Arthur had feature roles in three Frank Capra films: Mr. Deeds Goes to Town (1936) with Gary Cooper, You Can't Take It with You (1938) co-starring James Stewart, and Mr. Smith Goes to Washington (1939), also starring Stewart. These three films all championed the "everyday heroine", personified by Arthur. She also co-starred with Cary Grant in the adventure-drama Only Angels Have Wings (1939) and in the comedy-drama The Talk of the Town (1942). She starred as the lead in the acclaimed and highly successful comedy films The Devil and Miss Jones (1941) and A Foreign Affair (1948), the latter of which she starred alongside Marlene Dietrich. Arthur was nominated for an Academy Award for Best Actress in 1944 for her performance in The More the Merrier (1943), a comedy which also starred Joel McCrea.
James Harvey wrote in his history of the romantic comedy: "No one was more closely identified with the screwball comedy than Jean Arthur. So much was she part of it, so much was her star personality defined by it, that the screwball style itself seems almost unimaginable without her." She has been called "the quintessential comedic leading lady". Her last film performance was non-comedic, playing the homesteader's wife in George Stevens's Shane in 1953.
Like Greta Garbo, Arthur was well known in Hollywood for her aversion to publicity; she rarely signed autographs or granted interviews. Life observed in a 1940 article: "Next to Garbo, Jean Arthur is Hollywood's reigning mystery woman." As well as recoiling from interviews, after a certain age, she avoided photographers and refused to become a part of any kind of publicity.

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