EXCLUSIVE: There’s a moment in American Sniper when the camera moves in scary close to Sienna Miller’s face as the character she plays — the wife of a Navy SEAL who has become a famed sharpshooter in Iraq — registers how far-gone is the love of her life and father of their children. Tears are streaming down her face as she realizes that Chris Kyle — the man she’s on the telephone with, played by Bradley Cooper — is not thousands of miles away but hunkered down in a nearby bar, drinking his way into the head that will allow him finally to come home.

Miller isn’t beautiful or fetching in the moment. She’s all but unrecognizable throughout the movie as a tough-girl Texan who falls for a hometown boy who claws his way to the perch that will make him a legend and a hero to some, a broken shell to those who love him most. It’s the most compelling scene in Clint Eastwood’s contemporary Western, at least among those unfolding off the battlefield. Miller’s is one of the most photographed faces in filmdom and yet it may not be until the credits roll that one becomes aware of how different she is, at 33, just seven years since Life magazine called her “America’s It Girl.” She had just opened in what would be a career-defining role, as Edie Sedgwick in George Hickenlooper’s Factory Girl. The parallels between Andy Warhol’s most famous creation and Miller herself, by then a regular denizen of gossip columns and tabloid covers, was honeydew to dime-store psychologists everywhere.

LIFEAlthough she appears in two of the year’s most celebrated films — Foxcatcher, in addition to American Sniper — Miller is living in Greenwich Village with her boyfriend and toddling daughter as she prepares for her opening opposite Alan Cumming in the long-running revival of Cabaret at Studio 54. As Sally Bowles, she follows a distinguished list of stars who have made the role their own, notably Emma Stone, whom she replaces for the last six weeks of the run beginning February 17; and the late Natasha Richardson, who originated the role in this revival back in 1998.

We met at a Village café and she was relaxed, glowing and talkative about the unexpected juggernaut of American Sniper, the challenges of playing Sally Bowles — whose film performance by Liza Minnelli is iconic — and what it was like the last time she stepped out on a Broadway stage (in a word: awful).

JEREMY GERARD: Let’s start with right now. Did they reach out to you?

SIENNA MILLER: No — I kind of reached out to them.

JEREMY GERARD: Did you?

SIENNA MILLER: Yeah, which I’ve never done before. I was supposed to be doing a James Gray’s film, Lost City of Z, and it got pushed. Suddenly had this chunk of time that I wasn’t working, and I just said, Is anyone taking over from Emma, because I’d love to do it. I did a singing audition I think two days before Christmas. Three weeks later, I was here. It was so last minute and haphazard.

JEREMY GERARD: Had you done any singing before on stage or in film?

“With Liza, well that girl goes on and becomes something. My version, she probably dies — and relatively soon.”

SIENNA MILLER: No, no, no. Never. You know, what makes the role of Sally such a joy for actresses who can sing is that she’s not supposed to be trained to perfection, and I think if she was, it really wouldn’t work for who she is.

JEREMY GERARD: Somebody struggling.

SIENNA MILLER: Yeah, she has to be a lost soul. She does not go on and become a star. With Liza, well that girl goes on and becomes something. My version, she probably dies and relatively soon. I mean, that’s how I see her.

JEREMY GERARD: What has it been like, diving into Cabaret just as this explosion of movies is going on?

"American Sniper" New York Premiere - Inside ArrivalsSIENNA MILLER: What, the success of Sniper? You know, I’ve never been really good at feeling connected to that side of things, and that’s the truth. With American Sniper, no one could ever have imagined that it would do what it did, but obviously, that’s great that it’s been so successful. But my focus is just completely in this play, which is actually a really nice distraction.

JEREMY GERARD: What was working with Clint Eastwood like for you?

