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Macy has won four Screen Actors Guild Awards. The Screen Actors Guild Awards are presented annually by the Screen Actors Guild-American Federation of Television and Radio Artists (SAG-AFTRA) to recognize outstanding performances in film and television. Macy has won awards for her roles in the films "Fargo" (1996), "The Cooler" (2003), and "Birdman or (The Unexpected Virtue of Ignorance)" (2014), and for her role in the television series "ER" (1994-2009).