In 2008, Rylance married actor Christian Camargo at New York City Hall. They had met when he worked with her stepfather Mark Rylance at Shakespeare's Globe Theatre.
In 2009, Rylance played Desdemona at the theater in New York City, in Othello, for which she was nominated for a Lucille Lortel Award. She next appeared in the Sam Mendes-directed Bridge Project, a joint venture between the Brooklyn Academy of Music in Brooklyn and The Old Vic in London. She appeared as Rosalind and Miranda, respectively, with her husband appearing alongside her as Orlando and Ariel. Rylance was awarded a 2010 Obie Award for her performance as Rosalind.
In 2012, Rylance co-starred in the horror film Sinister. In 2013 she appeared in and produced the film Days and Nights, based on the Anton Chekov play The Seagull, and written and directed by her husband.
From 2014 to 2015, she starred in the Cinemax medical drama The Knick.