SIENNA MILLER: I completely love him, and I think every actor that works with him has the same experience. It’s so different. It’s so relaxed. He’s very attentive. Because he’s an actor, and also he’s just enviably cool. He’s not going to sweat the small stuff. He’s been around the block a million times. He knows it’s not brain surgery. It’s filmmaking. It was very clear that he was totally focused on the story and very nurturing with me and Bradley. A lot of stuff came out of the improvisation he forced us to do. The bar scene at the beginning was maybe a two-and-a-half, three-minute scene, but he kept the camera rolling I think for about six minutes without cutting. You’re like, Oh my God, we’re still going. It forces you to this place where you just…you’re free-falling, and stuff happens.

“There are no boundaries to these women. So, as an actor to play that, to be completely free…and also in real life you see the allure of that. Of course it never really ends well.”

JEREMY GERARD: Is there a line connecting Taya Kyle to Sally Bowles?

Factory Girl - UK PremiereSIENNA MILLER: There’s more of a correlation for me between Edie Sedgwick and Sally Bowles. Sally could be Edie’s mom. The essence of Edie was someone I played and really investigated for a year. So a lot of the groundwork for Sally has been done. It’s the same essential spirit…that desperate soul who’s just needing something at every single moment and can’t be alone. If for one second she puts the brakes on, she will implode. It’s an amazing state to put yourself into. A really liberating thing to play.

JEREMY GERARD: How liberating?

SIENNA MILLER: Because it’s complete abandon. It’s exploring the most hedonistic…I don’t know, it feels bottomless. It feels like there are no limits. Nothing is too far. There are no boundaries to these women. So, as an actor to play that, to be completely free…and also in real life you see the allure of that. Of course it never really ends well.

JEREMY GERARD: Are the demands of making a film and doing a live show very different for you?

SIENNA MILLER: When you do a film, you’re in the hands of the director, and no matter what you do, ultimately, it’s not your product, you surrender control. Whereas with theater, it’s handed over to the company, and it moves, and it evolves. You think you’ve reached the peak, and then something else comes in. And there’s joy in having the live response of an audience.

JEREMY GERARD: Even when you feel like shit?

"After Miss Julie" Broadway Opening Night - Arrivals & Curtain CallSIENNA MILLER: Yeah, because it will carry you if you jump. I’ve done plays were I couldn’t bear the idea of going on again, and then it takes over.

JEREMY GERARD: Five years ago on Broadway you did Patrick Marber’s revised version of Miss Julie. You really put yourself out there, and it wasn’t well-received.

SIENNA MILLER: It just didn’t work, and it was the hardest thing I’ve ever had to do, go on stage the following night after a bad Ben Brantley review. I didn’t know how I was going to do it.

“I just felt embarrassed, and shy, and horribly exposed. But you get through it. I still wake up and think about how to play that part.”

JEREMY GERARD: And what happened?

SIENNA MILLER: You just do it. You do it, but it was awful. Some reviews were positive but that’s the only one that matters. I knew that everyone in the audience had read it, and it confirmed everything I’d ever felt about about myself. You’re insecure, of course you are, and that’s kind of why I do this, to overcome some of that. So I just felt embarrassed, and shy, and horribly exposed. But you get through it. I still wake up and think about how to play that part. It haunts me, but that’s part of the challenge. You dust yourself off.

JEREMY GERARD: Do you feel, these days, that you reclaimed something that had maybe gotten away from you?

SIENNA MILLER: Oh yeah, I do. Just the sense of self that wasn’t being scrutinized by horrible forms of media. I’m pretty certain that I’m exactly where I should be in terms of the profession.

JEREMY GERARD: Does that include directing?

sienna1SIENNA MILLER: No, not yet. I can imagine one day maybe thinking about that, but I have far more that I want to crack in what I’m actually doing.

JEREMY GERARD: So what do you want to crack?

SIENNA MILLER: I just want to get better and better, you know? I was quite scatterbrained before in having instincts that I think worked. It was a much more frenetic approach. I think I’m more forensic now, in that I will sit down and analyze something, and I will think about it, and I will read it, and read it, and read it, and read it. I’m actually really enjoying that side of working. Of course, I’ve finally had a film that made money, which is a really nice place to be and which I’ve never had. I can relax a little bit.