Trained as a painter, Lambert first gained notice in the 1980s for the short films she made for "Saturday Night Live" and the seminal, often controversial Madonna music videos including "Material Girl", "Like a Virgin" and "Like a Prayer". She made her first feature, the pretentious psychological thriller, "Siesta" (1986) before moving on to the more commercial film adaptation of Stephen King's best-selling thriller, "Pet Sematary" (1989).