If you think that sometimes Downton Abbey," just wait until you see how she steps right up to the edge in "Good Behavior."
For her new TNT drama, Dockery steps directly from the lavish estate of early 20th Century British aristocracy into the modern world, leaving Lady Mary's fragile veneer of civility behind and embracing darker impulses. As Letty, she's a career con artist and recovering meth addict fresh out of prison and looking to rebuild her life with her 10-year-old son while still pursuing her illicit craft, and when she tries to access her more altruistic nature and help avert the contract killing of a stranger, it leads her to become entangled with an enigmatic hitman (Jaun Diego Botto), who has the potential to be her undoing ... or perhaps her salvation.
It's a wholly different star turn for Dockery, who discussed why being bad feels so good with a small group of journalists.
On how the new series helped her move forward from "Downton Abbey":
Michelle Dockery: I was very fortunate to go from "Downton Abbey" on to this quite quickly. I like to keep working. They're two very, very different characters. So it was very different and very freeing to play someone new.
On whether she was looking for a role far removed from Lady Mary:
No. It just happened to come along, so I was very lucky to find something that was quite different.
There are parallels with those women: Letty is a very colorful, complex character. She's much like Lady Mary was. I 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. Yeah, she's someone I love to play.
On whether she expects that she'll play Lady Mary again one day:
We'll see. I'm open to the idea of the film. Yeah, I'm looking forward to seeing if that happens.
On playing characters that can be unlikable on occasion:
I mean, in my experience, they're the best of characters to play! I don't think they need to be likable to like them in that sense. I think some of the best characters don't always behave well. The relationship between them is so interesting, and it is a messed up love story and a very unconventional love story, and they recognize so much in one another. In some ways, it's like a meeting of minds because they are so similar in many ways.
I think Letty finds it hard to sort of exist as normal people do. I think she she gets bored very, very easily, and the dressing up part of it 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. It's character within character, which is a dream for an actor. I have four different wigs. They all have different names.
On Letty's ever-changing array of looks, accents, and, of course, those wigs:
Well, it really varies on the situation that Letty's in. With the first wig, there's a business-like quality to that character. She's very into the hotel. She wants to just get the job done, so it's like that sort of toughness to that one. Whereas the blonde one, that's a contrast because she's a little bit more fluttery, and she's flirting with Javier.
So it's really fun playing those characters-within-a-character, and getting to change the accent. Actually, we decided from the very beginning that Letty was very good at that, good at accents and good at changing her persona.
And a Southern accent is much easier for a British actor than a general American -- I think so, anyway.
On the research discovery that helped shape her performance:
I found this great documentary on Netflix called "The Life and Crimes of Doris Payne," which is a documentary about a thief who is 86 years old, and she's still at it. She, throughout her life, has put on these personas and pretended to be other people in order to go about her thieving.
On her experience in America while shooting on location:
I love spending time here! It's been a real change for me. It's been, obviously, a very interesting time to be here with the election coming up. It's something that I felt was always at the forefront for me, because of course being away from home, you can take your eye off the ball a little bit because you're not at home, and the politics here has been something that I've been reading about more than I normally would.
It's lovely to be in a climate like this for a change. Not as much rain, and seeing different states. Spent time in North Carolina, and now in New Mexico. So I like spending time here. It's good to change it up.
On what she's discovered about her career as an actor:
What I've learned, I guess, is to not expect ... and to try and live in the moment as much as possible, because in a career like acting, you never really know where you're going to be.
And that's what's so exciting about it, actually, is that you end up in places and with people you would never expect to meet. That's what's so lovely about the journey as an actor.
"Good Behavior" premieres November 15 on TNT.