She followed up with a variety of engaging performances in independent films, including DiCillo's Living in Oblivion (1995), Box of Moonlight (1996) and The Real Blonde (1997). Keener garnered Independent Spirit Award nominations for Walking and Talking (1996) and Lovely & Amazing (2001), and an Oscar nomination for Being John Malkovich (1999).
Other notable films include Adaptation (2002), The Ballad of Jack and Rose (2005), The Interpreter (2005), The 40 Year-Old Virgin (2005) and Capote (2005), for which she received critical acclaim and numerous award nominations.