Kristen Wiig likes to get weird. She became a fan favorite on Saturday Night Live for characters whose humor lay in their eccentricity: a tiny-handed singer, a fast-talking travel agent, a Target employee with an unplaceable accent. But since leaving SNL in 2012 after a seven-year run, she’s taken on nearly as many dramatic roles as comedic ones–and her newest project, Welcome to Me, out now in select theaters and on video on demand, might be her strangest yet. Wiig plays Alice Klieg, a woman with borderline personality disorder who wins the lottery and uses her winnings to produce her own talk show. The film walks a tightrope between genres, but that’s what Wiig prefers. “If you hear you’re seeing a comedy with Kristen Wiig, you might be a little surprised,” she says. “And if you hear you’re seeing a drama, you’ll be a little surprised.”
Though the movie that cemented Wiig’s box office mojo was a straight comedy–2011’s Bridesmaids, which she co-wrote and starred in–in recent years she’s pursued projects that lean more on sentiment than punch lines. There have been both hits and misses. As one of two suicidal siblings in The Skeleton Twins and as a repressed housekeeper in Hateship Loveship, she mined unexpected emotional depths and earned critical acclaim, while more middling fare like Girl Most Likely made less of a splash.
Welcome to Me works because Alice’s segments are so wildly unconventional, both funny and sad. Some, like one in which she eats a meatloaf cake, are purely bizarre. In others, like a re-enactment of the time someone tampered with her makeup bag, she airs grievances and seeks understanding. The talk show’s audience is drawn to the spectacle of her emotional exhibitionism like rubberneckers watching flames devour a car.
Portraying mental illness requires actors to walk the line between exploration and exploitation. “It was important, because of SNL or Bridesmaids or comedic things I’ve done, that it’s not always assumed I’ll make the funnier choice,” Wiig says. It’s not that Alice isn’t funny. But as Wiig says, “if she does things that are funny, it doesn’t come from a sad, ‘Oh, look at that crazy person’ place. She has this illness and she’s also funny.”
Wiig will continue balancing comedic work, like the heist spoof Masterminds (Aug. 19), with more serious efforts. In The Diary of a Teenage Girl (Aug. 7), she plays mother to a teen exploring her sexuality in 1970s San Francisco. In the Sundance hit Nasty Baby, she’s part of a trio–a woman, her gay best friend and his partner–who try to get pregnant the new-fashioned way only to meet with resistance.
For Wiig, approaching a dramatic character isn’t so different from a goofy sketch character. “You want to create this person in your head and do your best to become them,” she says, “whether it’s for six minutes on SNL or three months when you’re shooting something.”
Regardless of the genre, Wiig’s future characters will likely share one defining trait: their oddity. “We like characters that have that strangeness because we all think there’s that strange person inside,” she says. Seeing those idiosyncrasies reflected onscreen is an antidote to isolation. “It connects us a little.”
This appears in the June 01, 2015 issue of TIME.