In 2001, she appeared as family matriarch Ingrid Cortez in the first Spy Kids film by director Robert Rodriguez (as well as that film's two sequels in 2002 and 2003). That same year she appeared as Jet Li's love interest in the martial arts action thriller The One.
She starred in two short-lived TV series, the ABC crime drama Karen Sisco in 2003, and the CBS science fiction series Threshold in 2005 on CBS. That same year, Gugino appeared as Lucille in the feature film adaptation of Frank Miller's graphic novel, Sin City. The following year, she appeared in Night at the Museum.
Gugino appeared in the Roundabout Theatre Company play After the Fall opposite Six Feet Under's Peter Krause. In late 2006, she began the Off-Broadway play by Tennessee Williams, Suddenly Last Summer opposite actress Blythe Danner.
Gugino appeared as Amanda, Vincent Chase's agent, in a dozen episodes of the cable television series Entourage. Gugino appeared nude in the May 2007 issue of Allure. That same year she appeared in the feature film American Gangster. The following year, she played the female lead in the serial killer thriller Righteous Kill, opposite Robert De Niro and Al Pacino.
Gugino starred in Chicago's Goodman Theater production of Eugene O'Neill's Desire Under the Elms from January 17 to February 17, 2009, in the role of Abby. Charles Isherood of The New York Times praised Gugino's performance, saying, "Ms. Gugino displays a depth and range of expression that I cannot imagine any other actress achieving with such blazing honesty and wrenching truth. She is simply magnificent." During the first three months of 2009, three feature films premiered featuring Gugino: the thriller The Unborn, the feature film adaptation of Alan Moore's graphic novel, Watchmen, in which Gugino played Sally Jupiter, and the adventure remake Race to Witch Mountain, in which she starred opposite Dwayne Johnson. That April, she received an Outer Critics Circle Award nomination for Outstanding Actress In a Play for her performance in Desire Under the Elms. Later in November of that year, she appeared as pornographic actress Elektra Luxx in the comedy film Women in Trouble.
