Opting to return to France, Lambert starred in Luc Besson's atmospheric "Subway" (1985), which bolstered his international star status and won him a French Cesar for Best Actor, but did little to build his American audience. Lambert went on to co-star with Sean Connery in the supernatural adventure "Highlander" (1986), proving himself an action star. Unfortunately, the US version suffered from severe editing; with 17 minutes of footage removed, the film was perceived as muddled and stalled Lambert's career stateside. Lambert also starred in the sequels, "Highlander 2: The Quickening" (1991) and "Highlander: The Final Dimension" (1994).

Lambert has continued to work regularly, sometimes with interesting directors, including Agnieszka Holland ("To Kill a Priest", 1988), Michael Cimino ("The Sicilian", 1987), and horror auteur Stuart Gordon ("Fortress", 1993). Like the majority of his films, the latter performed well abroad, but languished in the States despite excellent reviews. He made his debut as a producer with "Knight Moves" (1992), in which he also acted, and went on to produce several films in which he did not appear: the 1994 comedy "Neuf mois" and its 1995 American remake, "Nine Months" ; "Dead Beat" (1995); and "When Saturday Comes" (1996). Lambert also produced and co-starred in the adventure "Northstar" (1996). An enormous star in Europe and Asia, his films like "Gunmen" (1994) and "Mortal Kombat" (1995) have drawn huge crowds overseas, if not in the US. Lambert was married to actress Diane Lane from 1988-94.