Just for fun:
ContourPlot is another alternative. Using the Thies Function:
ContourPlot[-y*Exp[-y^2/2] - x == 0, {x, -2, 2}, {y, 0, 4}, Axes -> True, Frame -> None]

RegionPlot is another
RegionPlot[-y*Exp[-y^2/2] > x, {x, -2.1, 2.1}, {y, -.1, 4.1}, Axes -> True, Frame -> None, PlotStyle -> White, PlotRange -> {{-2, 2}, {0, 4}}]

And finally, minimized REALLY using ListCurvePathPlot and Solve :
Off[Solve::ifun, FindMaxValue::fmgz]; ListCurvePathPlot[ Join @@ Table[ {x, y} /. Solve[-y*Exp[-y^2/2] == x, y], {x, FindMaxValue[-y*Exp[-y^2/2], y], 0, .01}], PlotRange -> {{-2, 2}, {0, 4}}] On[Solve::ifun, FindMaxValue::fmgz];

Off topic
Reply to Sjoerd None of the answers given thus far can work with Plot Filling option .
Answer: Not required
f={.5 Sin[2 y],Sin[y]}; RegionPlot[Min@f<=x<=Max@f,{x,-1,1},{y,-0.1,2.1 Pi}, Axes->True,Frame->None, PlotRange->{{-2,2},{0,2 Pi}}, PlotPoints->500]
