Veteran actress Eileen Brennan, best known for her roles in Private Benjamin, The Sting and The Last Picture Show, has died. Brennan passed away Sunday of bladder cancer according to reports. She was 80. Brennan received a best supporting actress Oscar nomination for her role as tough Captain Doreen Lewis in Private Benjamin opposite Goldie Hawn. She also reprised the role for the CBS TV adaptation, winning an Emmy and Golden Globe for her performance. Brennan made her feature film debut in 1967′s Divorce American Style. Her most memorable film roles include brothel madam Billie in George Roy Hill’s Oscar-winning 1973 film The Sting and Mrs. Peacock in 1985′s Clue. She also appeared in Peter Bogdanovich’s classic 1971 film The Last Picture Show for which she received a best supporting actress BAFTA nomination, and his 1974 adaptation of the Henry James novella Daisy Miller. Brennan’s other TV credits include Rowan & Martin’s Laugh-In, Will & Grace, 7th Heaven, Newhart and thirtysomething.