She won the 1997 Academy Award for Best Documentary Short for Breathing Lessons: The Life and Work of Mark O’Brien, an intimate portrait of the writer who lived for four decades paralyzed by polio and confined to an iron lung. The film also won over 20 festival awards, including the IDA Achievement Award, the Audience Award at Aspen Shortsfest, and First Prize at the St. Petersburg International Film Festival, since its debut at the Sundance Film Festival. She also won an Emmy and a Cable Ace Award for Best Documentary Director. Yu’s documentary The Living Museum, the award-winning HBO film about an art community in a New York mental institution, premiered at the 1999 Sundance Film Festival.