Anthony was born in Marylebone, London, the only child of actor Michael Adam Anthony (né Chodzko), an actor from Jersey, and actress Bernadette Milnes. The couple later divorced. Anthony's French-born paternal grandfather, Alexander Victor Chodzko, was a mariner and journalist of Polish-Ukrainian descent.
Anthony's childhood was made difficult by her mother's manic depression and schizophrenia and she left home at 19. Her mother was accidentally killed in a house fire in 2012. Anthony gave an interview in February 2013 to the Daily Mail detailing her mother's troubles, and her own determination to raise more awareness about mental illnesses.
In 1980, at age 16, Anthony was heralded as the "Face of the Eighties" by photographer David Bailey. She was a successful model before she became a household name as an actress at the age of 20.
Anthony's films includeKrull (1983)
Night Train to Murder (1984)
the Dutch film Zoeken naar Eileen (1987)
'Without a Clue (1988)
Husbands and Wives (1992)
The Pleasure Principle (1992)
Look Who's Talking Now (1993) as Samantha
The Advocate (1993)
Dracula: Dead and Loving It (1995)
Dr. Jekyll and Ms. Hyde (1995)
Robinson Crusoe (1997)
Tale of the Mummy (1999)
Farewell to Harry (2002)
We Still Kill the Old Way (2014).
She appeared in TV adaptations ofIvanhoe (1982)
Princess Daisy (1983)
The Lady and the Highwayman (1989)
the Michael Caine miniseries Jack the Ripper (1988) as Mary Jane Kelly
the TV film Trilogy of Terror II (1996).
Well known to television audiences, Anthony's numerous credits include British Telecom In phones advert (non speaking part) ITV's Murder in Suburbia, Agatha Christie's Poirot, a regular role in the award winning soap opera Night & Day (ITV), Hotel! for Channel 5, BBC's Jonathan Creek, Oliver Twist, Dombey and Son, A Ghost in Monte Carlo, Campion episode Sweet Danger (as Lady Amanda Fitton), Lovejoy, Hollyoaks and ITV’s Auf Wiedersehen, Pet. She also starred for four years in the repeated BBC sitcom Three Up, Two Down. She is also memorable for portraying Angelique Bouchard for eight episodes of the prime time revival of the gothic soap opera Dark Shadows, in which she spoke with a French accent. She also played Miss Clarise Mimsers in The Dead Man's Gun USA in 1998. She also played Miss Scarlett in the third series of Cluedo on ITV in 1992.
Her television appearances in 2006 included guest lead roles in Casualty and a new sitcom pilot, Baggy Trousers. She also played the roles of Rachel Heath, a semi-regular character in The Bill and Veronica Cray in The Hollow, a two-part Poirot film for ITV. She also appeared briefly in Coronation Street on 13 August 2010, and as an American patient in Holby City in February 2013. In 2014 she appeared on an episode of Pointless Celebrities and won it, partnered with Christopher Timothy.
In February 2016, Anthony began appearing in Channel 4 soap opera, Hollyoaks as the Nightingale matriarch, Marnie Nightingale.
Anthony made her first stage appearance at the Cambridge Theatre, at age 10. Four years later, she performed with the National Youth Theatre. She was part of a sell-out run at the Trafalgar Studios in the West End as Arabella Lucretia in the hit comedy The New Statesman, with Rik Mayall. She has also played the role of Joanna Lyppiatt in Noël Coward's Present Laughter (with Simon Callow) and the role of Eleanor in Terry Johnson's Dead Funny at the West Yorkshire Playhouse.
Her other notable theatre credits include:The Vagina Monologues at the Royal Albert Hall
Jackie (as Jackie Bouvier Kennedy Onassis in the play's transfer from Broadway) at the Queen's Theatre
Toys In the Attic at Watford with Hayley Mills
Restoration at Bristol Old Vic
The Lady's Not for Burning at the Northcott Theatre, Exeter
Ghosts (by Ibsen)
The New Statesman with Rik Mayall
Hay Fever by Noël Coward. Directed by Greg Hersov at the Royal Exchange, Manchester
Lady Windermere's Fan at the Royal Exchange, Manchester
84 Charing Cross Road at the Salisbury Playhouse
Anthony also appeared in numerous music videos for artists such as Bryan Adams ("Summer of '69", "Somebody", "Heaven", and "Run to You"), Depeche Mode ("I Feel You"), and Simian Mobile Disco ("Cruel Intentions").
In 2008, Anthony guest starred as Clara Harris in the Doctor Who audio adventure Assassin in the Limelight. In February 2010, it was announced that she would be returning to the world of Dark Shadows starring in the audio drama Kingdom of the Dead.
Anthony married Dutch artist and entrepreneur Luc Leestemaker in 1990; they divorced in 1995. She was later married to American film director David Price for two years, until they divorced.
Anthony was in a relationship with composer Simon Boswell, with whom she has a son, from 2004 to 2010. In 2008, her son was diagnosed with juvenile arthritis, and recovered after an operation a year later. She now raises funds for research.