Back in London working as a researcher for the prestigious English arts documentary program "The South Bank Show", Harron was walking to work one day when she passed a used bookstore and found a copy of the "SCUM Manifesto" written by Solanas, a lesbian feminist on the fringes of the Warhol circle. Though she began toying with the idea of a documentary on Solanas, she took no immediate action. After hosting "UK Late" (1990), a smart-set talk show, she returned to New York in 1991 to produce segments of "Edge", a PBS documentary series, for awhile sharing an apartment with a pre-drag RuPaul. She showed her proposal for the Solanas documentary to producers Christine Vachon and Tom Kalin, who encouraged her to make a dramatic feature film instead. Eventually, American Playhouse International financed "I Shot Andy Warhol", which attempted to capture the spirit of the artist at his most creative, before his celebrity became greater than his work. Lili Taylor delivered a brilliant portrayal as the delusional Solanas, supported by Stephen Dorff as Candy Darling, Tahnee Welch as Viva and Jared Harris as Warhol. Convincing in its period detail, it debuted at the 1996 Sundance Film Festival and enjoyed great critical success after its release.
Invited by producer Edward Pressman to have a go at adapting Bret Easton Ellis' "American Psycho" (2000), Harron approached the material as a black comedy, believing that the excessive violence in the incendiary novel had blinded people to its satiric look at the 80s and the decadent Wall Street culture which dominated New York City. With Harron attached as director and Christian Bale set to star, "American Psycho" found a home at Lions Gate Films, but when a hot-from-"Titanic" Leonardo DiCaprio expressed, she dropped off the project she had nurtured to that point. DiCaprio's case of cold feet led to her and Bale's return. The story of vacuous broker Patrick Bateman, the personification of the yuppie excess who frequently ends his nights of expensive dining, drinking and cocaine snorting with cold-hearted sexual encounters and vicious murders was slapped with an NC-17 rating, reportedly over a sex scene involving Bateman and two prostitutes. "American Psycho" debuted at the Sundance Boasting a supporting cast including Willem Dafoe (the detective pursuing him), Reese Witherspoon (a girlfriend), Jared Leto (his arch rival) and Chloe Sevigny (his secretary) opened to mixed reviews, with most critics praising the acting but questioning the need for the film to be made.