Sienna Miller puts in an impressive performance as "it" girl Edie Sedegwick in Factory Girl, out in DVD this week. Set in the mid 60s, a young socialite pursues a life in the art world of New York City. Andy Warhol is a key figure. Well worth a look.
The film Premonition is also out there as a rental. A story of a woman dealing with grief. Sandra Bullock is very good in this.