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For a while, Bigelow lived as an impoverished artist [in NYC], staying with painter Julian Schnabel in performance artist Vito Acconci's loft. She had a minor role in Richard Serra's video Prisoner's Dilemma (1974). Bigelow teamed up with Philip Glass on a real-estate venture in which they renovated distressed apartments downtown and sold them for a profit.
Bigelow entered the graduate film program at Columbia University, where she studied theory and criticism and earned her master's degree. Her professors included Vito Acconci, Sylvère Lotringer, and Susan Sontag, as well as Andrew Sarris and Edward W. Said,