What role, at this point, do you get noticed most for?

One of the nice results, from having a very fortunate career, is that it's always different. It's always different now. Now people will say, "I saw 'Hurlyburly' the other day," and that really shocks me.

But different people must know you from your different appearances. You did a lot of HBO for a while . . .

Yeah, young girls think "Sex and the City."

The funky spunk guy. While I would think if you were wandering around in a red state, I don't know, in the South, maybe you'd get recognized more for "Third Watch."

Yeah. [Pause] I don't do a lot of wandering around in the South. [Laughs] I'm a New Yorker. Sorry.

When "The Station Agent" came out, there was such praise, for the film and the stars. Did it change your life substantially?

It was really good. But most of [the offers] I didn't want to do. The movies I wanted to do were John's movie ["Romance and Cigarettes"] and Don's movie ["Happy Endings"], these movies you really roll the dice with, but you're so into it and rooting for it the whole time. It's different from, I think, doing a big movie ...

Like "Shall We Dance"...

Like "Shall We Dance," yeah. But I had a great time with that because we had to learn how to dance for that for three months. It was like doing a play. Every day, five days a week, learning to dance. I had a good time.

But you haven't gone for any big-budget films since?

I haven't really found anything. A couple things, maybe. I'm looking for Jim Jarmusch's next film, you know?

And I don't think you get to -- unless you're really, really, really famous -- pick exactly what you want to do all the time as an actor. And then you have that whole movie star thing that goes along with it where anonymity is, like, impossible. As much as I can, after this little role in "The Station Agent," I want to [take advantage] of that [anonymity]. Because I think it's just as legitimate for an actor to choose to tell stories in different ways as it is for a writer to tell stories in a different way. Actors can do that, too. And I want the story to be so confusing that they can't pin me down in any way, shape or form.

So you'd be worried a certain level of celebrity would inhibit you from playing different parts?

I can't think about that. It's one of those things, you can't control it, it's like whether or not you're going to get hit by a car tomorrow. The only thing I can control is whether I take a part that I really love. Because you don't get to do that all the time. I want to take advantage of those opportunities, rather than, you know, sell out and go do "Armageddon 12."

Though that would be a lot of money ...

It would, and you know what? I've got a 10-year-old kid. And tomorrow? I might not be getting the phone call, and go, Fuck, I should've taken that movie. No doubt, that's the hustle of this business. But the gypsy-ness of it I sort of love. I like not knowing exactly what I'm going to do next. It keeps me on my toes.

Have there been roles you desperately wanted, but couldn't get?

I remember reading Reinaldo Arenas' book "Before Night Falls." And it was before "Trinity" and "Third Watch," or around then, and I'm going, oh my god, how do I buy this to do it? And then it came out and I thought, fuck, I'm never going to play that part.

You know what movie I wanted to get -- and this is going to contradict everything I just said about selling out: My son is 9-and-a-half, he is obsessed with superheroes, and I came within a fucking hair of "Fantastic Four," to play the Thing, and I just thought, I would be the coolest person on the planet.

Who got it?

Michael Chiklis.

Ha! That's odd. [Cannavale is a slender 6-foot-2; the bald Chiklis is a squatter 5-foot-9.]

I don't know, but it was probably the first and only time I'll lose a part to Michael Chiklis. [Laughs] I wanted to get it as the ultimate present for my kid. Forget about it. It would have blown his mind.

It sounds, though, like you've come a long way; I read an interview you once gave where you alluded to your "criminal past."

[Sighs.] I got in trouble a lot. My mother tried like hell to keep me inside when I was really young, but I became a teenager and, you know, would hang out with my friends and break into newspaper machines so we could have some money, and throw baseballs through windows, and stupid shit like that. And we would always get caught. Stealing clothes from the mall. But it was always to have. Because I didn't have money, man. I didn't have anything. We didn't have the cool sneakers, we had the backward Nikes. You remember those?

Yes, totally.

The ones with the [swoosh] that went the other way? Which now are, like, popular again! But back then they sold them with the shoestrings tied together.

And now you're living in a world of swag.

Yeah, but that's why when you get any success in this business you cannot take it for granted, or think it's solely because you deserve it. You're fucking lucky. That's why it's amazing to me that I get to make a living, raise my son in a different way, and do what I want to do.

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