Other notable films include Vanilla Sky (2001), Blow (2001), Pirates of the Caribbean: On Stranger Tides (2011), The Counselor (2013), Murder on the Orient Express (2017), Everybody Knows (2018), Official Competition (2022), L'immensità (2022) and Ferrari (2023).

[9] In the film, she portrayed Silvia, a young woman who is expecting her first child with a man whose mother does not approve of the relationship and attempts to sabotage it by paying Javier Bardem's character to seduce her.

[19] Writing for the Chicago Sun-Times, film critic Roger Ebert wrote "it stars actors of considerable physical appeal, most particularly Penélope Cruz as Silvia".

[22] That same year, she appeared in the opening scene of Pedro Almodóvar's Live Flesh as a prostitute who gives birth on a bus[9] and in Et hjørne af paradis (A Corner of Paradise) as Doña Helena.

In The Girl of Your Dreams (La niña de tus ojos), Cruz portrayed Macarena Granada, a singer who is in an on-and-off relationship with Antonio Resines's character Blas.

[34] BBC News film critic Jane Crowther said that "Cruz is wonderfully ditzy as the innocent abroad" but remarked that "it's Harold Perrineau Jr as Monica who pockets the movie".

[35] Annlee Ellingson of Box Office magazine wrote "Cruz is stunning in the role—innocent and vulnerable yet possessing a mature grace and determined strength, all while sizzling with unchecked sensuality.

[9] Susan Stark of The Detroit News commented that in the film Thornton was able to guide Damon, Henry Thomas and Cruz to "their most impressive performances in a major movie yet".

[44] Nina Willdorf of the Boston Phoenix described Cruz as "multi-talented"[45] and Mark Salvo of The Austin Chronicle wrote "I may be one of the last male holdouts to join the Cruz-Rules camp, but her tour de force performance here sucks you right in.

"[58] Desson Thompson of The Washington Post was more critical; his comment about the character's "pronounced limp" was that "Cruz (hardly the world's greatest actress) can't even perform without looking fake".

[73] Also in 2006, Cruz received favourable reviews for her performance as Raimunda, a working-class woman forced to go to great lengths to protect her 14-year-old daughter Paula, in Pedro Almodóvar's Volver.

Scott of The New York Times remarked, "With this role Ms. Cruz inscribes her name near the top of any credible list of present-day flesh-and-blood screen goddesses, in no small part because she manages to be earthy, unpretentious and a little vulgar without shedding an ounce of her natural glamour.

"[74] Likewise, Carina Chocano of The Los Angeles Times wrote, "Cruz, who has remarked that in Hollywood she's rarely allowed to be anything more than pretty, instills her with an awesome resoluteness and strength of character.

[13] In 2007, Cruz appeared in the lead female role in Manolete, a biopic of bullfighter Manuel Laureano Rodríguez Sánchez, playing Antoñita "Lupe" Sino.

[82] In 2008, Cruz starred alongside Ben Kingsley in Isabel Coixet's film Elegy, which was based on the Philip Roth story The Dying Animal, as the lead female role, Consuela Castillo.

As Maria Elena, José Antonio's gifted and neurotic ex-wife, Cruz is on fire – hysterically funny, abandoned, passionate, poignant, with a performance full of shading and wide in range.

"[85] Likewise, Peter Bradshaw of The Guardian singled her out for praise, writing: "Cruz, playing Maria Elena, the passionate and crazy ex-wife of a moody Picasso-ish artist, looks as if she has wandered in from a more hefty film entirely; everything she does and says seems to mean more, count for more.

[97] Cruz appeared in her biggest Hollywood turn to date in Rob Marshall's Pirates of the Caribbean: On Stranger Tides, the fourth installment of the film series, opposite Johnny Depp.

[104] She spoke Italian again, this time in Woody Allen's romantic ensemble comedy film To Rome with Love, in which she portrayed a street-smart prostitute who agrees to pretend to be the wife of a newlywed.

[109] An adaptation of Castellitto's wife Margaret Mazzantini's same-titled bestseller, Cruz portrayed the transitional character at different phases in her life, ranging from her early twenties to her late forties.

[111] In 2013, Cruz appeared in Ridley Scott's The Counselor, featuring an ensemble cast consisting of Michael Fassbender, Cameron Diaz, Brad Pitt, and husband Javier Bardem.

In it, she plays Magda, a gutsy mother and unemployed teacher, who is diagnosed with breast cancer, a role which Cruz later cited as "one of the most complex, beautiful characters I've ever been offered, the most difficult.

"[117] The melodrama was screened in the Special Presentations section of the 2015 Toronto International Film Festival,[117] where it received generally negative reviews for its weepie story line.

In the sequel film, Cruz portrayed a secret Interpol agent who enlists models Derek Zoolander (Stiller) and Hansel McDonald, played by Owen Wilson, to help find out who is killing the world's most beautiful people.

"[123] Cruz's other film that year was Louis Leterrier's British spy comedy Grimsby, in which she played a powerful philanthropist, opposite Sacha Baron Cohen and Mark Strong.

[126] Set in the 1950s, twenty years after the events of the original, Cruz reprised the role of an actress who becomes a Hollywood star and returns to Spain to film a blockbuster about Queen Isabella I of Castile.

"[146] Owen Gleiberman of Variety mentioned that "Cruz acts this part with a mood-shifting immediacy that leaves you breathless", with David Rooney of The Hollywood Reporter describing her performance as "one of the best roles of her career" and "her most outstanding work since Volver.

[148] The following year, she appeared in the female-led spy action film The 355, directed by Simon Kinberg and starring alongside Jessica Chastain, Lupita Nyongo, Diane Kruger, Fan Bingbing, Sebastian Stan, and Édgar Ramírez.

[170] In 2011, The Telegraph reported the most sought after body parts of the rich and famous revealed by two Hollywood plastic surgeons who carried out a survey among their patients to build up the picture of the perfect woman.

[175][184] In June 2003, Cruz settled a defamation lawsuit against Australian magazine New Idea over an article it published about her relationship with Cruise; the publication had to apologize, pay her legal costs, and donate AU$5,000 (US$3,200) to her nominated charity.