Did Connelly use a body double for the infamous end scene with the double dildo? I'd assume she did, but on the other hand she's done lots of nude scenes, and I read this:
"Ultimately, Connelly's character performs in a brutal sex show for the entertainment of leering businessmen in exchange for drugs -- a scene difficult to watch, but much more so to play. "There was no sex, of course. but there was ... interaction," Aronofsky says. "All professional, but unbelievably emotional and intense. We don't really talk about what went on that night."