Her major film credits include A Time for Dancing (2000), Swimfan (2002), Havoc (2005), Charlie Wilson's War (2007), and The Devil's Candy (2015).

Appleby also starred as intern Daria Wade in the final season of the NBC medical drama series ER (2008–2009).

She also appeared in Sense Field's music video for "Save Yourself," which is part of the Roswell soundtrack and featured in the first season DVD box set.

[9] In 2006, she had a recurring role on the short-lived ABC drama Six Degrees as Anya, a young assistant in a relationship with a much older photographer.

Later that year, she played Hildy Young in the new USA Network series To Love and Die, that began airing in late December 2008.

She also participated in a short film called Carjacking directed by Dan Passman and co-starring Geoff Stults.

In 2008, Appleby had a recurring role on the 15th and final season of ER (her second time on the show), playing an intern named Daria Wade.

[11] In 2013, she had a role in the Lena Dunham HBO series, Girls, including a controversial "money shot" scene.

[13] Appleby said that she was invited to read for a role when she was on the set of Girls because she was interested in directing and shadowed director Jesse Peretz.

[19] In 2017, Appleby starred in Janicza Bravo's first full-length feature, Lemon, which debuted at Sundance Film Festival.

In July 2012, Appleby got engaged to her boyfriend of two years, chef and restaurateur Jon Shook,[5] during a trip to Ventotene, Italy.