- She turned down the role played by Courteney Cox in Ace Ventura, détective chiens et chats (1994), but later co-starred with Jim Carrey in Dumb & Dumber (1994).
- Became a Canadian citizen in 2008, and now holds dual US/Canadian citizenship.
- Her mother, Michael Ann, taught art history at the University of Rochester and chaired the department.
- Her maid of honor at her March 2001 wedding to Francis Greco was actress Amanda Peet
- Her father, Grant Holly, taught English Literature at Hobart and William Smith Colleges in Geneva, New York.
- Played "Mary Ann", best friend of abused wife, "Wanda" (played by Jane Krakowski) in The The Chicks' 2000 video, "Goodbye Earl", with Dennis Franz as "Earl".
- Graduated from Geneva High School in Geneva, New York (Class of 1981) where she was a cheerleader. Attended Sarah Lawrence College (graduated 1985 with a degree in English Literature).
- Ex-daughter-in-law of Anthony Quinn and Jolanda Addolori.
- In 2014, she was reunited with her ex-Un drôle de shérif (1992) series' star, Tom Skerritt, to star in the movie Field of Lost Shoes (2015).
- Has been tapped to join the CBS production of NCIS : Enquêtes spéciales (2003) and will debut in the first episode of the season as "Jenny Shepard", the new boss of the Naval criminal investigative unit where Gibbs works. (August 2005)
- Younger brother, Nick Holly, was a literary agent in Hollywood at Don Buchwald and Assoc. He is now a writing partner with Fred Goss.
- Ex-husband Francis Greco is an investment banker. The couple has three adopted sons: Alexander Joseph Greco (b. 2001), George Greco (b. 2003) and Henry Greco (b. 2004). She has called her sons "the three kings". Alexander Greco was named for Holly's own 14-year-old brother, Alexander Innes Holly (July 11, 1977 - April 10, 1992) who died in a fire.
- Was married to Jim Carrey for a year, during which time she was stepmother to Jane Carrey.
- Shared a dressing room for three years with Robin Christopher and Rosa Nevin when they worked together at La force du destin (1970).
- Ex-sister-in-law of Faith Salie, Alex A. Quinn, Melissa Quinn, Francesco Quinn, Lorenzo Quinn and Valentina Quinn.
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