Nelson helmed a nonfiction film, "My First Time", which brought her to the attention of Chanticleer Films' Discovery Program, a non-profit organization which helped industry professionals direct short fiction films. She wrote and directed "To the Moon Alice" (1990), a fantasy-tinged drama about a homeless family that takes nightly refuge on the empty set of a TV sitcom. Broadcast on cable as a "Showtime 30-Minute Movie", this paved the way to "Corrina, Corrina".
After working on the screenplays to "Stepmom" (1998) and "The Story of Us" (1999), Nelson wrote, produced and directed "I Am Sam" (2001), a slightly treacly tale of a mentally-challenged man seeking custody of his young daughter. The film was most notable for bringing star Sean Penn his third Best Actor Oscar nomination.