‘The Penguin,’ ‘Black Mirror,’ ‘How I Met Your Mother’

In conversation, Milioti comes off as profoundly normal: Quick to laugh at herself, keen to connect, and disinterested in dwelling on herself or her acting process — including her aversion to watching her own performances. “I don’t think it’s very natural,” she says. “I don’t think we’re meant to meet ourselves that way.” And yet, when asked by Variety to look back across highlights from her entire career, Milioti totally embraces the opportunity.

The Sopranos (2006–2007)

Director Steve Buscemi cast Milioti in her first on-screen role, as a mob boss’ daughter on Season 6 of one of the most acclaimed TV shows of all time.

I hadn’t seen it because we couldn’t afford HBO. I was already really nervous just because that was such a big set, and I didn’t know how sets worked. If I’d known how significant that show is, I would’ve been a mess. Steve Buscemi was so kind. It can be really easy to get lost in the shuffle, and he treated me like I was just as important as someone who’d been on the show for years. I was on the verge of dropping out of college. I was accruing debt and frustrated and excitable and eager. I got that job and then was like, “OK, I can drop out.”

30 Rock (2011)

Milioti guest starred as a comedy writer who embodies the over-sexualized and infantilized anti-feminist stereotype of the early 2010s so completely that fans still quote the character’s catchphrase — “I’m a very sexy baby” — back to her.

That remains one of my favorite roles that I’ve ever gotten to play. I went in on that audition with that voice and was like, “Oh, I know what to do here.” I was obsessed with that show. That experience was a fever dream of joy because I knew all of those sets inside and out. Tina was such a huge hero of mine. She also could not have been more welcoming. The blonde wig that I’m wearing is the same wig that Will Forte wears as Jenna’s boyfriend — I remember being really jazzed about that.

Once (2011–2013)

Adapted from the beloved 2007 feature film, this Broadway show won the Tony for best musical; Milioti was nominated for best actress for her performance as a Czech musician who falls in love with an Irish busker.

I think I performed that show over 500 times. That show changed me on a very deep level, but it was challenging to do. You’re playing piano, you’re singing non-stop, and that story is so heart-wrenching. There were nights where you could feel the air change and hear people crying and you just felt in communion — but 500 times of that is really hard. And I had no life during that show. I didn’t go out ever. I didn’t talk on the phone, I was so worried about my voice. I think I would do that differently now. I was so young. Now, I think I would be like, you have to live a little, because it’s a lot to live like that.

My favorite song from that show is “Gold,” which ends Act One and is when my character realizes that she’s in love. She sees everyone slow dancing with their instruments. I still get chills thinking about it. Then, in Act Two, there’s this scene where we all sing it a cappella, and every night, no matter how rough the show may have gone, it was this incredible touchstone. Everyone was with us. It’s an incredible feeling.

I wish I were singing more. I really miss it a lot. It is the most open you can be, but it’s hard to find the right thing. Especially with the stuff I’ve done in the last few years, I don’t know how singing would even factor into that, but I would love to.

The Wolf of Wall Street (2013)

Martin Scorsese cast Milioti as the first wife of Leonardo DiCaprio’s character, notorious New York City stockbroker Jordan Belfort.

If I thought “The Sopranos” set was big… You’re shutting down New York City streets and my first day on the set, the paparazzi were at the camera, next to A cam. It was really intense for the first 10 or 15 minutes, and then it just became more noise. It was happening all the time. But it’s weird.

There was a lot of improv on that film. You could go in one of 10,000 directions, and I think it took me a minute to get comfortable with that. I wish I’d been able to get out of my own way sooner, because once I relaxed, it was such an intimate experience. [Scorsese] loves actors. He’s such a generous and supportive presence and laughs a lot and is so joyful, even though his films can be so intense.

How I Met Your Mother (2013-2014)

Even with a Tony nod and a Scorsese picture, Milioti’s biggest break in 2013 was getting cast as the titular, long-awaited Mother for the CBS sitcom’s ninth and final season. Her performance was so enchanting that fans are still upset about decision to kill her character off in the series finale.

