- Mike White wrote the part of Tanya McQuoid in The White Lotus (2021) with her in mind. They had worked together on Gentlemen Broncos (2009), and later went on a trip together, after White's partner canceled. According to Coolidge, a lot of the "unfiltered side" she exhibited on the trip, served as inspiration for the series.
- Was a colleague of Sandra Bullock at a New York venue Canastel's in the 1980s, when they both started out with an acting career. Bullock was the hostess, Coolidge a cocktail waitress.
- For Comme Cendrillon (2004), her fake fingernails had to be attached with tape because she is allergic to glue.
- Her house serves as a filming location. One of the films it has been used in is Sofia Coppola's Civil War drama Les Proies (2017).
- She was cited as being one of TIME Magazine's Most Influential People of 2023.
- Was good friends with Fred Willard. They worked together in five movies: Bêtes de scène (2000), American Pie : Marions-les ! (2003), Sexy Movie (2006), For Your Consideration (2006) and Big Movie (2007).
- Yearbook quote: "There is no sacrifice too great for man's art."
- Did improv in New York City before moving to L.A., where she became a member of the Groundlings comedy troupe.
- Alumna of the AADA (American Academy of Dramatic Arts), Class of 1982.
- Has been in five movies nominated for at least one Academy Award: Austin Powers : L'Espion qui m'a tirée (1999) (nominated for Best Makeup), A Mighty Wind (2003) (nominated for Best Original Song), Les Désastreuses Aventures des orphelins Baudelaire (2004) (four nominations, including win for Best Make up), Click (2006) (nominated for Best Makeup) and Promising Young Woman (2020) (five nominations, including a win for Best Original Screenplay).
- Attended Norwell High School (Norwell, Massachusetts) and spoke at her graduation ceremony in 2002. She then went on to attend Emerson College in Boston.
- In 2022, she was the celebrity spokesperson for Old Navy.
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