With director Francois Girard, McKellar would do two of his most well-known films, "Thirty Two Films About Glenn Gould" (1993) and "The Red Violin" (1998). He co-wrote and briefly appeared in the former, an episodic biopic about the eccentric pianist that became an art-house success. McKellar, himself a fan of Gould, helped shape the film's impressionist view of the musician, with each section corresponding to a different aspect or passion of Gould's life. The latter, which traced the travels of the titular instrument through generations of varied owners, received great acclaim on the festival circuit and several Genie nominations and a Best Screenplay win upon its Canadian release. The star-studded cast (featuring Samuel L Jackson and Greta Scacchi, as well as Canadian favorites Sandra Oh and McKellar) ensured a solid international audience.

While he is surely a perceptive and economical screenwriter with an evocative style and an ear for dialogue, McKellar has proven an onscreen asset as well. Unconventionally attractive, with a self-effacing charm, the dark-haired actor has displayed notable presence and watchability. McKellar worked extensively with director Atom Egoyan, perhaps most memorably as a bizarre pet shop owner in the director's intriguing "Exotica". This 1994 Genie-winning performance marked his second collaboration with the celebrated director, having previously essayed a young film censor in "The Adjuster" (1992), Egoyan's provocative look at human's voyeuristic leanings. In 1997, McKellar had a featured role in Egoyan's one-hour "Sarabande", a drama featuring legendary cellist Yo-Yo Ma that aired on PBS as part of the series "Yo-Yo Ma: Inspired by Bach". McKellar has additionally acted in many Canadian productions alongside some of the nation's best known performers. His credits include "Never Met Picasso" (1996) with Margot Kidder, "Joe's So Mean to Josephine" (1997) with Eric Thal and Sarah Polley, and "The Herd" (1998) with Mark McKinney, Graham Greene and "Thirty Two Films About Glenn Gould" star Colm Feore. In 1999, McKellar had a featured role as Yevgeny Nourish, a double agent enmeshed in the alternate game universe of David Cronenberg's "eXistenZ".

McKellar made his feature directorial debut with "Last Night", an original and unsensational look at the end of the world that proved his threefold talent as star, screenwriter and director. The film was truly McKellar's, his touching and funny script and intuitive direction formed a notably well-made movie, while his compelling performance stood up well alongside some of the most omnipresent and respected performers in Canadian film: Sandra Oh, Callum Keith Rennie, Sarah Polley and even famed director David Cronenberg (who previously appeared in McKellar's short "Blue").