I think Amanda Plummer is Christopher Walken's closest female equivalent. She is a similarly eccentric presence, frequently playing menacing or extreme characters. Like Walken she makes every film she appears in more interesting. She is probably best known for playing Honey Bunny in Pulp Fiction and Robin Williams pathologically clumsy girl friend in The Fisher King. She was great in Michael Winterbottom's Butterfly Kiss:
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http://www.imdb.com/name/nm0001625/
excellent choice yes.
she needs to be icecool, deadpan, enigmatic and steely, but eccentric and funny too - a magnetic combination.
bright blue steely eyes help, so i think Lee Remick would come a close second.

