Leigh filmdebuterte i thrilleren (1981), hvor hun hadde en ledende rolle. Hun har siden hatt større roller i rekke filmer som blant annet (1982), (1983), (1985), (1986), (1989), (1989), (1989), (1990), (1991), (1991), (1992), (1993), (1994), (1995), (1995), (1996), (1997), (1999), (2001), (2005), (2013), (2013), (2015), (2017), (2017), (2018), The Woman in the Window (2021) og (2021).