Trivia

Conroy was in a car crash once and suffered physical trauma to her face. The cornea of the eye can appear glazed or lighter in color after such trauma. This type of corneal scarring is actually fairly common and easy to hide. She has said that she normally wears a colored lens to hide it. However, Ryan Murphy asked her to not cover it while filming Return to Murder House (2018). He used it as part of Conroy's character (Moira O'Hara)'s storyline. It represented her cause of death, being shot in the eye.

Was nominated for Broadway's 2000 Tony Award as Best Actress (Featured Role - Play) for Arthur Miller's "The Ride Down Mt. Morgan."

As of 2020, she has been in 3 films that were Oscar nominated for Best Picture: Perfume de mujer (1992), El aviador (2004), and Guasón (2019).

Was good friends with Arthur Miller.

Was listed as a potential nominee for the 2005 Razzie Award for Worst Supporting Actress in the universally despised film Gatúbela (2004). Fortunately for Conroy, she failed to receive a nomination, unlike the film's star, Halle Berry, who gamely showed up to receive her award in person.

Her father, Vincent Paul Conroy, was born in Ogden, Utah, to Irish-American parents Edward Maurice Conroy and Bertha Augusta Hassett. Her mother, Ossie Hardman (Ray), was born in Georgia, to Harry Anderson Ray and Myrtle Mobley.