McClurg pursued further education and received a master’s degree in speech and drama, not science as sometimes incorrectly reported, from Syracuse University. Her on-screen debut came in 1976 with a role in the classic horror film Carrie.

Early Career and The Groundlings

One of McClurg's early and most meaningful stage performances was portraying John Ehrlichman in Conversation 26, part of the "Nixon Tape Transcripts". She was also one of the original cast members of the renowned improvisational comedy troupe, The Groundlings. McClurg moved to Los Angeles specifically to join the group, where she helped shape its comedic impact during its formative years.

The David Letterman Show and Character Creation

McClurg gained further recognition through her work on The David Letterman Show, where she created memorable original characters including Mrs. Marv Mendenhall, Dot Duncan, Whirly June Pickens, Officer Jeanelle Archer, and 105-year-old Edie. These roles demonstrated her versatility and comedic timing, endearing her to audiences across the country.

Collaborations with John Hughes and Other Film Roles

Throughout the 1980s, McClurg became widely recognized for her roles in various John Hughes films. She portrayed the school secretary in Ferris Bueller’s Day Off (1986), provided comic relief in Planes, Trains and Automobiles (1987), and appeared in She's Having a Baby (1988). Additional notable film credits include Eating Raoul (1982), Elvira: Mistress of the Dark (1988), HBO's The Pee-wee Herman Show (1981), and The History of White People in America (1985).