This past June, Lizzy Caplan visited Jimmy Kimmel Live and made a shocking declaration.

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“I understand that he’s the first guest and I’m the second guest,” she said of actor Jon Hamm, who was appearing on the same show, “and that implies that he’s, like, ‘better’ than me, and more famous. But he’s not better than me.”

And then she said, with a completely straight face, “I’m better than him.”

It was a ballsy thing to say about Hamm, who’d just come off a triumphant final season of Mad Men. And sure, there’s an argument to be made that she was being sarcastic. She is, after all, the comedy queen of sardonic one-liners (second only to Aubrey Plaza). But in a weird way, her not-so-humble brag moment was entirely accurate.

With all due to Jon Hamm, who deserves every accolade he gets, Lizzy Caplan might very well be the finest actor, male or female, of her generation.

Think we’re nuts? Or a bit too premature in our prediction? Consider the evidence: On movies like Mean Girls and Bachelorette, and TV shows like True Blood and New Girl, Caplan always gives mesmerizing performances, even when she has only a few throw-away lines. Even in forgettable movies—did anyone actually see 3, 2, 1… Frankie Go Boom?—she rises above the crappy material.

If you never saw her on Party Down, the cult sitcom that lasted just two seasons but launched numerous careers (Jane Lynch, Adam Scott), you missed Caplan come into her own as a comedic performer. Watching her do an eye roll was like witnessing Ian McKellen do King Lear; at times, it could leave you breathless.

And then there’s Masters of Sex, the groundbreaking Showtime series about Dr William Masters and Virginia Johnson, the real-life pioneers in human sexuality research. Caplan, who plays Johnson, has received heaps of critical praise and an Emmy nom since the show premiered in 2013.

But sometimes she’s been less than warmly received—like in the episode from last August, in which Caplan (as Johnson) took off her shirt and exposed her breasts to a gorilla. The New York Times was so unimpressed that they predicted “Flashing the Ape” would replace “Jumping the Shark” as the “go-to term for creatively racing to the bottom.”

Caplan weathered that storm. It didn’t destroy her career, as it might have for a lesser actor. Could Jon Hamm have survived Gorilla-Gate? Hard to say.

Caplan’s next project may seem like she’s playing it safe. The Night Before, a Christmas comedy co-starring Seth Rogen, is, on the surface, innocuous. But the last time she co-starred in a movie with Rogen—2014’s The Interview—it almost caused a war with North Korea.

We called Caplan in London—where she lives part time, when she’s not in LA— to talk about hot dog nachos, watching live sex shows in Amsterdam, and her ill-advised intimate exchange with a horny gorilla.

We all remember what happened the last tine you did a movie with Seth Rogen. What international incident is The Night Before going to cause?

[Laughs.] I think this one will probably cause a skirmish with Russia. Why not?

So it’s got a lot of Putin jokes?

I don’t remember a lot of Putin jokes, but I haven’t seen the final cut. I hope there are at least a few Putin jokes in there. The time is now. At its heart, The Night Before is really about the U.S. relations with Russia.

It’s also about Christmas, right?

Yes. Mostly Christmas. More Christmas than Putin, to be honest.

Are you a fan of holiday movies?

Huge fan. I watch It’s a Wonderful Life every year. And Elf. And then secretly, if I’m with other girls, I will probably watch Love Actually, because it’s really hard to convince males to watch that one with you. It’s a real shameful secret I just let you in on.

Your confession is going to blow up the Internet.

Yeah. We got hard-hitting all of a sudden.

What about eggnog? When you’re watching holiday movies, do you like your nog spiked or regular?

Um… neither.

What?

I came to nog late in life. I think that’s one of those things you have to be raised on, because I don’t really… it’s not for me.

What about hot dog nachos?

[Laughs] Yes!

You said in an interview years ago that your favorite food is hot dog nachos.

Y’know, I’ve never actually had them, because they don’t exist.

You lied?

No, no, it’s not a lie. It’s my favorite food. And honestly, I’m shocked they don’t exist because have you ever heard of a more perfect sounding food? I could probably try to make them, but I kinda want them to live in my fantasies only.

I’m still not sure what hot dog nachos would look like. Is it a hot dog bun filled with nachos?

Oh no, but that’s interesting, wow. You can really learn a lot about somebody by asking how they envision hot dog nachos. I think they would be a plate of nachos with tiny little hotdogs on them.

Ah okay, I see where you’re going with this. I was envisioning the bun as the canvass. But you’re saying the nachos are the main attraction?

