THE INSIDER: CHLOE SEVIGNY

Chloe Sevigny has played everyone from an HIV-positive teen in Kids to a prairie skirt-wearing polygamist in Big Love, but she's pretty sure that her role as Shelley on American Horror Story: Asylum, is her craziest to date. "I think it might be kind of one of the heaviest things that I've ever done, as far as where she winds up," admits the actress. In the midst of Hurricane Sandy, we dialed in to a conference call with one of our all-time favorite It Girls ("This is so crazy and official, I've never done one of these before," she admitted on the phone) to talk about what's in store for Briarcliff Manor's resident nympho--and why she's over asymmetrical haircuts.

This isn't your first TV show--what interested you in American Horror Story? I guess it was having watched the first season and just being a fan of the show. I just thought it was so rich--the production design and costumes and how much detail went into it--and I just thought it was wildly entertaining. I was hoping the second season would be as much so. I didn't get to read any scripts prior to signing on, so I was kind of going in on blind faith hoping that it would be what I wanted it to be--it's proven so!

How'd you get the role of Shelley? I actually didn't have to audition! Thank God, because I'd never [have] gotten the role auditioning, I'm terrible at it. They just called and said they had this guest spot and they had me in mind for it. Actually, Ryan Murphy called me and we spoke for about an hour about the character and about the season and what he wanted to do with her. I'd never seen the show before, and I had to sign on without having read any scripts. So they sent me the first season and I watched that and I loved it; I was hooked right away and that's when I signed on. Then I showed up and got my first script and that's how I found out about the character after reading about more than what we had spoken about.

You've played all sorts of challenging roles, but it seems like acting with no legs must be one of the tougher ones. Well, the prosthetic pieces that they put on made it impossible to straighten my legs, so I had to keep my legs bent all day and I had to be wheeled around in a wheelchair and I was feeling quite helpless. It was a strange feeling to have to need assistance to do lots of different things. And that was probably the most challenging part: feeling kind of helpless in that way. I think when I read the third episode and I found out what happens to her and then [Ryan Murphy] kind of explained it to me, I was a little taken aback. [It's like] nothing I've done before and actually while we were shooting, I just laughed myself. I can't believe I'm here doing this, how did I get in this situation?

That's not a hairpiece in the show, right? Your hair is now partially shaved? It's a bit asymmetrical, a bit uneven, but it was better than going in at 4 am instead of 6 am to have them put a piece on, so I just kind of learned to live with it. I had the haircut actually when I was younger, like 20 or something, and it really worked. Now that I'm older, I found it not to be working quite so much.

What's in store for Shelley? I don't know how to say without giving it away! You see her transformed into something, something not so pleasant to look at.

American Horror Story often gets called a guilty pleasure; do you think of it that way? I don't think I would classify it as that; I think [of guilty pleasure] more like the Honey Boo Boo and that kind of crap. I don't even have a TV, so I don't watch any of it, but no, I wouldn't put American Horror Story in that category. I think, Why would you even be embarrassed or why would it be something guilty? It's great television. There are so many great actors. It has a little element of camp, sure, I'll give you that much, but I think it's a great show.

Please tell me your friends and family are watching the show. Well, nobody in my family is watching--I know my mom couldn't watch it, she's too much of a scared-y cat. But my friends are all loving it. Even last night I got, like, 100 texts saying, "Oh my God, your legs!" I do have some friends come visit me on the set and stuff and I share photos that I secretly took on my BlackBerry and everybody is really excited about it. It's a fun thing.

How has it been going from playing an inmate in a sanitarium to a detective in the upcoming A&E show Those Who Kill? I find it pretty easy. I already wrapped American Horror Story a couple of months ago. I think they might have me come back for something else; I'm not sure, so I'll have plenty of time and then of course delving into the scripts and research. With playing Catherine [in Those Who Kill] there will probably be some training involved also, so just trying to immerse yourself in whatever you're doing at the time. While we were shooting American Horror Story, I was also shooting Portlandia, so I was going from one set to the next, and I'd never really done that before. And Portlandia was so new for me because it's all improvisation and trying to be funny and all that, so it was quite difficult when you're shooting two at the same time.

Even though you don't have a TV, do you have any favorite shows? I watch Netflix, so I watch a lot: I watch Downton Abbey and Breaking Bad and Mad Men. I've been starting to watch Arrested Development, because I've never watched that before. I want to watch Twin Peaks; I've never watched that before. But I can't figure out the Hulu and all that. I'm going to get a TV eventually--I don't like the way the new ones look--but I do feel bad watching all of those shows on my computer, because I know all the craft and [to] watch on such a small screen seems like an injustice and kind of not fair to all the people who put in so much time and effort into the shows!

So what role have you not tackled yet that you're dying to do? I would love to do more comedic stuff. I'd like to do some sort of period…I don't know, romantic comedy kind of thing, which people just don't make anymore. Every actress always says she'd love to do something like that, so it's pretty typical I guess, you know, like a Hepburn kind of thing.

After a long day of shooting, how can you do anything and not think of, say, crazy doctors? A stiff drink at the end of the day really helps!

Watch Chloe on American Horror Story: Asylum this Wednesday at 10 pm on FX Network.