Winterbottom's Film credits include Butterfly Kiss (1994) and Go Now (1995), which won Winterbottom his second Prix Europa. Jude (1995), with Christopher Eccleston and Kate Winslet, premiered at the Directors Fortnight in Cannes and won The Michael Powell Award for Best Film at the Edinburgh Film Festival and The Golden Hitchcock Award at Dinard.

In 1996 Welcome to Sarajevo was in competition at Cannes. I Want You (1997) competed at the Berlin Film Festival in 1998. These were followed by With or Without You, for Channel 4 Films and Miramax, and Wonderland, which was selected for the competition at Cannes Film Festival and Edinburgh in 1999, the film won the British Independence Film Award for Best Film and was nominated for Best British Film at the 2000 BATFA's.

2001 saw The Claim, which was followed by a return to official competition in Cannes in 2002 with 24 Hour Party People.

The critically acclaimed In This World (2002) was the winner of the Golden Bear, the Ecumenical Jury Prize and the Peace Prize at the Berlin Film Festival in 2003. In This World was also nominated for Best Film, Best Director and Best Director of Photography at the European Film Awards and also won the British Independent Film Awards for Best Technical Achievement and Best Achievement in Production. The film was nominated for Best Film of 2003 at the British South Bank Show Awards and also for Best British Film and British Director at the 24th Film Critics Circle Awards. In This World has also been nominated for two BAFTA awards – The Alexander Korda Award for the outstanding British film of the year and for Best Film Not In The English Language.