Film

As well as Leigh's films, Bailey has appeared as Mrs Peach in Debbie Isitt's Nasty Neighbours (2000), Mary in the Craig Ferguson film I'll Be There and Mrs Adams in S.J.Clarkson's "Toast" (2010). Bailey starred as Mrs Booth in Mr. Turner (2014) and appeared in The Lady in the Van (2015), Allied (2016), Dead in a Week or Your Money Back (2018), Lady Conyngham in Leigh's Peterloo (2018) and played Dinah in Stephen Cookson's "Brighton"(2019). She co starred with Ben Whishaw in the 2023 Short film Good Boy which was shortlisted for Best Live Action Short Film at the 96th Academy Awards.

Television

Bailey's television work includes Inspector Morse, Casualty, The Bill, Holby City, Midsomer Murders, Agatha Christie's Poirot, A Touch of Frost, Dalziel and Pascoe, Big Deal, Boon, The Bretts, The Ruth Rendell Mysteries, No More Dying Then, Stay Lucky, Heat of the Sun, Micawber, New Tricks, Monday Monday, Being Human and Case Histories. In 1995, she had a recurring role as Avis in the long-running ITV series Shine on Harvey Moon. She also played leading roles in several popular 1980s TV series, including To Have and to Hold, Jury and Charlie.

In 2000, she played Wendy in Carlton's comedy-drama series The Thing About Vince. She has also appeared in many single TV dramas and films including Woyzeck, Way Upstream, Zackharov, Raspberry, Coppers, Derailed, Toast and Jane Austen's Persuasion. She played Jill in the BBC Three comedy series Him and Her, Sue in The Trials of Jimmy Rose, Ingrid in Temple, Cara in Britannia for Sky. She played Queen Elizabeth The Queen Mother in seasons 3 and 4 of international Netflix series The Crown,^[4] for which she was the recipient of a Screen Actors Guild Award for Outstanding Performance by an Ensemble in a Television Drama Series.^{[citation needed]} She has most recently appeared in Shakespeare and Hathaway, Endeavour and the Netflix dramas Obsession and All the Light We Cannot See.

Theatre

Bailey has worked extensively in British theatre, including at the Chichester and the Hampstead Theatre, and at the Bristol Old Vic, the West Yorkshire Playhouse, London's West End, the Royal Court, the National Theatre, the Old Vic, the Arts Theatre and the Tricycle Theatre. In 1981 she performed in Mike Leigh's West End theatre play Goosepimples, for which she received a Plays and Players Award nomination as Most Promising Newcomer.^[5] In 2007, with the Shared Experience company she received a TMA nomination as Best Supporting Performance for her role in Kindertransport.^[6]

Bailey appeared in Mike Leigh's Grief at the National Theatre (2011/12).^[7] In 2013 she played the Queen in Handbagged at the Tricycle Theatre and in the production's subsequent West End transfer to the Vaudeville Theatre.^[8] She returned to the National Theatre to appear in Carrie Cracknell's productions Blurred Lines (2015) and The Deep Blue Sea (2016).

In 2023 she appeared in Dominic Cooke’s production of Medea at @sohoplace and To Have and To Hold, by Richard Bean and directed by Terry Johnson at Hampstead Theatre.