Yeah, they didn’t like that. I think it’s indicative of people caring. It was nice, because I’m not in it that much. Certainly, people’s love for that character was a huge compliment, but that’s also a testament to what they set up. I also think finales are hard. I definitely understand why people were upset, but I also admire them for sticking to their original plan.

Fargo (2015)

For Season 2 of the hit anthology series, set in 1979, Milioti played the cancer-striken wife of a Minnesota state patrol officer.

I was such a massive fan of that first season, and I was looking for a genre change. I’d done two network-y things back-to-back where I felt like I was playing a Dream Girl, and I wanted turn the steering wheel in a different direction. This is one of the things I love about being an actor: I have a scene with Nick Offerman, and we did this show years later, “The Resort.” He and I have been brought together on two incredibly different jobs and been given a scene that’s about loss. I’ve sat with him in a kitchen in Calgary, and then I’ve sat with him in a jungle in Puerto Rico, playing completely different characters, but whoever we’re playing are coming together and talking about something really difficult.

Black Mirror: USS Callister (2017) and USS Callister: Into Infinity (2025)

Milioti plays Nanette, a video game programmer who gets sucked inside her boss’ digital recreation of the 1960s sci-fi TV show “Space Fleet.” Like her character, Milioti was only glancingly familiar with the inspiration for the episode, “Star Trek.”

It was unbelievably cool to run around with a space blaster in a spaceship. You feel 7 years old. You have the best of both worlds: the banal nature of office life, and this heightened space movie. We shot on the Canary Islands. The whole cast and crew had an entire hotel to ourselves for a week. It was summer camp. We all rode our bikes all around, we all karaoked, it was wonderful.

For the 2025 sequel, Nanette — now captain of the Callister — gets into several physical fights, giving Milioti her first real taste of stunt work.

I have such respect for people who do that for months on end. You’re black and blue by the end of it, but it feels like when you’re a little kid playing in your backyard. It’s a good kind of tired. Also, I’m doing action stuff with a tinge of the characters are not very good at it, because they work in an office. So, that was also fun to play with those levels of calibration.

Palm Springs (2020)

In this sci-fi romantic comedy, Milioti and Andy Samberg play wedding guests who fall in love while stuck in a time loop that forces them to repeat the same day.

I had a really detailed script with ‘Beautiful Mind’-type scribblings all over it about where she is when. We were all trying to keep it really clear, but it does get a little slippery — which is also the fabric of it, because it’s getting slippery for the characters, too. The first day of shooting was when I wake up in the bed over and over and over. I think I wake up in that bed 20 times.

We were out in the desert, and sandstorms would just happen in the middle of a take and everyone would have to run for cover. I have a video on my phone of Andy and I in the car, and the crew in goggles, having to go under blankets and hunker down. It was an intense shoot, but it was so much fun, especially when I felt like I got to do stuff that I hadn’t gotten to do yet, like when she gets a little nihilistic. I do love something that has its tentacles in many genres. You get that it’s about these people falling in love, reckoning with their own unhappiness and how culpable they are in how their life has gone. Then you also get time travel!

The Penguin (2024)

Viewers first meet Sofia Falcone after she’s done time in Arkham Asylum, framed by her own father for murders she didn’t commit, and bent on vengeance against the family that abandoned her. 

I begin with a lot of anxiety over the possibility that I would be unable to meet the role or the project or the writing. I can get in a little bit of a tailspin. It’s an imposter syndrome thing, I think. I love this so much that I think I can get a little mired in my own expectations of what I hope I’m able to do. Certainly, the pressure was huge because it’s Batman and this massive production, but that started to melt away after a while. By the end, I had a deep understanding of this person. That’s the blessing of long form. We shot “Palm Springs” in 21 days. So, if I spent the first eight days of that worried, that’s a lot of it. Whereas “Penguin” was eight months. So, you’re able to deepen just because you get to know each other.

I was so in love with her from the moment we started. Obviously, I don’t condone her actions, but the fantasy of getting to seek revenge on everyone who’s hurt you, it’s so human. It felt incredible to play, and it has been really meaningful to interact with people who also felt like that. Also, I have really been wanting to play a role like that for a really long time. So, I knew how lucky I was.

This interview has been edited and condensed.