May's film work is primarily in French and made for the European market; she was the recipient of the Prix Romy Schneider in 1989. Non-French films she has appeared in include Lifeforce, Naked Tango (1991), Becoming Colette (1991) and The Tit and the Moon (1994). In the United States she is best known for her role as an alien vampire in the 1985 science fiction horror film Lifeforce, directed by Tobe Hooper, in which she is naked for most of her performance. She also appeared in the 1996 space adventure game Privateer 2: The Darkening. She played Isabella in The Jackal, a 1997 action film.