In 1993, Williams made her film debut in Michael Winner's Dirty Weekend. Winner chose her after seeing her in an Alan Ayckbourn play. Subsequent film appearances have included supporting roles in Firelight (1997), Shot Through the Heart (1998), The King Is Alive (2000), Girl from Rio (2001), and The Christmas Miracle of Jonathan Toomey (2007).
Williams' first major TV series was Seaforth (1994), a nine-part series set starring Williams and Linus Roache.
In 2001, Williams appeared opposite Sheila Hancock in the TV serial The Russian Bride.
Williams has been directing short films since 2002, her debut being Feathers (2002), which was based on a short story by Raymond Carver. In 2008, her short film The Stronger (2007) was nominated for the Best Short Film Award at the BAFTA Film Awards. In 2009, Williams directed Dog Alone, a dialogue-free short film which was broadcast as part of British Sky Broadcasting's Ten Minute Tales season.
Other recent television appearances include supporting roles in the Agatha Christie adaptations Sparkling Cyanide (2003) and By the Pricking of My Thumbs (2006), and guest roles in series such as Casualty (1989), Silent Witness (2002), Heartbeat (2002), The Last Detective (2005), A Touch of Frost (2005), and Midsomer Murders (2015).
In September 2009, Williams joined the cast of the ITV comedy drama series Doc Martin.
In 2016, she played the part of Wallis, Duchess of Windsor in the Netflix series The Crown.
In 2017, she starred in Kiri, a Channel 4 series, alongside Sarah Lancashire and Steven Mackintosh.
Williams’s breakthrough performance came in 1991 when she appeared in The Revengers' Comedies. In 1993, she created the role of Carol in the London production of David Mamet's Oleanna. In 1997, Williams appeared in London's West End and on Broadway in David Hare's Skylight. In 2001, Williams appeared again in the West End and on Broadway in Harold Pinter's The Homecoming.
