- Hanne Jensen in Strisser på Samsø (TV Series)
- Sarah 'Max' Engell in Max
- Mona Petersen in Mirakel
- Nina Kutpreka in Proof (TV Series)
- Olga Holmgård in Villa paranoia
- Helene Hansson in Efter brylluppet (After the Wedding)
- Puk Agerbo in Parterapi
- Birgitte Nyborg Christensen in Borgen (TV Series)
- Johanne Louise Heiberg in 1864 (TV Mini-Series)
- Ditte Lorensen-Coteret in L'hermine
- Irène Frachon in La fille de Bres
- Elizabeth Sinskey in Inferno
- Sara Kari in Ikitie
Over her career Knudsen has been nominated and won several awards for her many different roles.
She has been nominated for five Bodil and Robert-awards, from both which she won two (the films in question were Let's Get Lost, Den eneste ene, Monas verden, Efter brylluppet and Kapgang).
She has been nominated for two consecutive César Awards (the French variant of the Academy Award), and one one of them (the films in question were L'hermine and La fille de Brest).
was nominated for one Jussi Award (the Finnish variant of the Academy Award), which she also won (the film in question was Ikitie) .
For her role as Theresa Cullen on Westworld, she was nominated alongside the rest of the main cast for Outstanding Performance by an Ensemble in a Drama Series-prize at the Screen Actors Guild Awards, as well as the Zulu Award for Best Actor.