If you’re like us, you found Boardwalk Empire to be a visually stunning but highly flawed show from a narrative perspective. However, there was absolutely nothing flawed about the beautiful Gretchen Mol and her performance in Boardwalk as showgirl-turned-high-end-brothel madam Gillian Darmody, who was as sexy as she was batshit crazy. Mol’s Darmody was inarguably one of the highlights of the series for all five of its seasons.

But we shouldn’t have been surprised. Embodying complex characters is the modus operandi for Mol, who over the last 20 years has racked up credits in fine films and TV shows like Rounders, Donnie Brasco, The Notorious Bettie Page and Mozart in the Jungle (most notable for her steamy affair with Saffron Burrows).

Beginning tomorrow, Mol stars in the Hulu drama Chance as Jaclyn Blackstone, a woman with an abusive husband and (possible) multiple personalities who seeks the help of a neuropsychiatrist played by Hugh Laurie. Next month, she’ll star opposite Casey Affleck in the buzzed-about Kenneth Lonergan joint Manchester by the Sea.

Here, Mol talks exclusively with Made Man about her new show Chance, past roles and her surprising family connection to the Mayflower Pilgrims. (Speaking of which, if they ever make a premium-cable TV show about the Pilgrims, we definitely want Mol to be part of the production.)

“I’m drawn to interesting, juicy characters, and they tend to be more complicated and dark.”

What attracted you to Chance and Jaclyn?
The moodiness of it really spoke to me. I’m drawn to interesting, juicy characters, and they tend to be more complicated and dark. If a person is interesting there’s some darkness and some lightness—duality—and that’s what I’m interested in. The character is attracted to chaos and manipulation. I’m enjoying discovering who she is.

How did you prepare to play her? Did you do any research?
I read about [multiple-personality disorder] and spoke to a woman who had dealt with a multiple-personality case. But I felt that I had to let go of all of that and not know too much, to be surprised as well. Because with the shifting quality of this character, I don’t want to have too much control over it myself.

Do you consider this one of your favorite roles?
Absolutely. But Bettie Page and Gillian Darmody in Boardwalk Empire were pretty great.

Both of those are period pieces, and you’ve done quite a few others. What makes you so suited to them?
I gravitate to the beauty, the aesthetic, anything that’s not what’s happening today. I love vintage clothes. I feel when I try to audition for contemporary films, I’m like a dime a dozen. It doesn’t quite land for me, unlike when it’s a character that has to do with a different time or place, characters from other times.

Did you always want to act?
I did, yeah. When I was about eight I used to play actress. I’d plant cardboard boxes with clothes in them as if I was receiving costumes. I somehow knew. I’ve been wanting this for a long time.

What was your big break?
There have been a lot of different things that have happened, having someone believing in me—the guy who cast me in Godspell in summer stock, Spike Lee casting me in my first film, Girl 6. I had a tiny part. Doing Rounders and getting the [September 1998] cover of Vanity Fair that led to Bettie Page. That was the first time everything came together with confidence and the right footing—right place, right time, right director.

What kinds of roles are you looking for now?
I don’t know. Does the material feel juicy to me? That’s all I can go on when picking the next thing. I’m finding these days that the roles are better in television or a play. And I feel like I’m more of a character actress than a leading-lady type.

Your maternal ancestors William Brewster and James Avery came over on the Mayflower. Pretty impressive. Were you aware of that as a kid?
No. My mother’s family sort of knew, but I was about 16 when we first talked about it. It became interesting to me as a grown-up. It is kind of amazing. But it doesn’t feel like any part of my identity.