Her vocals can be heard on numerous soundtracks such as Sin City, Streets of Legend, Man on Fire, and Mia Sarah. Del Rio made a notable cameo appearance in David Lynch's 2001 film Mulholland Drive, singing "Llorando" a cappella. She is also featured in Richard Kelly's film Southland Tales, providing solo vocals in a string arrangement of "The Star-Spangled Banner". She performed the song "No Stars", written in collaboration with David Lynch and John Neff, at the end of Part 10 of Twin Peaks: The Return. Joining Del Rio on stage was the musician Moby on guitar.