Tim Stack
July 16, 2007 AT 04:00 AM EDT

A flustered Chloë Sevigny rushes into an East Village café, having returned from foreign territory: the Upper East Side. After this atypical excursion — for a longer-than-expected facial — the actress takes a sip of water and regains her composure. She’s visibly relieved to be back in the gritty neighborhood she calls home. The neighborhood she loves.

On hiatus from filming the HBO polygamy dramedy Big Love (Mondays, 9 p.m.) in Southern California, the 32-year-old actress has been spending her summer days grocery shopping and collecting art for her recently renovated apartment. (The building also houses Parker Posey and former Smashing Pumpkins guitarist James Iha.) ”I can handle, like, one thing a day. Other than that, I get freaked out.”

Luckily her current day job is predictable, albeit intense. In her second season as Big Love‘s buttoned-up and conservative Nicki, Sevigny is by turns heartbreaking and hateful; she is also the hit show’s emotional center. ”She’s so complex,” says the actress. ”I am always interested in fundamentalists and people living alternative lifestyles, especially in this country that’s so puritanical.”

In acting and in life, Sevigny is attracted to the unconventional. Growing up in Darien, Conn., she made frequent trips into New York City with her skateboarding pals to escape suburbia. One visit resulted in a chance meeting with an editor from ’90s cool-girl mag Sassy, and soon she was multitasking as a model, music-video star (for Sonic Youth’s ”Sugar Kane”), and all-around It Girl.

Another stroke of luck led to Sevigny being cast as HIV-positive Jenny in the controversial, unrated drama Kids when original star Mia Kirshner dropped out (”She was, like, this Canadian,” says Sevigny dismissively). Since then, she has been in an array of eccentric films, beginning with Steve Buscemi’s Trees Lounge (1996), Harmony Korine’s Gummo (1997), and Whit Stillman’s The Last Days of Disco (1998). She earned a Best Supporting Actress nod for 1999’s harrowing Boys Don’t Cry. And yet, major attention still eluded her. Not helping was the critically savaged The Brown Bunny (2004), in which she performs oral sex on costar Vincent Gallo. ”It’s just like Hollywood didn’t bite,” says the actress. ”They still haven’t.”

So Sevigny has found her own way in. Lured by visions of a steady income, she turned to television and, naturally, to the risk takers at HBO. But Big Love wasn’t her first choice. ”I heard about Deadwood, so I tried to campaign. They thought I was too young for the other girls and not right for Calamity Jane.” Then HBO sent the script for Love and, yes, it was love at first sight. Co-creator Mark V. Olsen says the feeling was mutual: ”[She has a] catlike quality; it’s very enigmatic. You cannot possess her, you cannot own her.”

With her shaved head and pierced nose, Sevigny had the makings of a wild child even while growing up in one of Connecticut’s toniest towns (where, incidentally, she babysat for Topher Grace). Not that her family was country-club comfortable. Dad was an insurance salesman and Mom a nursery-school teacher. ”It was a struggle for my dad to maintain,” she says. ”We lived beyond our means. We were outsiders.”

When Sevigny turned to drugs, her worried parents urged her to attend AA meetings. ”I was a pothead in high school,” she explains. ”If you have a kid and you find their bong, you’d be a little suspect. But I can understand. We have alcoholism in the family, and I think they were more wanting me to go to hear stories, like…where pot could lead to.”

Upon graduation, her parents let her delay college and move to Brooklyn. ”I lived with five friends. All of them worked in the nightclubs, like managers and doormen.” Bring up comparisons to the likes of Lindsay Lohan, though, and she shakes her head. ”I’m not commenting on what those girls do, but I was never into hard drugs. I would stay out all night, but I was more of an observer.” She continues: ”I did have very solid parents. Plus, I did have a lot of media attention, but it was, like, [the now-defunct U.K. hipster monthly] The Face; it wasn’t Us Weekly. I understand why Britney Spears shaved her head: [At] 16, she was like Judy Garland — they were working her ass, poor girl.”

Having dipped her toe into the sea of mainstream Hollywood, Sevigny now hopes to wade in deeper. ”I have auditioned for, like, the last five Will Ferrell comedies!” she says, reapplying her lipstick post-salad. ”I would like to play the girl in one of those dumb comedies. I passed on playing some supporting characters early in my career, and I feel like if I would have done them it would be a lot easier for me now. But there’s still time.” Perhaps after the grocery shopping?

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