Farmiga had her first starring role in the 2002 romantic drama film Love in the Time of Money. The film received a limited theatrical release. The following year, she appeared alongside Milla Jovovich and Adrien Brody in the romantic comedy Dummy (2003), which had also a limited release. In 2004, Farmiga released the independent drama film Down to the Bone. The film took place mainly in upstate New York and was filmed in digital video. Her performance as the character of Irene earned her several awards nominations, including the "Best Actress" award from the Los Angeles Film Critics Association and the "Best Female Lead" award from the Independent Spirit Awards. Farmiga also portrayed a supporting role in the 2004 thriller remake The Manchurian Candidate. Denzel Washington and Meryl Streep co-starred in the film. The Manchurian Candidate was well received by critics and was a mild success at the worldwide box office, grossing $96 million. In 2005, at the Toronto International Film Festival, opened fantasy feature Neverwas, in which she played Eleanna.
Rather than attending auditions for films in which she is interested, Farmiga makes short films which she submits for casting. "To fade in and fade out, have intimacy with the mikes, the lighting, and have the luxury of takes – you could make yourself as ugly or as beautiful as you wanted." One of these audition films led to Martin Scorsese inviting her for what she calls "a chemistry read" with Leonardo DiCaprio, which led to her role as a police psychiatrist in The Departed. Later she was nominated for an Empire Award and shared with the other The Departed members cast the Screen Actors Guild Award for Outstanding Performance by a Cast in a Motion Picture nomination. In 2007, Farmiga landed the lead role in the American/Korean drama Never Forever, about a New York woman arranging to pay an illegal immigrant from Korea to have sex with her, so that she might get pregnant and save her marriage. Her performance was praised by critic G. Allen Johnson who described her as "...the best American actress you've never heard of".
Farmiga starred with Sam Rockwell in the 2007 psychological horror Joshua. Later, she appeared in the 2008 drama film Quid Pro Quo, appearing as Fiona. The film premiered at the 2008 Sundance Film Festival and received favorable reviews; David Edelstein of New York magazine stated that Farmiga "is – as usual – scarily good. Her madness isn’t something out of the ether. She’s always visibly calculating, thinking better of something reckless she’s about to do – then doing it anyway."
Farmiga appeared in the British drama The Boy in the Striped Pajamas (2008), as the wife of a Nazi commandant, played by David Thewlis. The films tells a friendly relationship between two eight-year-old boys, one the son of the camp's Nazi commandant, the other a Jewish inmate. She won the British Independent Film Award for Best Actress for her role in the film. That year, Farmiga played the role of Erica Van Doren in the political thriller Nothing But the Truth, which was starring Matt Dillon and Kate Beckinsale. Her role earned her a nomination for the Best Supporting Actress award at the 2009 Broadcast Film Critics Association Awards.
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