Hollywood came calling and Cox made her film debut as Tessy, "the ugliest girl in Yazoo City" who works as a beauty contest coordinator in "Miss Firecracker" (1989). She remained on the West Coast and worked in TV and commercials as well as theatrical productions. In 1993 at the Long Beach Civic Light Opera, Cox played the jittery bride Amy in "Company" (which co-starred Carol Burnett) and stopped the show with her delivery of the patter song "Getting Married Today".
Following a memorable turn as a heckler in an episode of NBC's "Seinfeld", Cox returned to the Great White Way once again as Amy in the Roundabout revival of "Company" featuring Boyd Gaines which garnered her a Tony nomination. She went on to replace Hope Davis in Nicky Silver's "The Food Chain" and garnered raves as an exuberant patient in a doctor's office in "The Waiting Room" (1996). In David Rabe's topical drama "A Question of Mercy", she delivered a nice turn as a stoic and supportive friend to a gay couple struggling with the issue of euthanasia.
Cox was tapped to play one of the wicked stepsisters in the nontraditionally cast "Rodgers & Hammerstein's Cinderella" (ABC, 1997) before tackling "The Batting Cage", in which she offered a deft portrayal of a loquacious woman recently separated from her husband. She originated the role of Yvette in the California premiere of Neil Simon's "The Dinner Party" in 1999 and then went on to tackle other roles before recreating that part on Broadway in fall 2000. On the big screen, Cox was terrific as a buttoned-up by-the-book lawyer in "Erin Brockovich" and an obnoxious gallery owner in the festival-screened "Big Eden". She briefly returned to Off-Broadway in Nicky Silver's play "The Altruists" in spring 2000, about urban do-gooders. When "The Dinner Party" finally opened on Broadway (with some cast changes), Cox earned good notices as an intensely neurotic woman with ties to a used-car salesman played by Henry Winkler.