- 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 A Cinderella Story (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 The Beguiled (2017).
- Did improv in New York City before moving to L.A., where she became a member of the Groundlings comedy troupe.
- Yearbook quote: "There is no sacrifice too great for man's art."
- Good friends with Fred Willard. They worked together in five movies: Best in Show (2000), American Wedding (2003), Date Movie (2006), For Your Consideration (2006) and Epic Movie (2007).
- She was cited as being one of TIME Magazine's Most Influential People of 2023.
- 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: The Spy Who Shagged Me (1999) (nominated for Best Makeup), A Mighty Wind (2003) (nominated for Best Original Song), A Series of Unfortunate Events (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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