the "Actors on Film" sketch from the 1985–1986 season.
Her impressions included Ann Landers, Imelda Marcos, Liza Minnelli, Tyne Daly, Joan Baez, Martina Navratilova, and Cokie Roberts.
Dunn made headlines in 1990 when she, along with original musical guest Sinéad O'Connor, boycotted an episode that was hosted by comedian Andrew Dice Clay because they found his misogynistic humor offensive.
In the 8th episode of the 9th season of crime procedural drama Bones, she played author Tess Brown, a feuding rival of protagonist Temperance Brennan.
(2001), Zoolander (2001), Max Keeble's Big Move (2001), Bruce Almighty (2003), Runaway Jury (2003), The Hebrew Hammer (2003), Love for Rent (2005), Pineapple Express (2008), My Suicide (2009), LOL (2012), Entourage (2015) and The Lost Husband (2020).