McCrory was born in London, England to Ian McCrory, a diplomat, and to Anne McCrory. She was the eldest of three children, consisting of a younger sister, Catherine, and a younger brother, John. Despite being born in London, McCrory was raised in a number of internation locations, such as; Norway, Nigeria, Cameroon, Tanzania, Zanzibar, Paris and Madagascar. She was educated at Queenswood, a boarding school in Hertfordshire, before spending a year living in Italy. Once she returned, McCrory then began studying acting at the Drama Centre, part of the University of the Arts, London.

In 2002, McCrory was nominated for a London Evening Standard Theatre Award for Best Actress (for playing Elena in Chekhov's Uncle Vanya at the Donmar Warehouse). She was later nominated for a 2006 Laurence Olivier Theatre Award for her role as Rosalind in As You Like It, in London's West End. In April, 2008, she made a "compelling" Rebecca in a production of Ibsen's Rosmersholm at the Almeida Theatre, London.

Her television work includes Lucky Jim (2003); Charles II: The Power and The Passion (2003), as Barbara Villiers, Countess of Castlemaine; and the title roles in the ITV miniseries Anna Karenina (2000) and Carla (2003). McCrory has appeared in supporting roles in films, including Interview with the Vampire (1994); Dad Savage (1998); Charlotte Gray (2001); The Count of Monte Cristo (2002); Casanova (2005); and The Queen (2006), in which she portrayed Cherie Blair.

She was in Bayley Walsh's Flashbacks of a Fool, with Daniel Craig, and a modernised TV adaptation of Frankenstein's Monster. McCrory's first pregnancy forced her to pull out of Harry Potter and the Order of the Phoenix (2007), in which she had been cast as Bellatrix Lestrange. (She was replaced by Helena Bonham Carter). However, she has been cast as Bellatrix's sister Narcissa Malfoy in the upcoming Harry Potter and the Half-Blood Prince film, set to be released in July 2009. McCrory also says that she plans to reprise her role in the final movies, The Deathly Hallows parts one and two.

McCrory enjoyed a lengthy relationship with actor Rufus Sewell, whom she began dating when they were both appearing in Pride and Prejudice in Manchester. On 4 July 2007, she married actor Damian Lewis; together they have a daughter, Manon (born 8 September 2006), and a son, Gulliver (born 2 November 2007). They live in Tufnell Park and Los Angeles.

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