Jeanne Moreau - Jules and Jim (not my favorite of hers, but this is one is her most iconic and she's really great in it)
Catherine Deneuve - Belle de jour
Ingrid Bergman - Notorious
Jennifer Connelly – Requiem for a Dream


I always forget about comedic performances. These are great:

Elaine May – A New Leaf
Diane Keaton – Annie Hall
Barbara Stanwyck - Ball of Fire
Katherine Hepburn – Bringing Up Baby
Holly Hunter - Raising Arizona