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

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.

Cristin Milioti speaks about the finale of HBO's "The Penguin" and why Sofia is her favorite character she's ever played.

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