The debut of The Anna Nicole Show was the highest rated series on the network, but critics blasted it and ratings dropped with each successive week. However, it achieved a cult status among some, particularly college fraternities. The show was canceled in February 2004 due to "creative differences," but has retained some life in reruns and on DVD releases.

Smith's next appearance on the big screen was as herself in Wasabi Tuna (2003), about a group of friends who kidnap her dog, Sugar-Pie, on Halloween. She appeared as herself again in Be Cool (2005), a crime/comedy about the film and music industries that stars John Travolta, Uma Thurman and The Rock. She produced and starred as "Lucy" in Illegal Aliens, a sci-fi/comedy about beautiful space aliens saving the earth from evil.

In an interview on Late Night with Conan O'Brien, Smith was asked what her "Playmate diet" consisted of. She instantly replied, "fried chicken". In October 2003, she became a spokesperson for TrimSpa, which helped her lose a reported 69 lb (31 kg).

In November 2004, she appeared at the American Music Awards to introduce a musical performance and attracted attention because of her slurred speech and behavior. During her live appearance, she threw her arms up and exclaimed, "Like my body?". Smith murmured other comments and alluded to TrimSpa. The incident became comic material for presenters throughout the rest of the program.

The following day, her appearance was featured in the media. Tabloids speculated that Smith was under the influence of pills or some other controlled substance. Her representatives explained that she was in pain due to a series of grueling workouts.

In March 2005, at the first MTV Australia Video Music Awards in Sydney's Luna Park, she spoofed Janet Jackson's wardrobe malfunction by pulling down her dress to reveal both breasts, each covered with the MTV logo.

Smith has also been featured in advertisements for the animal rights group PETA. Spoofing Marilyn Monroe's "Diamonds Are a Girl's Best Friend" segment in Gentlemen Prefer Blondes, a 2004 ad states "Gentlemen prefer fur-free blondes." Due to her support of the anti-fur movement, in particular her criticism of Canadian seal hunting, PETA began a petition in memory of Smith to the Canadian Prime Minister Stephen Harper to end the annual tradition. In another ad the following year, Smith posed with her dogs in a campaign against Iams dog food for their alleged cruelty to animals, as well as the manufacturer Procter and Gamble, and sister company Eukanuba.

Smith stated that she was Christian in an interview, saying: "Jesus Christ is my lord and savior, and will always be, and I pray every day."

Smith announced on June 1, 2006, in a video clip posted on her official website that she was pregnant. "Let me stop all the rumors," she said, while floating on an inflatable raft in a swimming pool. "Yes, I am pregnant. I'm happy, I'm very, very happy about it. Everything's goin' really, really good and I'll be checking in and out periodically on the web, and I'll let you see me as I'm growing."