CHLOË SEVIGNY: I remember when we first met in someone's backyard in Toronto. You were shooting—

NATASHA LYONNE:Detroit Rock City.

CS: And I was shooting—

NL:A Map of the World, right?

CS: Everybody was shooting in Toronto in those days. Anyway, I fell in love with you at first sight, and I thought, "Oh, my God, Natasha and I are going to be isolated together in Toronto. We're going to become best friends!"But then you fell in love with a boy and I got waylaid. I wanted you all to myself, but I wound up as third wheel.

NL: It was Eddie Furlong—I was crazy for him on that movie set. He and I were together for a while. But I remember meeting you, and also the first time we took a trip together, because your suitcase was the most phenomenal thing I'd ever seen. It was like an art piece, with everything in its place, and all your sexy undergarments. You always have matching lingerie. When did that start?

CS: It comes in waves—usually with new boyfriends.

NL: I was really big on wearing fishnets for a while. But I bought mine from, like, sex shops on 14th Street.

CS: You were also into the big Frankenstein boots. You were an alterna-girl, always dressed in black—which you still like to do.

NL: I started wearing all black around the time I got into Nirvana. I first heard "Smells Like Teen Spirit" when I was about 12, and I remember jumping on my bed, so excited about it.

CS: Were other kids at your school aware that you had been onPee-wee's Playhouse? Did it inform your identity at all?

NL: A bit, but it didn't really seem to matter. My family moved to Israel when I was eight until I was 10, and then we came back and my parents split up. I was suddenly in a single-parent home and on scholarship. Fifth grade was such a hard year for me. You and I have that in common—we were both outcasts in school in privileged communities where we were not the richest. You were doing that in Connecticut, and I was doing that on the Upper East Side. I was just running around with my crazy curly hair, and all the rich girls made fun of me because they said I didn't brush my hair enough.

CS: Let's talk about Root Beer, your dog. We both love her.

NL: I stole Root Beer in a serious dognapping from my friend's brother. She really changed my life.

CS: Root Beer is especially great at parties. She's a good icebreaker—like a fluffy shield.

NL: I love her as a fluffy shield.

CS: I like her when I've had a drink.

NL: That's the thing about Root Beer: Anyone who's had several cocktails really loves her.

CS: Are there similarities between you in real life and your character, Nicky, onOrange Is the New Black?

NL: We both use humor as a defense mechanism, and also as our main way to communicate. And we've both got some family issues and history with drugs and shenanigans. Nicky doesn't get drugs in prison, and I don't have drugs in my life anymore, so we both used substances to cope with life, and no longer do. I definitely relate to that part of her that's had to get accustomed to navigating her own feelings.

CS: There's an incredible camaraderie between the cast members on the show. Why do you think that is? Oftentimes, actresses don't necessarily hang out off set.

NL: We're like a gang, yes. I have a theory that self-made, first-generation actresses don't feel entitled to success. And there are a lot of those people on the show. There are no phony baloneys.

CS: You have great personal style. Talk to me about fashion.

NL: My answer to all things fashion is to just ask you what to do.

CS: I have to say, I've come over on several occasions to help you.

NL: Several? My entire life is me calling you and being like, "Chlo-chlo, I got a crisis."

CS: You always look cool. I just think you have to trust yourself more. I have the same problem, though. When I know I'm going to be on camera or there might be paparazzi, I'd rather not even go to a party than have to deal with the anxiety. I really love dressing up in day-to-day life, but red carpet? Not so much fun.

NL: I used to really love clothes and dressing up, and now it's like this assembly line of styling and hair and makeup. When I see pictures of us from years ago, we never would get our hair and makeup done. It's confusing to me that today's culture is like, "You can't wear the same thing twice." When did that happen?

CS: All the disposable brands. Disposable culture.

NL: You used to wear things from your own closet to the Oscars.

CS: As much of an individual as I like to think I am, I'm definitely scared to wear something that would make people say, "Oh, my God, what was she thinking?"

NL: I do have an outsider's complex of getting made fun of. I was made fun of as a kid, and I don't have the stomach for it. That's why I always show up at your house at the eleventh hour on my way out, being like, "Chlo, I'm fine, right? I'm fine! Okay, cool." And then I go. I need you to tell me I'm going to be okay.