Her vocals can be heard on numerous soundtracks including Sin City, Streets of Legend, Man on Fire, and Mia Sarah.

Del Rio made a cameo appearance in David Lynch's 2001 film Mulholland Drive, singing "Llorando" a cappella.

[1] She is also featured in Richard Kelly's film Southland Tales, providing solo vocals in a string arrangement of "The Star-Spangled Banner".

She performed the song "No Stars", written in collaboration with David Lynch and John Neff, at the end of Part 10 of Twin Peaks: The Return.

Film critic Zina Giannopoulou interprets the song's performance and the (symbolic) death of the singer as a parallel to the relationship between the two female doppelgänger characters, Diane/Betty and Rita/Camilla.