James Cameron also picked up the prize for best director for his work on "Avatar."
"I'm going to try to make this as brief as I can because, frankly, I have to pee something fierce," Cameron quipped upon accepting his award. "I'm actually not well-prepared because, frankly, I thought ('The Hurt Locker' director) Kathryn Bigelow was going to get this. So I'm kind of winging it here. And she richly deserves it. But make no mistake, I'm very grateful to the Hollywood Foreign Press Association."
Bigelow is Cameron's ex-wife.
Robert Downey Jr. won the award for best actor in a comedy or musical film for playing the titular sleuth in "Sherlock Holmes."
"If you start playing violins, I will tear this joint apart," the star joked, referring to the music used to tell actors when to wrap up their acceptance speeches.
"First of all, I'd like to thank (my wife and producer) Susan Downey for telling me Matt Damon was going to win, so don't bother to prepare a speech.
That was at about 10 a.m. I don't have anybody to thank," he deadpanned. "I'm sorry. Everybody's been so gratuitous, it was a collaboration. We all did this together. I'm certainly not going to thank Warner Bros. ... They needed me. 'Avatar' was going to take us to the cleaners. If they didn't have me, they didn't have a shot. What am I going to do? Thank (producer) Joel Silver? The guy who's only re-started my career 12 times since I began 25 years ago? ... I really don't want to thank my wife because I could be bussing tables at the Daily Grill right now if not for her. ... (Director) Guy Ritchie had a great vision for this film and a lot of great people came together and we worked our (expletive) off and it's just a privilege."
Sandra Bullock took home the Globe for best actress in a drama film for her role as the plucky adoptive mother of a football player in "The Blind Side."
"Do I need to thank whoever bought this for me? Kidding. Thank you, Hollywood Foreign Press Association. After all these years, you let me step over to the other side (from comedy). Thank you for putting me in this extraordinary category with these amazing women I get to share this night with."
Austria's Christoph Waltz won the award for best supporting actor for his portrayal of a merciless Nazi officer in Quentin Tarantino's blood-soaked World War II picture "Inglourious Basterds."
"Thank you very, very much, members of the Hollywood Foreign Press Association," Waltz said. "A year and a half ago, I was exposed to the gravitational forces of Quentin Tarantino and he took my modest little world and with the power of his talent and his words and his vision, he flung it into his orbit -- a dizzying experience."
Jeff Bridges earned the gong for best actor in a drama film for "Crazy Heart," "Up in the Air" won the award for best screenplay, "Up" was named best animated film and "The White Ribbon" took the trophy for best documentary.
Copyright 2010 by United Press International.