- When casting for the leading role in Pretty Woman (1990), it came down to Valeria and Julia Roberts (the latter was eventually cast). Before the audition, Roberts whispered to her: 'Go and get them, big mama!'. The same thing happened shortly thereafter when Golino narrowly missed out on the leading role in Flatliners (1990): once again, she was first runner-up to Roberts.
- She speaks English, French, Greek and Italian.
- She was Patricia Arquette's maid of honor at her wedding to Thomas Jane.
- She was in a relationship with Benicio Del Toro from 1988 to 1992.
- One of the biggest internationally recognized Italian actresses.
- She was offered the role of Helen Tasker in True Lies (1994) but she turned it down because she chose to shoot Slaughter of the Cock (1996) instead.
- Began modeling at age 14.
- Member of the 'Official Competition' jury at the 69th Cannes International Film Festival in 2016.
- She lived in the same apartment in Los Angeles with actress and friend Greta Scacchi (1988).
- Acted with her ex-boyfriend Benicio Del Toro in three film: Big Top Pee-wee (1988), The Indian Runner (1991) and Submission (1995).
- She was offered the role of Daniela in Life Sentence (2008) but she turned it down because she felt she was too old to play the part.
- Learned English at age 13 as a result of having to spend an extended period of time in Chicago to undergo surgical correction of her severe Scoliosis.
- Her close friends are: Isabella Ferrari, Sean Penn, Asia Argento, Patricia Arquette, Salma Hayek, Valeria Bruni Tedeschi, Mike Figgis, Greta Scacchi, Ferzan Özpetek and Vincent D'Onofrio.
- She was in a relationship with actor Fabrizio Bentivoglio from 1993 to 2001.
- She was in a relationship with actor Riccardo Scamarcio from 2006 to 2016.
- Member of the jury at 64th Berlin Film Festival 2014.
- "Innovator Award" winner at "Italian Cinema Style" (October 2006).
- Member of the 'Official Competition' jury at the 65th Venice International Film Festival in 2008.
- "Premio d'inverno" winner for her dramatic character in Mario's War (2005) at "Festival delle cerase" (January 2007).
- She was in a relationship with director Peter Del Monte from 1985 to 1987.
- She was in a relationship with Andrea Di Stefano from 2002 to 2005.
- Her father, the Germanist Prof. Luigi Golino died in October 2006 in Naples, Italy, where he lived.
- She lived in Los Angeles, California from 1988 to 2000.
- In France to shoot "Cash" (2008) with Jean Reno (May 2007)
- In Rome and Lombardia, Italy to shoot her new movie "Texas" (February 2005)
- In Rome, Italy, to shoot "Il Premio" by Giuseppe Piccioni. (July 2008)
- She's in Caserta, Campania, Italy to shoot the new film "Lascia perdere, Johnny" by Fabrizio Bentivoglio (July 2006)
- She is in Naples, where she's shooting her new film "Shad-sky" directed by Antonio Capuano. (August 2004)
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