After graduating from the Yale School of Drama, Clarkson was cast in a 1986 Broadway production of The House of Blue Leaves as a replacement in the role of Corrinna Stroller. The following year, she made her feature film debut in Brian De Palma's The Untouchables (1987), portraying Catherine Ness, the wife of US Treasury Prohibition agent Elliott Ness (Kevin Costner). Clarkson stated she was financially struggling during this time and was paying student loans, and that De Palma expanded her role in the film as she originally only had several days' worth of shooting. The next year, she was cast in Clint Eastwood's The Dead Pool (1988), the fifth installment in the Dirty Harry film series. In 1989, she returned to Broadway portraying a Wall Street investment counselor whose brother (played by Kevin Conroy) is diagnosed with AIDS; the play ran from January to March of that year. Clarkson has stated that beginning in the early 1990s, she went through a turbulent period in her career and was unable to find significant work. She had a small role in Jumanji (1995) before being cast in the independent drama High Art (1998), portraying a drug-addicted German actress in New York City. Her performance earned her an Independent Spirit Award nomination for Best Supporting Actress.