- She was a member of MENSA.
- Glenne and Bill Paxton played the parents of Emma Watson's character in Vòng Xoáy Ảo (2017). The film was released in April 2017. Bill died in February of that year, about two months before the film's release, and Glenne died in June of that year, less than two months after. Glenne has one more credit, Just Getting Started (2017), while The Circle was Bill's final film.
- She studied ASL (American Sign Language) for her role in the movie Nhạc Phẩm Của Thầy Holland (1995).
- Her first husband John Malkovich had an affair while filming Mối Quan Hệ Nguy Hiểm (1988) with Michelle Pfeiffer which broke up her marriage.
- Had one child, a son Stirling McCulloch (b. 1997), with her husband Byron McCulloch.
- The entire first season of Người Tương Lai (2017) was dedicated to her memory.
- Spoke French.
- Was an ensemble member of the Steppenwolf Theatre Company from 1979 - 2005.
- Has a B.A. from the American College of Switzerland.
- Starred opposite David Hyde Pierce in the play, "The Guys". David Hyde Pierce played a fire chief attempting to write the obituaries for his men lost in the September 11th attacks on the World Trade Center and Headly played his editor. Originally performed in New York in December 2001, the West Coast version premiered in July 2002 with Helen Hunt and Tim Robbins and has had a revolving cast ever since. The Actor's Gang, the acting group that produced the play, is located in a small theatre called Ivy Substation located at the intersection of Venice and Culver Boulevards in Culver City.
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