Even if you didn’t watch Downton Abbey, you’ve probably seen photos of Michelle Dockery as Lady Mary Crawley, the epitome of upper-class English elegance and grace. She rips that very proper image to shreds in TNT’s Good Behavior, premiering tonight at 9/8c.

She plays Letty Raines, a hard-drinking, coke-snorting American parolee who wants to clean up her act and reclaim custody of her son but gets sucked back into the criminal life when she thwarts a hired killer (Juan Diego Botto) and winds up entangled in a love/hate relationship.

It’s juicy stuff, and fun to see Dockery as a sexy badass rocking various disguises and personas to work her cons. Here’s what she told us about the gig, other projects and the best advice she ever got.

“I have four different wigs. There’s a tough aspect to the first, red one she wears. In the blond wig, she’s a little more flirty.”

Were you looking for something very different from Downton Abbey?
No. It just happened to come along. I was very fortunate to go from Downton Abbey to this quite quickly. I like to keep working. It’s very different and very freeing to play someone new.

When I first read the script, it was like nothing else I had ever read before and I could visualize it from the page. As much as it’s dark, it can be very light, and it can be extremely funny.

What do you like most about Letty? Do you see any parallels with Lady Mary?
She’s an extraordinary character. She’s flawed and trying to be better. Letty is a very colorful, complex character, much like Lady Mary was. I think she finds it hard to exist as normal people do. She gets bored very, very easily, and the dressing up and becoming another character within the character is also the addiction. It’s the high, you know, following people and being someone else to escape the pain or who she really is. And that has been really fun to play. We decided from the very beginning that Letty was very good at accents and good at changing her persona. I have four different wigs. There’s a tough aspect to the first, red one she wears. In the blond wig, she’s a little more flirty.

Was the southern accent hard to master?
No, I think a southern is much easier for a British actor than a general American accent.

Was there any other learning or training involved?
Not specifically. It was more just finding the right research. I found this great documentary on Netflix called The Life and Crimes of Doris Payne, which is about a thief who is 86 years old, and she’s still at it. Throughout her life she has put on these personas and pretended to be other people in order to go about her thieving. So that was research.

How have you liked working here in the States?
I love spending time here. It’s been a real change for me. Being away from home, you can take your eye off the ball a little bit. It’s lovely to be in a climate like this for a change. It’s good to change it up.

What do you miss most about Downton Abbey?
The people. My friends. We’re all off doing different things now all over the world.

There’s talk of a Downton Abbey movie. Do you think you’ll play Lady Mary again?
We’ll see. I mean, I’m open to the idea of the film. I’m looking forward to seeing if that happens. I’ll always have a place in my heart for that character, and I think that you kind of take your characters with you as you go on in your career.

What’s the best career advice you’ve ever received?
To try and live in the moment as much as possible because a career like acting, you never really know where you’re going to be, and that’s what’s so exciting about it. You end up in places and with people you would never expect to meet.