Chloe Sevigny has a brief role in Broken Flowers.

As for Last Days, it's a very different film from most, and is a required taste I think. I lot of people hated the quiet lack of dialogue and lack of major events in it.

Naomi Watts was also in Mulholland Drive, which has an amazing direction. It'll be ridiculously strange when you see it, but once you figure the general idea of it out, you might like it. Personally it's one of the most meticulous and entrancing directions I've seen.