Cristin Milioti said she listened to a specific playlist to prepare for her role as mobster Sofia Falcone on HBO's "The Penguin."

The actress transformed into a formidable Batman villain in HBO’s The Penguin. The response has been beyond her “wildest dreams.”

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All three artists are people Milioti is “obsessed with” in real life (she saw SZA, for instance, twice last year — right before and after filming The Penguin ). And Milioti thinks their music has something in common.