Leno: Very excited to have our first guest. It's been a while since she was here, we are happy to have her back. She's staring in the highly anticipated summer movie, The X-Files: I Want to Believe, which opens nationwide this Friday, please welcome Gillian Anderson. Have a seat! How you feeling?

GA: At least I could see you.

Leno: I would ask you what you've been up to, but it's pretty obvious (pointing at her stomach).

GA: What are you talking about?

Leno: Here you go.

GA: What are you talking about?

Leno: Congratulations. Well you've been drinking that's what it is.

GA: *Laughs* Lots of water.

Leno: You know, it's been a long time since you've been here.

GA: I know. It's been... I don't even wanna say how long....

Leno: And this is baby number 3

GA: Yeah. 3. 13 year old, 20-months old, and a negative 6-month old.

Leno: Wow. Okay okay.

GA: I'm busy.

Leno: Now you are living in London now. Now why London? I knew you... were you born there?

GA: No no no, I was born in Chicago, and... *someone cheers* one person. And but grew up in London from 2 to 11. I just love the city, love the culture, love not spending 90% of my time inside a car, like you do in Los Angeles.

Leno: See I'm the opposite, I love spending 90% time in my car.

GA: Do you? yes you do, don't you.

Leno: When I'm not in the car, "oh this sucks".

GA: Which one? this one or number 278?

Leno: Now you slip back into the accent? Madonna was in 10 minutes, "Hello!"

GA: You know it's actually really embarrassing, because I grew up there and it was kind the first language that I spoke. Because... It's second nature. My partner is British, I immediately fall into the British accent. And then my manager will call me on the phone and talk to me then I'll automatically switch into American. It's kinda embarrassing. I try, when I notice it to change it, then I just sounds schizophrenic.

Leno: Now when you there do you go to the bathroom or do you go to the loo?

GA: I go to the loo, yeah.

Leno: You say the loo?

GA: Yeah, I do, I do. What do you go to?

Leno: Urr, I just go around the building behind the back. As a guy it really doesn't matter.

GA: Wish I could do that.

Leno: Now what's your partner do? What does he do over there? Is he in show business?

GA: No he's not. You ask what does he do I know what you are going to get into. No he manages other people's private car parks. He does a little bit of property. He does...

Leno: Now car parks, we would call those parking garages right?

GA: Yeah parking garages.

Leno: Now do they have loos in them?

GA: No, his do, yes they do.

Leno: Oh that's nice. Now is he a car guy because he does that? I mention that because my favorite car show is in London. Have you ever seen "Top Gear"?

GA: Yeah! I do, I love that show! I absolutely do. I don't watch any television.

Leno: Do you?

GA: Yeah I do! I don't watch any television at all. You guys don't believe this... Those guys are very egocentric guys who do that show. And they do things like, they race Bugatti against fighter jets or something. Bugatti would go like as fast as it can go for a mile in that direction *pointing forward*, and the jet would go in that direction *pointing up*, then they turn around to see who gets the... Did you see that one?

Leno: I have seen that one. Anything...

GA: I don't believe you.

Leno: Well, I love that show!

GA: I do too.

Leno: It's on BBC here every Monday.

GA: I got invited to do it, I had to say no because I was pregnant. But I really... Cause the stars get to race against each other. You got like Helen Mirren racing against Judi Dench. No, no not literally. *mimicking sort old lady crouched and driving a car* That sounds awful, I didn't mean that at all! Oh my god that's horrible, my two favorite actresses. No but they do it at different times, like when you go, you race round the track. Oh my god!

Leno: Is it, is London as celebrity-centric as LA? It seems that their paparazzi.. *GA fanning herself* Are you getting the vapors?

GA: I am! I sounded so awful! *she grabs her water while Jay fans her with paper* Can you get that out, can you splice that little bit out? Okay what are you asking?

Leno: I'm asking like I understand the paparazzi are worse over there. Are they worse?

GA: They can be worse, but they don't do the video thing like they do here. I've had people in Los Angeles rear-end me so they can videotape my reaction, that doesn't happen in London.

Leno: Oh, that's not how this (pointing at her stomach) happened? No I'm teasing.

*Audience and GA Oooohhhhed and Ahhhed*

GA: You may not know this but it's a different hole Jay.

*Jay pretends to write the joke down*

GA: I'm sorry!

Leno: Whatever you are into. let me ask you. London is lovely this time of the year

GA: Yes it is.

Leno: Do you sorta run into other celebrities? Like you see down the street from me, you see David Beckham and Posh.

GA: Oh right they live here now. They are like second to God in the UK. I did actually. Oh Gosh. I'm really good at faux pas, that's one of my specialties.

Leno: Well you are doing great tonight!

