As a supporting actress, Graham was cast in a number of parts that brought her critical notice, including Nadine in Drugstore Cowboy (1989). However, her breakthrough role was that of 1970s porn starlet Roller Girl in Boogie Nights (1997), for which she received several award nominations. Her first starring role was in 1999 with her lead role as Felicity Shagwell in Austin Powers: The Spy Who Shagged Me. She also appeared in the music video for "American Woman"- a song which Lenny Kravitz covered for the film's soundtrack. More recently, she starred as Mary Kelly in the film From Hell (2001), based on the story of Jack the Ripper