Bale picked up two gongs – best actor and best actor in a comedy – for his role in political biopic Vice, while Colman scooped the best actress in a comedy prize for her portrayal of Queen Anne in The Favourite.
The Critics’ Choice best actress overall award was shared between Lady Gaga, for A Star Is Born, and Golden Globe winner Glenn Close, for The Wife.
Dished out by the Broadcast Film Critics Association, the awards honour the best in film and television and are generally considered a good indicator for the Oscars.
Accepting his comedy award, Bale said: “I guess time sort of allows it to be considered a comedy, but it’s really a tragedy.”
The actor, who underwent a drastic physical transformation to play controversial former vice president Dick Cheney, compared the politician to Satan during his Golden Globes speech.
Bale beat A Star Is Born actor and director Bradley Cooper to the overall best actor prize.
Colman, who did not attend the ceremony, picked up the best comedy actress prize ahead of fellow Brit, Mary Poppins Returns star Emily Blunt.
Roma, director Alfonso Cuaron’s semi-biographical black-and-white film, was named best picture, beating Vice, The Favourite, A Star Is Born and Mary Poppins Returns, as well as Black Panther, BlacKkKlansman, First Man, Green Book and If Beale Street Could Talk.
Cuaron also picked up the prize for best director.
First Man star Foy was another British winner, and gave a powerful speech while accepting the #SeeHer award in recognition of her contribution to women in film.
“I accept this award as an encouragement to myself to be brave enough to face and see myself, and by doing, hopefully, I can understand and see others, and ultimately I can help others to see themselves,” she said.
However, Foy was beaten to the best supporting actress gong by If Beale Street Could Talk star Regina King.
Ben Whishaw, Thandie Newton and Matthew Rhys also added to the British winners list, with Whishaw picking up the best supporting actor in a limited series or movie made for television prize, for his role in A Very English Scandal, opposite Hugh Grant.
Newton won best supporting actress in a drama series for her role in Westworld, while Rhys took home the male equivalent for The Americans.
And comedy thriller Killing Eve was also recognised, with star Sandra Oh named best actress in a drama series.
Green Book star Mahershala Ali added to his Golden Globes success by picking up the best supporting actor award.
The Favourite, which had led the way with 14 nominations, won the best acting ensemble prize, while Crazy Rich Asians won best comedy.