- Turned down the Kelly McGillis role in Top Gun (1986).
- Wrote a best selling novel at the the tender age of 12.
- Danced with the American Ballet Theatre from about the time she was six and was rapidly pursuing a career, but when puberty caused her breasts to fill out and all the starvation diets caused her an eating disorder, she gave up dance and pursued acting full-time.
- Was one of the nine original members of the 1980s "brat pack", along with Judd Nelson, Demi Moore, Anthony Michael Hall, Sean Penn, Rob Lowe, Molly Ringwald, Emilio Estevez and Andrew McCarthy.
- Was considered for the role of "Sarah Connor" in The Terminator (1984). The part eventually went to Linda Hamilton.
- Was a bridesmaid at Demi Moore's and Bruce Willis' wedding.
- Auditioned for the movie A League of Their Own (1992) but didn't get the role because she couldn't play baseball well enough.
- Auditioned for the Molly Ringwald role in Sixteen Candles (1984).
- Her second book, titled "Yesterday I Saw the Sun", is a collection of her poems written from childhood to adulthood. It was published in 1991.
- 1975: Appeared on TV game show To Tell the Truth (1969) as author of "She Was Nice To Mice" (as Alexandra Sheedy) at age 13.
- The addiction treatment Sheedy received was for sleeping pills. This helped her choose to participate in the film High Art (1998), in which she played a once- famous photographer who had also descended into drug addiction.
- Niece-in-law of Angela Lansbury and Bruce Lansbury.
- She is of Irish and German descent on her father's side, and of Ashkenazi Jewish descent on her mother's side.
- Treated for addiction to prescription medication.
- March 15, 1994: Only child Rebecca Elizabeth Lansbury born. Beckett Lansbury began his transition to male while a student at Bard College, graduating in 2016. Beckett now (as of 2022) works in Bard College's Office of Gender Equity and as a teacher.
- Turned down the lead role in Wild Orchid (1989).
- She has played rape victims twice, first in her film debut Bad Boys (1983) and again in Macon County Jail (1997). Later, she played a detective investigating a rape in Our Guys: Outrage at Glen Ridge (1999).
- Became pregnant while filming Talia Shire's One Night Stand (1995).
- Her mother is Charlotte Sheedy, a prominent New York literary agent.
- Is the eldest of three children born to an advertising executive dad and a literary agent mom.
- Owns a rescued, bluish-gray male greyhound, appropriately named "Sky".
- Went to Columbia Grammar and Preparatory School in New York City with Lauren-Marie Taylor, who starred in Friday the 13th Part 2 (1981). They are still friends today.
- Ex-daughter-in-law of Edgar Lansbury.
- Studied drama at the University of Southern California, where one of her classmates was Michele Greene.
- Sister of Patrick Sheedy and Meghan Sheedy.
- She was a teen journalist for Seventeen Magazine and interviewed jockey Steve Cauthen in 1978. In the article, she stated that she could not wait to tell her friends that "Steve was just as cute and nice in person as he appeared to be.".
- As Alexandra Sheedy, she appeared nationwide as a child in photos, along with sister Meghan, accompanying an article called, "Thank Heaven for Little Girls - In Boys Clothes" in the Sunday, May 28, 1972, edition of Parade Magazine. In the accompanying article, their mother, Charlotte Sheedy, is quoted as saying, "I buy my daughters boys pants and overalls because they last longer.".
- Born at 5:57am-EDT.
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