Popsugar Celebrity British Celebrities What Has Lena Headey Been In? 10 Places You've Seen Game of Thrones' Lena Headey Before 21 April 2018 by Morgane Le Caer View On One Page Photo 10 of 10 ADVERTISEMENT () Start Slideshow Share This Link Copy ← Use Arrow Keys → 10 Pride and Prejudice and Zombies, 2016 In 2016's Pride and Prejudice and Zombies, Lena Headey took on the role of Lady Catherine de Bourgh. Previous Next Start Slideshow British CelebritiesFilmsCelebrity FactsGame Of ThronesLena HeadeyCinema