- She returned to her former high school in North Little Rock, Arkansas in April 2002, to teach drama workshops to students, carrying out a promise made to the parents of teenager Thea Leopoulos, who perished in a traffic accident in 2001.
- Steenburgen is friends with former senator and Secretary of State Hillary Clinton and supported, with Ted Danson, Clinton's presidential campaign. She spoke at the 2016 Democratic National Convention. Steenburgen is involved with various groups ranging from human rights to environmental causes.
- Was in the film End of the Line (1987) in which she played the wife of a railroad worker. The film used Union Pacific tracks in Arkansas, which were formerly the tracks of the Missouri Pacific Railroad. Mary's father was a freight train conductor on the Missouri Pacific Railroad in Arkansas.
- She received an honorary degree (Doctor of Fine Arts) from her alma mater Hendrix College in Conway, Arkansas (1989). She received an honorary degree (Doctor of Humane Letters) from Lyon College in Batesville, Arkansas (2006).
- President Bill Clinton and First Lady Hillary Clinton attended Steenburgen's 1995 wedding to Ted Danson. Steenburgen had personally known Clinton since he was governor of Arkansas when she resided in Little Rock. The President celebrated his 51st birthday at the Martha's Vineyard home of the couple.
- A notable patron of the arts who has set up exhibits in the past; her husband, actor Ted Danson, sculpts as a sideline.
- She was awarded a Star on the Hollywood Walk of Fame at 7021 Hollywood Boulevard in Hollywood, California on December 16, 2009.
- Mentioned multiple times on Stargate SG-1 (1997) as the heartthrob of Colonel Jack O'Neill, played by Richard Dean Anderson.
- In both Time After Time (1979) and Back to the Future Part III (1990), she played the love interest of a time traveller who later became one herself. In the former, she was from the time traveller's future and in the latter, she was from his past.
- She played Jason Ritter's mother on Joan of Arcadia (2003). Her husband Ted Danson played Ritter's father in Mumford (1999).
- Was the 84th actress to receive an Academy Award; she won the Best Supporting Actress Oscar for Melvin and Howard (1980) at 53rd Annual Academy Awards (1981) on March 31, 1981.
- Discovered by Jack Nicholson in the reception room of Paramount Pictures' New York City office. Nicholson cast her as his leading lady in Goin' South (1978), Steenburgen's feature debut.
- Was pregnant with her daughter Lilly McDowell when she completed filming Ragtime (1981). Returned to work five months after giving birth to Lilly to begin filming A Midsummer Night's Sex Comedy (1982).
- She and William H. Macy are sixth cousins, once removed; revealed on the PBS series Finding Your Roots with Henry Louis Gates, Jr. (2012).
- She was the third of four consecutive winners of the Best Supporting Actress Oscar to have the initials "M.S.". The others are: Maggie Smith for California Suite (1978), Meryl Streep for Kramer vs. Kramer (1979), and Maureen Stapleton for Reds (1981).
- She later got a Best Supportng Oscar for her performance in Melvin and Howard.
- When she resided in a Manhattan apartment, her next-door neighbor was Steve Martin.
- She was a waitress at Magic Pan in New York when she was discovered by Jack Nicholson who gave her a part in Goin South.
- Currently resides with her family in the Los Angeles area.
- She has Dutch, English, Scottish and Welsh ancestry. Her surname is Dutch.
- Is one of 25 actresses to have won an Academy Award for their performance in a comedy; hers being for Melvin and Howard (1980). The others, in chronological order, are: Claudette Colbert (It Happened One Night (1934)), Loretta Young (The Farmer's Daughter (1947)), Josephine Hull (Harvey (1950)), Judy Holliday (Born Yesterday (1950)), Audrey Hepburn (Roman Holiday (1953)), Goldie Hawn (Cactus Flower (1969)), Glenda Jackson (A Touch of Class (1973)), Lee Grant (Shampoo (1975)), Diane Keaton (Annie Hall (1977)), Maggie Smith (California Suite (1978)), Jessica Lange (Tootsie (1982)), Olympia Dukakis (Moonstruck (1987)), Cher (Moonstruck (1987)), Jessica Tandy (Driving Miss Daisy (1989)), Mercedes Ruehl (The Fisher King (1991)),Marisa Tomei (My Cousin Vinny (1992)), Dianne Wiest (Bullets Over Broadway (1994)), Mira Sorvino (Mighty Aphrodite (1995)), Frances McDormand (Fargo (1996)), Helen Hunt (As Good as It Gets (1997)), Judi Dench (Shakespeare in Love (1998)), Gwyneth Paltrow (Shakespeare in Love (1998)), Penélope Cruz (Vicky Cristina Barcelona (2008)), and Jennifer Lawrence (Silver Linings Playbook (2012)).
- As of 2023, she has appeared with Christopher Lloyd in three different films: Goin' South (1978), Back to the Future Part III (1990) and Wish You Were Dead (2001).
- Studied drama with Sanford Meisner at the Neighborhood Playhouse School of the Theatre.
- Parents are Maurice Hoffman (1914-1989) and Nellie May Wall Steenburgen (1923-2010).
- Is one of six actresses to have won a Best Supporting Actress Oscar for playing a character who is pregnant at some point during the film, hers being for Melvin and Howard (1980). The others are Mary Astor for The Great Lie (1941), Kim Hunter for A Streetcar Named Desire (1951), Brenda Fricker for My Left Foot (1989), Rachel Weisz for The Constant Gardener (2005), and Jennifer Hudson for Dreamgirls (2006).
- As of 2022, she has appeared in two films that were Academy Award nominated for Best Picture: The Help (2011) and Nightmare Alley (2021).
- As of 2023, she has worked with seven directors who have won the Best Director Oscar: Jonathan Demme, Milos Forman, Woody Allen, Ron Howard, Robert Zemeckis, Oliver Stone and Guillermo del Toro.
- Her mother, Nellie May Wall Steenburgen, passed away on January 26, 2010 at age 86.
- In Back to the Future III, she plays a huge admirer of Jules Verne. In Time After Time she falls in love with H.G. Wells. Both men have been acknowledged as "The Father of Science Fiction".
- Has one granddaughter, Clementine Mae Walton, through her daughter Lilly McDowell.
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