In September 2014, it was announced that Moss would star on Broadway as Heidi Holland in "The Heidi Chronicles". The play opened on March 19, 2015 at The Music Box Theatre. Though the play received some positive reviews, it closed on May 3, 2015 due to low ticket sales. Moss was nominated for a Tony Award for her role. After production on "Mad Men" had wrapped, Moss collaborated again with Alex Ross Perry, starring in "Queen of Earth" (2015), a psychological thriller opposite Katherine Waterston and Patrick Fugit, in which she plays a mentally unstable woman who unravels at a vacation home in the company of her close friends. She was cast in a supporting part in the British dystopian drama "High-Rise" (2015), opposite Tom Hiddleston and Sienna Miller.