She has played witches in two movies. She also appeared in Celebrity Ghost Stories once or twice, along with an episode of Tyler Henry: Hollywood Medium.
Fans of The Sopranos fans may recall that when the third-season finale "Army of One" first aired, it starred Balk as FBI Agent Ciccerone, who entraps Adriana into becoming an informant. After Balk declined to join the series as a regular the following season, David Chase had all of her scenes reshot and replaced her with Lola Glaudini, who took over the role. Since this Orwellian Retcon, any imagery of Balk in the role has been scrubbed; it only exists in old issues of TV Guide and VHS copies.
She is the frontwoman of Armed Love Militia, a collaborative band. Fairuza was inspired by traditional folk songs taught by her father when she was younger.
- The Best Christmas Pageant Ever (1983) as Beth Bradley
- Return to Oz (1985) as Dorothy Gale
- The Worst Witch (1986) as Mildred Hubble
- Valmont (1989) as Cécile de Volanges
- Gas Food Lodging (1992) as Shade
- Things to Do in Denver When You're Dead (1995) as Lucinda
- The Craft (1996) as Nancy Downs
- The Island of Dr. Moreau (1996) as Aissa
- American History X (1998) as Stacey
- The Waterboy (1998) as Vicki Vallencourt
- Almost Famous (2000) as Sapphire
- Family Guy (2000) as Connie D'Amico (voice, episode "Let's Go to the Hop")
- The Sopranos (2001) as Agent Deborah Ciccerone (original airing only)
- Grand Theft Auto: Vice City (2002) as Mercedes Cortez (voice)
- Justice League (2003) as Penny Dee (voice, episode "Only a Dream")
- Masters of Horror (2006) as Stacia (episode "Pick Me Up")
- The Bad Lieutenant: Port of Call New Orleans (2009) as Officer Heidi
- Ray Donovan (2015) as Ginger (7 episodes)
- The Craft: Legacy (2020) as Nancy Downs (cameo)