Western Young Ones and starred in the biographical Low Down, about the life of jazz pianist Joe Albany, in which she plays the role of Albany's daughter, Amy-Jo, from whose perspective the story is told. In 2015, Fanning co-starred in Jay Roach's Trumbo as Dalton Trumbo's (Bryan Cranston) daughter Nikola, and starred in 3 Generations (previously known as About Ray), alongside Naomi Watts and Susan Sarandon, playing the role of a young transgender man. In 2016, she appeared as Jesse in the psychological thriller The Neon Demon, directed by Nicolas Winding Refn. The film had its world premiere at the Cannes Film Festival in May 2016. It was released on June 24, 2016, and did poorly at the box office. That same year, she appeared in Mike Mills's 20th Century Women, opposite Greta Gerwig and Annette Bening. The film had its world premiere at the New York Film Festival on October 8, 2016, and began a limited release on December 28, 2016. She then co-starred in Ben Affleck's Prohibition-era drama Live by Night, which was released on December 25, 2016. In 2017, Fanning appeared in Shawn Christensen's feature-length drama, The Vanishing of Sidney Hall, which premiered on January 25 at the Sundance Film Festival. In the same year, Fanning also appeared in John Cameron Mitchell's British-American science-fiction romantic comedy film How to Talk to Girls at Parties (based on a short story by Neil Gaiman), reuniting with Sofia Coppola in The Beguiled, in the Irish-American romance film Mary Shelley, directed by Haifaa al-Mansour, and in the music video for Grouplove's single "Good Morning". In 2018, Fanning starred alongside Peter Dinklage in I Think We're Alone Now, directed by Reed Morano. It had its world premiere at the Sundance Film Festival on January 21, 2018. and was released on September 14, 2018, by Momentum Pictures. She also starred in Galveston opposite Ben Foster, directed by Mélanie Laurent, which had its world premiere at South by Southwest on March 10, 2018. That same year, Fanning starred in Teen Spirit, directed by Max Minghella, which had its world premiere at the Toronto International Film Festival in September 2018. It was released on April 5, 2019. In May 2019, Fanning was appointed as a jury member of the international competition in the 72nd annual Cannes Film Festival, becoming the youngest Cannes juror in history. That same year, Fanning starred in Woody Allen's A Rainy