It was pretty amazing. I remember that I finished the play and the next day [July 4th] I flew to St Paul and then started working on July 5th. It was just a shot-out-of-the-cannon kind of feeling. I was really nervous before I went. I kept calling Bob and [asking], What's your idea for the overall concept for the cowboys? He was like, John, when you get here, you are just going to see how we work and everything's going to be just fine. I hung up the phone and I was like, That didn't make me feel any better. And then as soon as I got there, I realized what he'd meant. Like, you'd just walk onto the set and it's already alive. It's so fertile, you know? On a lot of movie sets there's this pressure. I just never felt like I could make a mistake, honestly.
Bob was just so happy to have me there and any time I had a question while we were shooting, he has this great habit of just bouncing [the idea] back to you. You can say, Well, what should [my character] do? And he'd go, I don't know, [that's why] I hired you! What do you think he should do? That's why I hired you, so that you'd be able to do that work. I don't want to do that work. I think actors love him so much because he gives people their own power. He lets you collaborate in the process as opposed to [performing like] a marionette. He really encourages you to fill out your character.
The Intimidation Factor Signing on to a Robert Altman Film: Madsen said, My agent called me and he has this funny, kind of trying not to be nervous sound in his voice - when I know it's a good job. And then he says, You know, Bob Altman wants you to call him. I said, Okay... Then I say [whispering], But I can't call him Bob. His assistant calls and says, Virginia, I got Bob Altman on the phone! I was like, I can't call him Bob! [Laughing] And she's like, Yeah you can. Everybody calls him Bob. You'll see when you meet him. He's Bob.
Well, he was Mr. Altman and Sir for about a week - he didn't want me to call him that. Then I just didn't call him anything. I just responded [to his directions]. The thing is that, very quickly when you're around him, you realize that he IS Bob. He's very amiable. He's a man of great power and you can sense that. He's really that, sort of, alpha male. And in that way you just want to follow him but there's something about him There's a light about him that makes you feel very relaxed and not intimidated at all. You want to be creative. So, it took a while but he became Bob."
Life on the Set of A Prairie Home Companion: You know, it's clear that in this situation, on an Altman set, you have creative freedom, explained Madsen. You can, sort of, dare to be bad. It's like he's not going to let you be bad. I think if someone were that rigid, they probably aren't all that confident [with their capabilities]. I mean Altman is such a man of confidence.
The Intricacies of Working with Robert Altman: John C Reilly said, Actually, I've worked with directors in the past that work in similar ways. Every director has their own way of making a movie but Paul Thomas Anderson encourages a lot of improvisation. Lasse Hallström, when I did What's Eating Gilbert Grape, would say Just get these basic ideas across and how you get to that place is up to you. So I've worked with a lot of directors before that let you improvise. It is exciting but it's also a big responsibility because you're, in essence, writing the script on your feet. It's actually a big responsibility. But I like to work that way. As long as I have a confidence [in] what the character's about, I feel like I can improvise in an organic way.
Figuring out how to capture the character of an angel was one of Madsens biggest challenges. When I first got there because I too had many, many questions about [portraying this character]. Why am I doing this and why am I doing that? He's just he's like, Well because YOU'RE DEAD! Of course there were many more discussions like that because I had such a confusing, weird, strange role to play. But ultimately, I just felt really at ease to just experiment.