Aside from film and TV, Anderson has taken on the stage and has received both awards and critical acclaim. Her stage work includes "Absent Friends" (1991) – for which she won a Theatre World Award for Best Newcomer, "A Doll's House" (2009) – that earned her a Laurence Olivier Award nomination, and a portrayal of Blanche DuBois in "A Streetcar Named Desire" (2014, 2016) – for which she won the "Evening Standard" Theatre Award for Best Actress and received her second Laurence Olivier Award nomination for Best Actress.