Fay Grim is a 2006 espionage thriller film written and directed by Hal Hartley. The film is a sequel to Hartley's 1997 film Henry Fool, and revolves around the title character, played by Parker Posey, the sister of Simon Grim. The plot revolves around Fay's attempt to unravel an increasingly violent mystery in Europe.

Hal Hartley is an American film director, screenwriter, producer and composer who became a key figure in the American independent film movement of the 1980s and '90s. He is best known for his films The Unbelievable Truth, Trust, Simple Men, Amateur and Henry Fool, which are notable for deadpan humour and offbeat characters quoting philosophical dialogue.