Cool Hand Lizzie

WHEN ELISABETH MOSS GETS excited, the F bombs fly. "I have a deep fear of water. I won't even go in the ocean beyond my hip bones," she says, describing a trip to the Great Barrier Reef in Australia after I ask if she's done anything crazy lately. "So what did I decide to do, but go fucking snorkeling. There are totally sharks in there! There was also a grouper. Have you ever seen a grouper? If you want to be fucking scared out of your mind, look up a picture of a grouper."

Moss' foul mouth, extra incongruous when you take into account her syrupy little-girl voice, is on a long list of ways in which the 32-year-old defies expectation. Topping that list: her unlikely evolution from the unknown actress behind early Mad Men's frumpy Peggy Olson to the cool-girl movie star she's become eight years later, the type of laid-back A-lister that stylish, smart women like to lay claim to. As Peggy's star has risen in the world of Sterling Cooper, so has Elisabeth's—or Lizzie, as she's called—in the real world. These days, Peggy's erstwhile banana-curled ponytail and cloying Peter Pan collars are all but forgotten, and Moss' name gets casually attached to big projects like season two of True Detective ("Just going to ignore that," she deflects), or the Broadway revival of Wendy Wasserstein's The Heidi Chronicles (actually happening in February).

"I want to play different characters, explore different people. I want to be stretched," she says when I ask what's next.She's already made headway this year with twobuzzy movies: The One I Love, August's trippy dramedy about a married couple on the rocks whose restorative Ojai, California, weekend takes a nosedive into the twilight zone, and this month's Listen Up Philip, about a narcissistic Brooklyn novelist (Jason Schwartzman) who sabotages his relationship with his supportive photographer girlfriend (Moss, rocking a very un-Peggy choppy bleached-blonde bob). So why take on back-to-back films about failing relationships? "For me, it's the two paths that a woman could take, like, Do I try to make it work, or do I not?" explains Moss (we don't discuss her own very public 2010 breakup after eight months of marriage to Fred Armisen). "And the styles were so different. The One I Love was shot in beautiful Ojai and had this sci-fi element—that Spike Jonze, Charlie Kaufman feel. Listen Up Philip felt like Woody Allen or Cassavetes, very New York."

MOSS KNOWS A LOT ABOUT THAT geographical divide. In fact, if ever there were a poster child for the current wave of coast-to-coast fluidity, she might be it. She grew up in L.A.'s Laurel Canyon "after the hippie-music era and before it got trendy," then moved to New York at 19 to pursue theater acting. At 24, when she landed the Mad Men role, she paradoxically found herself back on the West Coast, filming a show about the golden age of advertising on Manhattan's Madison Avenue, on a downtown L.A. studio lot. For the better part of the past decade, she's shuttled back and forth for six months at a time between apartments in the East Village and West Hollywood. Now that Mad Men has wrapped—Moss finished shooting this summer, and the last episodes of season seven air in 2015—she's a full-time New Yorker again.

And she's psyched to be back. "The happenstance of it is something I always miss," says Moss. "The fact that you can go out to buy something, and all of a sudden, you're having a meal with a friend because they were on the way. It allows you to really enjoy life." After 13 years in the East Village, she's got her routines down: dinner at Gemma at the Bowery Hotel or at Jewel Bako on Fifth Street; drinks at pubby, uncrowded Scratcher down the block. She remembers fondly a brief vodka-drinking, up-all-night-clubbing era in her early 20s. "I think I did that for like a summer, and then you start to feel like a vapid, soulless, unemployed person," she says, laughing. These days, a big night out is getting dressed up for dinner at Nobu with her bestie, Goldie, and a new friend, musician Ingrid Michaelson. "I've talked to my girlfriends about this: God, the idea of getting ready to go anywhere at 10:30, it's preposterous. We're like, dinner at 7 and in bed by 10 sounds amazing!"

That low-key vibe extends to her style, which she describes as girly girl. "I love shopping, I love dresses, I love heels. But I like to feel like myself. It used to be about getting away from Peggy, trying to show that I could look sexy or fashionable. But it's morphed into just wearing stuff I feel confident in." While she lists labels like Rag & Bone and Alexander McQueen, and waxes rhapsodic about the mint-green Chloé dress she wore to the L.A. premiere of The One I Love, it's the ultrafeminine, affordable boutique Pinkyotto on East 9th Street that's among her favorites. "You can buy a great dress for $100, $150, and they're super-cute!" she says. That unpretentious nonchalance for fashion is what Gap homed in on when it tapped Moss, alongside Anjelica Huston, Zosia Mamet, and Jena Malone, to appear in its ode-to-normcore fall campaign, "Dress Normal." (More evidence of her trend resistance: "I don't even know what normcore is! But anytime you can be in the same sentence as Anjelica Huston, it's pretty cool.")

So is Moss the most humble celebrity on the planet? When I ask her for her secret talent, and she defers, claiming she doesn't want to toot her own horn, it seems so. But then we get onto a new subject, and a different side emerges, the same steely-eyed competitiveness we're used to seeing in Peggy whenever some middling chauvinist in a skinny tie underestimates her. "I'm really good at Catch Phrase and Heads Up!," she says, referring to two word games that became obsessions on the Mad Men set. But her real talent may lie in the card game Speed, at which her greatest adversary is costar Jon Hamm. "We got into a game that was so intense, we actually didn't play for like a year or two," she explains. "Just basically to preserve our working relationship. It was deemed best." She pauses, then adds: "I did win that game by the way. Just for the record."