- Her brother, actor Michael Madsen, refuses to see any of her movies in which she appears naked.
- Both eyes are different. Left eye is part brown and part green and right eye is all green.
- Claims that she was hypnotized for some of the scenes in Candyman (1992).
- In an interview, she admitted that she was sobbing so hard at the end of Star Trek II: The Wrath of Khan (1982) when Spock died, that she had to go home as soon as the movie was over. She would later star (no pun intended) in Unforgettable (1998)(#4.22).
- Has a child, with Antonio Sabato Jr., named Jack Sabato (b. 6 August 1994).
- Her father's parents (Soren and Anna Marie Madsen) came to America from Denmark in the early 1900s. Virginia Madsen is half-Danish.
- Her relationship with Billy Campbell lasted from 1981 up until she met ex-husband Danny Huston.
- Is allergic to bee stings.
- Studied at Ted Liss Acting Studio in Chicago and at Harand Camp Adult Theater Seminar in Wisconsin.
- Her paternal grandparents were Danish. Her mother has English, Irish, Scottish, and German ancestry, and is also said to have Native American roots.
- Former daughter-in-law of John Huston and Zoe Sallis; former sister-in-law of Tony Huston, Anjelica Huston, and Pat Delaney (as the wife of Tony Huston); also former sister-in-law of Georganne LaPiere, ex-wife of her brother Michael Madsen and half-sister of Cher.
- Counts Network (1976) and its director Sidney Lumet among her favorite films and directors.
- Was once engaged to actor Billy Campbell. They went to Hollywood together to pursue acting careers and lived in Pacific Palisades. Virginia graduated from New Trier East High School in 1979, a year before Rusty Schwimmer. She was known as "Gina" at NTE and was very active in the school's theater department. Other New Trier graduates include Ralph Bellamy, Charlton Heston, Rock Hudson, Hugh O'Brian, Ann-Margret, Bruce Dern, Penelope Milford, Liz Phair. Attended the Ted Liss Acting Studio in Chicago and Harand Camp Adult Theater Seminar in Elkhart Lake, Wisconsin.
- She has an older sister named Cheryl Madsen, who is the owner of a restaurant in Wisconsin.
- Daughter of Cal Madsen (a firefighter) and Elaine Madsen (a poet). They got divorced in 1968.
- Alumna of New Trier High School East, Winnetka, Illinois.
- Sister, Cheryl Madsen, was an actress for one movie, then turned restaurateur.
- Aunt of Michael Madsen's children Christian Madsen, Cody Setzer, Max Madsen, Kalvin Madsen, Luke Madsen and Hudson Madsen.
- (October 7, 2006) Attended the Malibu Celebration of Film Gala Honoring Robert Altman.
- Sister-in-law of DeAnna Madsen
- Born on the same date as Elizabeth Daily.
- Former sister-in-law of Jeannine Bisignano and Georganne LaPiere.
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