Caldwell earned Tony Awards for her performances in Slapstick Tragedy, The Prime of Miss Jean Brodie, Medea and McNally's Master Class. Her other Broadway credits include The Devils, The Creation of the World and Other Business, Dance of Death, Lillian and The Play What I Wrote in which she guest-starred for a series of performances. Her off-Broadway acting credits includes McNally's A Perfect Ganesh. Though she is best known as an actress, Caldwell also boasts a substantial resume as a director. In Gotham, she helmed Broadway mountings of An Almost Perfect Person and Park Your Car in Harvard Yard and the acclaimed off-Broadway production of Vita & Virginia.