GA: Well, thank you! I think the last time I was on I actually told the show about, I told the story about excrements, but I won't get into that. Umm anyway, the point is I did run into... I was asked to... There was this Princess Diana Concert, which was a big deal, lots of celebrities, and it was a charity event, and the Princes were there. And I got asked to present Tom Jones, which was a huge honor. As I was backstage getting ready to go on. All a sudden there was all these hullabaloo and paparazzi and cameras, and this huge entourage that kinda sweeps in. There's, there's David Beckham. So somebody slows down, and he reaches over and shakes my hand. He's really really sweet, and very very handsome, but that's besides the point. And then behind him comes Victoria Beckham, comes Posh, and just as she's passing, I was like, oh my god, and I reach out, and I'm laying her collar down because it's sticking up in the back! Then thinking "I'll take care of that, I'll do her a favor, I'll lay her collar down!" you know. I've since learned that she doesn't leave the house without her collar sticking up glued with a piece of gum back there, and then she turns around and looks at me like I've slapped her ass or something, like I've just done the worst thing possible. Then I immediately realize what I have done and I felt so bad! And I kept seeing her in the corner trying to get it back up again, it would fall flat... It was horrible! That's my good idea... You know every time that I've ended up on like worst dressed is because my good idea of what looks good to where.

Leno: We'll take a break more with Gillian.

*back from break*

Leno: Of course London is known for great theatre, do you do theatres there?

GA: I do. I've done a couple of plays there.

*audience cheers*

Leno: Oh theatre goers here.

GA: I'm actually going to do something. The next thing I do after this (pointing at her stomach) thing I do is a play next spring at the Donmar Warehouse, in "A Doll's House". *Audience cheers* They'll be there.

Leno: What was your first play?

GA: The first play ever? Um first play ever was in the Manhattan Theatre Club in New York, it was actually a British play called "Absent Friends".

Leno: Are you a stage fright person?

GA: I am. Actually every time I sign up to do another play, at various stages along the way I think "what are you thinking?! You can't do this! There's no way you can do this! You should just turn around and forget about it." And I think it started because of that first play that I did, because I don't know what night it was, but I had a panic attack on stage, a series panic attack, where it literally felt like somebody had put crystal meth in my water, or something happened. I was sitting down on the stage...

Leno: Does that happen to you a lot, you get crystal meth in your water?

GA: Well, I might know what that taste like. But um, anyway... I was sitting on the stage and you know I had a lot lines coming up and suddenly I had a panic attack. For me, panic attack has been pretty... I mean like full-body shaking.

Leno: Really?

GA: Imagining that I.... All I wanted to do was leave the stage. I though, "I don't care, I have to leave the stage right now." I kept imagining myself walking off. And fortunately what happens when you are in those… what they call a doctored stage life, you know, the line just came, somehow they came out of my mouth like they are meant to. It was one of the most horrific experiences I've ever had and I busted into tears as soon as I was off. And every time I agree to do a play, I assume that's gonna happen again. It's happened a couple of times, but it's never as bad as you think. But oh! It's horrible!

Leno: Now how is that different from this? You look very relaxed, you talk, this is a live audience.

GA: Ahhhh.. *sighs deeply*

Leno: It's the same thing.

GA: No it's not. I've actually gone... I've gone completely blank on talk shows before.

Leno: Really?

GA: I have. In the beginning when I first start doing interviews for the series I would go blank. Even when you can cut stop and ask the question again. They so, "So do you believe in aliens?" And I say.. *blank stare* "I'm sorry, can you repeat that one more time?" And seriously, people used to go to my manager and say, "is she on something?!" "What's wrong with her?" Anytime I do press, everybody in the back would just go, "god please just make it through."

Leno: But tell us about The X-Files: I Want to Believe.

GA: I can't.

Leno: There's so much secrecy.

*audience cheers*

Leno: Normally we don't have a screen and to say, "no one can see this movie, not even the audience, no one!" I was hoping to see it.

GA: I know.

Leno: You've seen it, is it good?

GA: Yeah I have seen it, and I like it very much. It was, when we were filming it, the crew didn't get an opportunity to see the script. A lot of the crew was doing things you know every day, and know nothing about it at all. I got to read it once before we started shooting, but you know. Fortunately it seems to have turned out okay. *laughs*

Leno: Now the show ended six years ago, and you obviously have fans. Now people remember every little details, do you find yourself going on set and thinking, "wait a minute, what was that?"

GA: Oh yeah. I don't remember anything. I mean I didn't even remember when we started the film that I'd had a baby. Somebody... my character on the series had had a baby, and I completely forgot. You know, we gave it away, we gave it away, I gave it away to a farm or something. Yeah what was it, was it like that? *audience cheers* Yeah. I gave it to a farm because it was in danger of being killed, or it was killing people or it was god, or I don't know what it was, and I gave it away.

Leno: Wow.

GA: Yeah. What's funny is David and I were doing the junket over the weekend, and at one point someone had mentioned the baby. Then he said, "Oh yeah William!" And I said, "uh huh." Then he said there was an episode called William wasn't there." Then I said, "uh huh". And he said, "I directed it didn't I?" And he did. We are senile already, we need to be walking around with canes.

Leno: Now let’s see this clip.

GA: What are you doing?

Leno: We have a clip.

GA: Oh!

Leno: Don't be frightened, we don't want the baby to come out. It’s just a TV. Now what's happening here, do you remember doing any of this?

GA: That’s me right there, no. Umm. This is us with Billy Connolly, Amanda Peet, Xzibit…

Leno: And he’s a psychic of some sort?

GA: Billy Connolly is, more or less, and some other things too. And we are walking in the snow, as far as I can work out. We are walking in the snow. Get really excited.

Leno: Okay, let’s see, X-Files I want to believe.

*clip from movie*

Leno: It opens July 25th. Gillian, always a pleasure, don’t be such a stranger, come back more often, you are a great guest.

FONTE: Haven