While most directors would be grateful to have one film in Sundance, Walker has two compelling works and they could not be more different.
For Countdown to Zero, a hair-raising expose of the dangers of nuclear weapons, she spent considerable time talking with world leaders like Jimmy Carter, Mikhail Gorbachev, Tony Blair, F.
W. de Klerk and Pervez Musharraf - "more presidents than I could keep track of".
Then, with Waste Land, a surprisingly uplifting examination of how art came to impact on the lives of scavengers at the world's largest landfill in Rio de Janeiro, "I interviewed people who picked through garbage for a living.
Between the two films, it was the whole spectrum of humanity".
Yet if there is something that unites all Walker's documentaries, which include potent works like Devil's Playground and Blindsight, it is her fearless interest in what she describes as "inaccessible subjects or places.
"If I do have the courage to go, to take the road less travelled, I'll be able to expose something people have not been exposed to."
British-born Walker's interest in rubbish turns out to be longstanding, dating from her days as a graduate student at New York University when she visited Fresh Kills, a massive landfill in Staten Island.
"I had the strange realisation that everything I'd ever thrown away in New York was there and I was standing on it," Walker recalls.
"It was like a conjuring trick gone wrong - it all shows up at once and smells.
"There were vultures, insects, rats, dogs and the sound of millions of plastic bags.
"I didn't remember ever seeing it in a movie, so I made a note to myself to use it someday."
So when Walker met Brazilian artist Vik Muniz, "who'd done amazing pieces with junk as well as social projects with kids", the talk turned to Rio's massive Jardim Gramacho, which receives 6350 tonnes of rubbish daily, and to the people called catadores, who make a living recycling what they find.
"I was in love with that idea; I stuck to it like glue," says Walker, while Muniz was initially more resistant "because he knew more about the scary aspects of the situation than I did.
"Brazilian gangs control many of the dumps and use them to run drugs and dispose of bodies.
"There was the danger of kidnapping, dengue fever - horrible stuff too scary to contemplate."
After a relatively safe landfill was found, Walker started to wonder "what kind of people must those be.
But as you spent time with them, you get past the horror and the distaste and you realise they are not garbage monsters at all but people who tackle their job with dignity and pride."
People like Tiao, who saves all the books he finds and began to organise the catadores after reading a scavenged copy of Machiavelli's The Prince.
One unexpected problem Walker faced was the insistence of her Brazilian producers that she needed an enormous crew.
The director, who usually does her own sound and believes that "being super light on your feet, super intimate, results in the best footage," didn't know how she would function with an entourage of "40 designer-clad Brazilians with clipboards."
So she initially left them in the bus, shot some footage and said to the producers "this is what we get when nobody's with us."
It worked.
If Waste Land was, in Walker's words, "a character-driven, verite-driven work that feels like my natural rhythm," Countdown to Zero was different.
It was an interview-driven piece (Walker talked to 84 people on camera and more off) that did not originate with her but started with a phone call from Diane Weyermann of Participant Media asking the director if she was interested.
"I knew enough about nuclear weapons to know that the danger was still there, and I knew we should be thinking and talking about them," Walker says.
"I've always been fascinated by that threat."
Walker also knew that she "didn't want the film to be a history lesson.
It was going to be nuclear weapons today - present-day realities, not historical relics.
Iran, Pakistan and North Korea have gotten much noisier, the alarm clock has been ringing."
Some of the most compelling parts of Countdown to Zero are its descriptions of how vulnerable to theft countries' arsenals are and its interview with a smuggler of nuclear material.
After Walker discovered "how easy it would be for terrorists to stage attacks," she found that she had to walk a very difficult line.
"I didn't want to do a how-to manual; but I wanted to wake people up and I worked hard to do that responsibly.
"It's so unimaginable, how do you communicate that?"
Walker also chose to end Countdown to Zero with a sense that this terrible threat can be overcome.
"I remember when the Berlin Wall fell and suddenly intractable problems get solved," she says.
"I wanted to encourage the public to raise their voice.
"A breakthrough is closer than we think."
