- She says that Matthew Broderick actually tickled her feet and knees to get her to laugh naturally in the taxicab scene in Ferris Bueller's Day Off (1986).
- In 1994, she earned her private pilot's license.
- She is the first actress to play the DC Comics character Harley Quinn in a live-action adaptation.
- Has a motion-picture production company with Danielle von Zerneck.
- Lives in semi-retirement. (2010)
- Has two children: son Dashiell Connery (Dashiell Quinn Connery; b. 3 June 1997) with her ex-husband Jason Connery; Amelia Jane Henson (b. 2005) with her husband Brian Henson.
- Former daughter-in-law of Sean Connery.
- Replaced Sherilyn Fenn as Dr. Harleen Quinzel/Harley Quinn in the WB show Birds of Prey (2002).
- Father is a photographer and her mother is a stylist.
- Studied acting with famed acting teacher Roy London.
- Attended St. Ann's School in Brooklyn for elementary and high school. She graduated from high school there in 1985.
- Younger sister, Cassie.
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