A 2013 study conducted by the University of Southern California’s Annenberg School for Communication and Journalism shows that in the last decade there has been no sustained increase in female directors of independent films shown at the Sundance Film Festival. In Hollywood, it’s worse: of directors of the top box-office films from 2002 to 2012, only 4.4 percent were female. Amid those dismal statistics, director Mary Harron’s perseverance in the industry is an inspiration for female filmmakers, and she is an example of how to endure an artistic life packed with both praise and controversy.

Harron was schooled at Oxford, and began her career as a music journalist. Though rarely described as a feminist filmmaker, she often explores subjects central to the lives of women. In her first feature, I Shot Andy Warhol, she humanized the radical writer Valerie Solanas, who is usually dismissed as a footnote in the biography of Andy Warhol. Next, she brought an unexpectedly female perspective to one of the great sociopathic misogynists of contemporary fiction: Patrick Bateman from Bret Easton Ellis’s American Psycho. Many feminists reacted to Harron’s adaptation with outrage, accusing the director of sanctioning the book’s extreme violence toward women. In later films, she explored the fraught tragedy of Bettie Page’s life as a complicated sex symbol, and the volatile relationships between teenage, vampiric girls in The Moth Diaries, which received less than glowing reviews. These characters are controversial, marginalized, and loathed. Harron chronicles their falls from grace.

I met with Harron for coffee on a rainy winter day in the Carroll Gardens neighborhood of Brooklyn. We were both soaked. She was sharp of dress, and sharper of mind. She was open, thoughtful, and careful in her presentation of both herself and her life’s work.

—Anisse Gross

I. THE ROLLER COASTER

THE BELIEVER: Let’s start with your childhood—what did you think you were going to be?

MARY HARRON: I was very ambitious at a young age. When I was six, I would tell everybody that I wanted to be an authoress. I always had great, unformed ambitions to see the world and do interesting things. When I was a teenager, we moved to London. I thought at first I would go to art school, but then I started going to the National Film Theatre. It was a very important place to me. I would go there on my own, and I got a membership on my own. They would send you this magazine, Sight & Sound. I have very vivid memories of that magazine—I remember one issue that had the cover of Coppola’s The Rain People. That image stayed with me. A lot...