Winslet had earlier joked she had "a habit of not winning things"
Kate Winslet has won two awards at the Golden Globes in Los Angeles, winning best actress for Revolutionary Road and best supporting actress for The Reader.
"Is this really happening?" she asked as she collected her second prize.
Slumdog Millionaire was named best film drama, one of four awards Danny Boyle's Mumbai-set movie received.
Heath Ledger was given a posthumous supporting actor prize for The Dark Knight, while Mickey Rourke was named best actor in a drama for The Wrestler.
Other British recipients included Sally Hawkins, named best comedy actress for her role in Mike Leigh's Happy-Go-Lucky.
The Globes - which recognise both film and television - are often regarded as an indicator of the movies and actors who will go on to win honours at the Academy Awards.
Winslet had been expected to be named best supporting actress for The Reader, in which she plays a former Nazi prison guard who has an affair with a teenager.
But her second win for Revolutionary Road - in which she plays a frustrated housewife living in 1950s America - came as a surprise.
On Friday the Hollywood Foreign Press Association, which organises the Globes, mistakenly identified Anne Hathaway as the winner as best dramatic actress.
Winslet, 33, apologised to her fellow nominees for winning and paid tribute to her "spectacular" co-star Leonardo DiCaprio.
She also thanked her husband Sam Mendes for directing Revolutionary Road and "killing us every single day".
Boyle was named best director for Slumdog Millionaire, which also picked up prizes for Simon Beaufoy's screenplay and for AR Rahman's score.
The film is a rags-to-riches tale of an improbable 18-year-old winner of the Hindi version of the game show Who Wants to be a Millionaire?
"Your mad, pulsating affection for our film is much appreciated," said Boyle as he collected his individual award.
'Sadness and pride'
Ledger's honour was accepted by Dark Knight director Christopher Nolan, who said the late actor would be "eternally missed but never forgotten".
"All of us who worked with Heath accept with an awful mixture of sadness but incredible pride," he continued.
Irish star Colin Farrell was named best actor in a musical or comedy for his role as a hit man in black comedy In Bruges.
Woody Allen's Vicky Cristina Barcelona, meanwhile, was named best comedy, ahead of Happy-Go-Lucky and Mamma Mia.
Other winners include singer Bruce Springsteen, who received the best original song prize for his title track to The Wrestler.
The performer paid tribute to fellow nominee Clint Eastwood, saying it had felt "pretty good" to be competing against the veteran star.
Pixar's Wall-E was named best animated feature, while animated documentary Waltz with Bashir received the best foreign language film prize.
Hawkins was named best actress in a comedy or musical
But there were no awards for Doubt, Frost/Nixon and The Curious Case of Benjamin Button, despite them having led the field with five nominations apiece.
Steven Spielberg was presented the Cecil B DeMille Award for his "outstanding contribution to the entertainment field".
The Oscar-winning director had been due to receive the prize at last year's ceremony before it was cancelled as a result of the Hollywood writers' strike.
John Adams was named best mini-series, with additional awards for lead actors Paul Giamatti and Laura Linney.
Their British co-star Tom Wilkinson was also recognised, winning a best supporting actor prize for his role as Benjamin Franklin in the epic biopic of America's second president.
Stars on the red carpet at Globes
Sitcom 30 Rock was another big winner, picking up the best TV comedy prize as well as gongs for its stars Tina Fey and Alec Baldwin.
Mad Men was named best TV drama ahead of serial killer thriller Dexter and medical series House.
Irish actor Gabriel Byrne was named best actor in a TV drama for In Treatment, with Anna Paquin winning the female equivalent for True Blood.