Exactly, yes. You have to focus on the nachos, because if you let a hot dog run away with the attention, it will every time!

Forget the hot dog nachos. Let’s say you’re up late, watching Love Actually

Will you stop?!

What?

Oh god. Don’t make this about Love Actually! Jesus! You’re making me regret I told you about that!

You don’t love Love Actually anymore?

I am so embarrassed.

So maybe it’s not Love Actually. Whatever the movie is, what are you eating? What’s your movie snack?

I’m a big fan of tube meat always. I really like sausages. Anybody who knows anything about me knows of my obsession with sausages.

Your fellow actors too?

Oh yes. Very early on in our relationship, (Masters of Sex co-star) Michael Sheen bought me a sausage-making machine for my wrap gift one year. And this year, on my birthday, he hired people dressed in lederhosen to come to the set and sing to me in German and serve me sausages.

That is a beautiful story of friendship.

It really was quite something, and I was touched.

It’s not a casual relationship with sausage. If your fellow actors are hiring people to dress in leather breeches and serve sausage to you…

That means it’s a pretty serious relationship. We’re committed.

I’m from Chicago, so I can respect that.

Oh, then we need to talk about the Chicago hot dog. That’s the pinnacle. When I make a hot dog at home, I’ll always dress them Chicago style.

Where do you get the neon pickle relish?

You can get it. You can buy it in the supermarket. I also throw on a dill pickle spear, like a proper Chicago hot dog place.

But you’re not from Chicago, right? You were born and raised in Los Angeles.

But my father is actually from Chicago, so I’ve spent a lot of time there. I eat like somebody from Chicago. Although—this may be a controversial statement—I’m not the biggest fan of the deep-dish pizza.

This interview is over.

Okay. [Laughs.] I understand.

We should get back to the movie.

We can’t just talk about food?

No, sorry. The Night Before must be a refreshing change of pace for you. For once, every journalist isn’t asking you, “What’s it like to do all those nude scenes?”

Yeah, that’s been a nice relief. I’m a little tired of it. Although I do understand why people ask.

There are a lot of nude scenes in Masters of Sex.

There are, yes.

And occasionally gorilla sex scenes.

I’m sorry? Whatever do you mean?

You don’t recall having sexy times with a gorilla?

Yes, yes, I remember that. I remember it quite well.  It’s seared into my memory.

When you read that in the script, what was your first reaction? Were you excited? Apprehensive? Horrified?

I definitely had mixed feelings about it. I think a lot of us did. It’s my job as an actress on the show to execute the vision of the writers.

Have you watched it since?

I’ve never seen that episode. And I don’t know if I will.

Just not something you want to revisit?

It wasn’t an easy day at work for anybody. Maybe it was for the guy in the gorilla suit. You’d have to ask him.

Did the gorilla scene happen on the same day that you got fed sausages by singing Germans in lederhosen?

You know what? It actually did.

What? I was kidding!

It was on my birthday. It was the very same day.

No way!

Yes. Talk about highs and lows for your 33rd birthday.

Are you and Michael Sheen besties at this point?

We’ve been close friends from early on in the show. It made a difference, because it could get really intense. And I’m not even talking about the sex scenes and nudity. Just the emotional, tragic, taxing stuff we have to do. All of the co-stars and the crew, you’re with these people more than your family or your friends. It’s your entire life for those four and a half months.

And unlike family, they’re constantly seeing you naked.

It is weird. Our friendship is so specific to what we do. I don’t make friends in this way usually. Normally, when I meet somebody new, I take more than a couple days before we see each other without our clothes on.

When you’re creating a character, do you draw on anything from real life? Any quirks or mannerisms from people you know or have observed?

Not really. I mean, to some extent, sure. It’s our job to portray people who are not ourselves, so we need pay attention to how else people who are not ourselves are existing in the world. But, for me, it usually starts with putting myself in the situation, and thinking about how I’m react. I’m pretty good at this point at putting myself in somebody else’s shoes and knowing how she would behave.

At least inside your head, when you’re acting, are you always pretending to be one of the Real Housewives?

[Laughs.] Oh my god!

I only say that because you’ve been such a vocal fan of the Real Housewives series.

Oh yes, I love it. I love all of it. But no, I’ve never really imagined myself as one of them. I’m not sure I could really capture their spirit.

But if you were to switch places with any of the Housewives…

Oh lord.

Not forever. Just for a weekend.

I’m not sure if I’d want to switch places with any of them.

You don’t envy their lives? That’s weird.

