Actor Sam Rockwell has emerged as something of a muse to Irish playwright and filmmaker Martin McDonagh. Rockwell appeared in McDonagh’s black comedy A Behanding in Spokane when it opened on Broadway in 2010. The actor went on to star in Seven Psychopaths, a 2012 film McDonagh wrote and directed. The pair’s latest collaboration is Three Billboards Outside Ebbing, Missouri, in which Rockwell plays small-town police officer Jason Dixon, a role McDonagh has said he wrote for Rockwell. The film, which also stars Frances McDormand and Woody Harrelson, opens Friday.

Rockwell spoke with Vanity Fair executive West Coast editor Krista Smith about his work with McDonagh, his friendship with actor Chris Messina (The Mindy Project), and his long and varied career, including his upcoming role as George W. Bush in Adam McKay’s biopic of former vice president Dick Cheney.

Vanity Fair: What is it like to work with a writer-director through several projects? How has your relationship evolved, and how as your acting evolved?

Sam Rockwell: [Martin’s] evolved as a filmmaker. He’s a really charming and compassionate person. I think it’s the main thing about great directors, whether it’s Tony Goldwyn or Ridley Scott or John Favreau, any of these guys, Adam McKay—they have compassion. I think a director has to have people skills and he’s got to be compassionate. You hear the horror stories about the directors that aren’t, and they’re antiseptic, and you know, it’s not fun. It’s not fun. I think without compassion, and intelligence, and talent, you’re not going to be a good director.

I think Martin is really flexible now. I think he’s learned a lot, and lets me be loose. When I play a lot of crazy guys, you know, [directors] give you a little leeway. When you play anti-heroes, psychos, you get a little more leeway. Obviously, I’ve learned a lot from doing theater and doing little movies that nobody saw, [about] how to play Dixon. I was ready to play this guy because I’ve done a million drunk scenes on stage and in films that nobody saw.

There’s a little movie that nobody saw called The Winning Season, where I played a basketball coach.

You were fantastic. One of my favorite movies.

You saw The Winning Season?

I saw it at Sundance.

I worked my ass off on that thing!

You’ve done a lot of theater.

The main agenda that Fran [McDormand] and I are pushing is the theater geek [agenda], and Chris Messina would push the same thing. Like, all these people, Woody, Peter Dinklage, John Hawkes, everybody in the movies are theater nerds, you know.

The thing is, nobody in Hollywood cares about theater, but I think it’s important because, by the time Chris Walken gets to that monologue in Pulp Fiction, he’s already done all these great [roles], he’s done Iago [from Othello]. He knows how to chew text. I keep encouraging Messina to get back on the boards!

Did Martin write the part of Dixon specifically for you?

He says he did. He wrote Billy in Psychos and Mervyn in Behanding. . . I feel like they’re all derivative of some sort of [Martin] Scorsese/[Robert] De Niro thing, or just De Niro in general. Whether it be Travis Bickle or King of Comedy, and Bang the Drum Slowly. We even sing “Streets of Laredo” in the beginning [of Three Billboards], which is from Bang the Drum Slowly.

So there are some hidden homages in there?

Yeah. Martin and I, on Seven Psychopaths, we said, “Let’s watch the scene from Taxi Driver,” and we ended up watching the whole thing. Just sitting on the couch, me and him, watching Taxi Driver, which we’ve seen a million times.

Did you shoot the film in Missouri?

We shot in Asheville, North Carolina. Beforehand I went to southern Missouri, just ‘cause I had the time, and I had the luxury of going down there. I had never done any of that cop shit . . . so I did a couple ride-alongs with these cops. I had this amazing dialect coach help me. She found like two cops, and one of them, Josh McCullum, he taped my lines and I went down there and we hung out.

You work all the time, whether you’re on stage or in film, and you still work with a coach.

You know, a lot of actors do, and they don’t talk about it, I think. You know, you need help, it takes a village. You gotta have help.

Do you ever doubt your decisions?

Yeah, all the time. I mean, as soon as I took on [the role of] W, I was like, “What the fuck did I say yes to?” I told Adam, I’m not going to sleep now, you know, even though I’m not doing a lead. Christian [Bale]’s the lead, he’s got it all on his back. The debates with Gore, it’s like, “Oh, fuck, this doesn’t feel supporting.” I’m not complaining, it’s like playing Elvis Presley, this guy is really famous.

Does it take a toll on you?

It does take a toll on me, but it’s hard to “just” go to work. Whenever I just go to work, I usually regret it. I can’t really just show up. I don’t think Messina can either. You know, so, if you just go for a paycheck you’re going to regret it.

You play a lot of flawed characters.

Yeah, yeah.

Joaquin Phoenix comes to mind as someone who can play horrible people that you also sympathize with.

I’m getting a little emotional because I’m thinking about Phil [Seymour Hoffman], because you mention Joaquin, and I thought of The Master.

He was a giant presence.

