Depp, who did not attend the awards ceremony Sunday, beat out Sean Penn, who had been the favorite to win for "Mystic River." The guild's other film prizes went to the Oscar front-runners: Charlize Theron as best-actress for the serial-killer drama "Monster," Tim Robbins as supporting actor for the dark murder thriller "Mystic River" and Renee Zellweger as supporting actress for the Civil War epic "Cold Mountain."
"This film deserves every award it can possibly get. This is the most enormous undertaking, I think, in film history," said John Rhys-Davies, who played the dwarf Gimli in director Peter Jackson's "Lord of the Rings" trilogy.
"May we all have the chance to be involved in something where everything is right. Brilliant casting, brilliant directing," Rhys-Davies said backstage, surrounded by cast mates that included Sean Astin, Liv Tyler, Billy Boyd and Andy Serkis. "And this cast always marched to the sound of the guns, no matter what."
Among the guild's TV awards, "Sex and the City" won for comedy-acting ensemble on the same night the series ended its six-year run. The cast won the same prize two years ago and star Sarah Jessica Parker won the comedy-actress honor in 2001.
"You guys have been incredibly generous to us over the course of the show," said co-star Kristin Davis, who accepted the award with cast mates Kim Cattrall and Cynthia Nixon. "We will all miss you so much."
With final ballots due from Oscar voters by Tuesday, the guild's movie winners gained a last-minute push for Hollywood's biggest awards. Though Penn lost, he still has momentum from last month's Golden Globe win as best dramatic actor, while Depp faces a handicap at the Oscars, which historically leans toward meaty drama such as "Mystic River" over broad comedy like "Pirates of the Caribbean."
Theron, who has dominated many earlier movie honors, won for her portrayal of executed murderer Aileen Wuornos, a role for which the actress gained 30 pounds and obscured her cover-girl beauty behind false teeth, dark contact lenses and a splotchy complexion.
Backstage, Theron said she hoped "Monster" and such dark dramas as "Monster's Ball," which earned Halle Berry an Oscar two years ago, will lead to more opportunities for actresses to play harsher roles.
"I'm saddened by the fact that there aren't a lot of conflicted female characters out there," Theron said, noting that male performers such as Jack Nicholson, Dustin Hoffman and Robert De Niro have had ample opportunities to play darker roles. "There's so few times that women get to do a `Who's Afraid of Virginia Woolf?' the way Elizabeth Taylor did.
"Those conflicted women who might not be perfect are a part of our society. I hope that writers will be encouraged to write more of those parts," she said.
Some winners used the guild awards to make a plug for union solidarity and to encourage studios and producers to curtail so-called "runaway production" -- a trend toward shooting in Canada, Mexico, Eastern Europe and other locations to take advantage of tax breaks or lower labor costs.
U.S.-based actors and crew members say production elsewhere has cost them work.
"I'd like to encourage all the power that's in this room to try to bring back some of those productions into the United States of America," Robbins said.