I like the way it stands now, with them being the Housewives and me being a rapt viewer. I think we should just leave that as it is.

If I can quote from Countess Luann’s “Money Can’t Buy You Class.”

[Laughs.] Yes!

Are we getting too inside baseball?

We probably are, but I don’t care.

Should we mention that she was in the New York cast of Real Housewives?

People should already know this.

She sang, “Life is all about elegance and flair/ And savoir faire/ You don’t have to be rich or famous to be unforgettable.”

[Laughs uproariously, indecipherable.]

Have you found this to be true?

Yes, I think she really speaks the truth there. Not unlike Bob Dylan, she’s almost more of a poet than a songwriter.

It’s like “Visions of Johanna.” Nobody really knows exactly what she’s talking about.

Exactly. Those lyrics are an enigma. You can’t crack the code.

I read this story about you, and I’m curious if it’s bullshit.

[Laughs.] Okay, I’m ready for this.

You were backpacking through Amsterdam during your early 20s, and you paid to go see a live sex show.

Yep, that happened.

You paid money to see people have sex on stage?

Well sure. They’re everywhere in Amsterdam. If you walk down the street in the Red Light District, and there are guys standing outside, trying to get you to come into the live sex show. I was probably 21, and let me tell you, the sex was really boring.

Depressing boring, or just boring boring?

Depressing, in a way. They were definitely having sex with each other, intercourse was occurring, but it wasn’t in any way an erotic activity. It was like taking out the garbage. I recommend checking it out.

You do?

It’s unlike anything you’ll see. If you’re in Amsterdam, you should definitely find one of these shows. I wouldn’t recommend watching for more than five minutes, but at least pop your head in. You’ll get the gist of it.

These poor sex performers want to be there?

Well, they’re not sex slaves. I got the sense that they were couples in real life, because they were having conversations throughout, and they seemed to genuinely like each other. But what they were doing didn’t have anything to do with sex as I understood it. It was show business.

You’ve managed to avoid social media. You’re not on Twitter, Facebook, Instagram, any of it.

That’s right. I stay away from that.

How?

It’s pretty easy.

I have a 93 year old grandmother-in-law with a Facebook account. Everybody I know is on there. You’re not in the least bit tempted?

I do look at other people’s social media sites. And I’m a really big fan of looking at other people’s Tinder and swiping for them, because I think that’s so strange and odd. But for me personally, there’s no temptation. It’s probably a combination of things. I have reasons for staying off, for personal as well as professional reasons. But more than that, there’s something about turning your friends or anybody you know into your audience that doesn’t sit well for me. I always found it strange that you’re creating essentially an advertisement for your life.

That’s hard to argue with.

If anything, it takes you away from your life, rather than rooting you more firmly in it.

But then how are you going to like your friends’ baby photos?

They have to send them to me directly. It’s so wild.

Touché.

I live primarily in my hometown. I don’t have that desire to find out where all my friends from high school ended up. Cause the ones that I care about, I’m still close friends with them, and I get to see them regularly. It might be different if you leave your home town and everyone you love is spread out around the world and this is the only way you can keep in touch with them.

A critic for Vogue made an interesting criticism of you, claiming that you use sarcasm to “hide (your) fear of intimacy within a spiky thicket of words.”

Whoa.

Do you feel like that’s what’s going on? When you’re being caustic or snarky, are you just masking your need for a hug?

Yes, that’s it. [Laughs.] No, actually, not at all. I don’t need a hug. But thanks for asking!

But is sarcasm a defense mechanism?

Well sure. That’s absolutely what it is. But I remember when I was younger and auditioning for roles. I always got notes from casting directors, wanting me to amp up my vulnerability. Especially in shows about high school kids or people in their early 20s. I never really understood that.

Being vulnerable?

Not being openly vulnerable was absolutely a conscious decision for me. Only in poorly written and poorly made TV shows do people say exactly what they’re thinking and feeling. People don’t show that side of themselves so willingly in real life. They’ll do anything to conceal it. Don’t you think?

I do, actually. Maybe it’s healthy to share your emotions with anybody who asks.

It probably is. I bet it’s the epitome of health. But how many of us are living that way?

Nobody I know.

We’re all saddled with our own issues. If you’ve been in an intimate relationship, whether it’s a close friendship or romantic relationship, it’s hard to get people to show you who they really are. It takes time and trust and it’s not something you offer up. I just want to hide. Doesn’t everybody?

(This interview originally appeared, in a slightly different form, in the December, 2015 issue of Malibu Magazine.)