Yeah. He directed me in a play, and he was a dear friend, and he comes up a lot in my mind. Joaquin and I talked about him a little bit, and I know Joaquin, he’s got a tender soul. He’s a tender heart. I guess that fragility is sometimes necessary. You know Phil had a great fragility, but also, he knew his way was the right way.

Could you ever imagine doing anything else?

No, I don’t have any other skills. Pumping gas?

I talked to Chris Messina about his favorite performances by you. Let’s talk about some of your roles and some of the people you’ve worked with. Let’s start with Confessions of a Dangerous Mind, where you are Chuck Barris, directed by George Clooney.

Well, George fought for me. You know, [producer] Harvey [Weinstein] didn’t want me. I think Clooney put a golf club through his office wall at one point, arguing about getting me in this movie. I mean, he really went to bat for me.

How about Conviction? You played Kenny Waters opposite Hilary Swank.

Hilary, she’s a baller. I put her up there with Gene Hackman and Frances and Nina Arianda (Rockwell’s co-star in Fool for Love on Broadway).

In Moon in 2009, you played Sam Bell and Sam’s doppelganger.

I was terrified. [Director] Duncan Jones and I were terrified. We watched Dead Ringers and we listened to the DVD extras. Jeremy Irons in Dead Ringers is a big part of why I was able to figure this out. My acting coach told me to watch Midnight Cowboy. He said, you should watch buddy movies. So, I watched that.

All right. The Winning Season.

Well, thank god you’ve seen this. You and Messina are probably the only people that’ve seen it. I was really proud of this movie. I trained at this N.B.A. player’s, W.N.B.A. player, and I had a lot of fun. Rooney and I wrote this little scene together. Leslie [Bibb, Rockwell’s girlfriend] gave me a great ad-lib for that scene with Rooney. I say, “You’re not my type.” She says, “What’s your type?” I say, “I like an onion butt.” What’s an onion butt? It’s an ass that makes you cry.

The Assassination of Jesse James by the Coward Robert Ford. Brad Pitt really wanted you for the part of Charley Ford, the brother of Robert Ford, played by Casey Affleck, and was fighting you, trying to convince you. Give me the story, for the record.

For the record, we’re all auditioning for Casey’s part. I was too old, but I got pretty close, I read with Brad. Ultimately, Casey got the part, he was better for the part. He looks like the real guy. And so, they wanted me to play the brother and I said no. Then they came back and I said no again.

A part is like this, you’re in love with Roberta, but Roberta is getting married, but then they say, “Doris really likes you.” I wanted to play Bob Ford, but everyone else wanted it. Anyway, I get a photograph. It was [Jeremy] Renner, Casey, Brad, on these horses, and an empty horse. It was full-tilt boogie, for some reason they wanted me to do this badly. I’m not still really sure why.

So I’m packing . . . but they didn’t come up with the right money. So I said no. Now I’m unpacking. I’m not going. Then my doorbell rings, and I look and it’s fucking Brad. He’s got Zahara on his shoulders, and I’m in my apartment. He says, “You gonna make me walk up these stairs?” I said, “Come on, what are you doing here, what the fuck are you doing? Come on up, man.” I knew him a little bit through George and Confessions, and I always got along with him. But he comes up the stairs.

He comes up and he says, “What are you doing? Come on, Roger Deakins is shooting this thing. It’s going to be a great movie. This is going to be around forever. I know you want to play the tough guy with the gun, all that shit, but this guy shoots himself in the heart. This guy is the heart of the movie. You got to play this part. You got to do this.”

He said: “Come downstairs, meet the old lady.” I go downstairs, there’s this big SUV, and Angelina’s in the car. I say hi. She says, “O.K., see you later, we’ll be back.” That was it. Then I called him. I said, “All right.” I got on a plane. Brad was right.

Just one for the ages: Charlie’s Angels.

Phil [Hoffman] told me not to do it. Then he came to the premiere and said that he was wrong. I’ll never forget that. Phil said that it was a great movie, and it is. This is a fun fucking popcorn movie. It’s awesome.

In Snow Angels, you play a recovering alcoholic and born-again Christian.

Well, that was a great experience. Kate [Beckinsale], do you know her? She fucking funny. She’s like Sarah Silverman funny. [I played] another sort of Travis Bickle archetype. I mean, I think this prepared me to do Three Billboards in a way because [I] did a lot of research on the born-again stuff, which is really fascinating. Went to a lot of services. Had to learn about the Bible. I did a play about Judas that Phil directed where I had to do a drunk scene, and Phil taught me a lot, which, I think, informed that performance.

How about Iron Man?

It felt like an independent movie because of Jon Favreau. And [screenwriter] Justin Theroux was the reason I was in it. It was an amazing experience.

At this point in your career, who else do you want to work with, or do you not even think that way?

Yeah, sure. You know, the obvious, [Paul Thomas] Anderson, [Steven] Spielberg, you know, all greats.

Do you think you’ll work with Martin again?

I think so; I don’t know when. He’s already done plenty for me.