By the time of her "SNL" departure, Dunn had made a few other inroads in TV, guesting on such shows as "Get a Life" and "Civil Wars" and appearing on a handful of comedy specials. 1993 marked the beginning of a three-year run on the NBC drama "Sisters". Dunn played TV producer Norma Lear, who left her husband, came out as a lesbian and had an artificially-inseminated pregnancy.

Dunn's film career has consisted mostly of good, small character parts. She debuted as a bitchy office worker opposite Melanie Griffith in Mike Nichols' "Working Girl" (1988), followed by a small role in the comedy "How I Got Into College" (1989). A change of pace came with "Miami Blues" (1990), wherein Dunn was an Hispanic policewoman partnered with Fred Ward. Her next few films didn't amount to much: the flop Liza Minnelli vehicle "Stepping Out" (1991); the interesting but largely unseen short, "Walking the Dog" (also 1991); and a miniscule part in John Sayles' "Passion Fish" (1992). She once again played the bitchy foil to dumb blonde Griffith in "Born Yesterday" (1993), but this, as well as her next, "I Love Trouble" (1994) did not do well with critics or audiences. While Dunn filmed a role as a real estate agent for "Father of the Bride, Part II" (1995), the part was cut from the final film. She rebounded with a role in the dark political satire "The Last Supper" (1996).

Dunn continued to work steadily, although the quality and success of her projects was uneven at best: she appeared in Warren Beatty's political satire "Bulworth" (1998); the family film "Air Bud 2: Golden Receiver" (1998); and the broad beauty pageant farce "Drop Dead Gorgeous" (1999). She landed a plumb role as a battlefield newswoman in director David O. Russell's sublime action-comedy "Three Kings" (1999), but also appeared in Garry Shandling's comedic misfire "What Planet Are You From?" and the problematic Martin Lawrence-Danny DeVito collaboration "What's the Worst That Could Happen?" (2001). Next up were supporting roles in the kid-centered "Max Keeble's Big Movie" (2001), the saucy Sigourney Weaver-Jennifer Love Hewitt caper flick "Heartbreakers" (2001) and the extremely offbeat romantic comedy "Cherish" (2002). After a string of low-profile turns, Dunn scored another high-visibility part in the zany Jim Carrey comedy "Bruce Almighty" (2003).