Skarsgård is particularly associated with director Lars von Trier and has appeared in six of the Danish auteur's features: The Kingdom, Breaking the Waves, Dancer in the Dark, Dogville, Melancholia and Nymphomaniac. His most personal working relationship, however, is with Norwegian director Hans Petter Moland, who has directed the actor in Zero Kelvin, Aberdeen, In Order of Disappearance, and A Somewhat Gentle Man. Skarsgård considers Moland a close friend and, in 2009, he said of their relationship: "We're like an old married couple and I get separation anxiety." Another Scandinavian work that he is known for is the 1997 Norwegian film Insomnia, in which he plays the guilt-ridden policeman Jonas Engström.
Skarsgård has also appeared in music videos alongside fellow Swedes. He was in Eva Dahlgren's "Vem tänder stjärnorna" (Who Lights the Stars) in 2009 and Lykke Li's 2011 music video, "Sadness Is a Blessing".
In 2009, Skarsgård, along with other non-religious artists, authors, and entrepreneurs including Christer Sturmark, Björn Ulvaeus, and Christer Fuglesang, wrote an article in Dagens Nyheter stressing the importance of secularity. The group also criticised the UN for its stance on blasphemy laws.