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Penelope Ann Miller Talks Al Pacino, Parenting — and Why She Went to Prison (for a Role)!

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Penelope Ann Miller would do anything to prepare for a role — even if it means visiting a prison!

In her newest role, Miller plays a prison tailor-shop instructor who helped two inmates escape in 2015 in Lifetime’s New York Prison Break: The Seduction of Joyce Mitchell and the preparation, though exciting, took a toll on her.

“One of the things I love about acting is being able to transform, take risks, be daring and play something people wouldn’t normally expect to see me in,” Miller, 53, tells PEOPLE exclusively in this week’s issue. “It was a little daunting at first. I thought, ‘Can I pull this off?’ ”

She adds, “I really tried to capture the essence of her. In this case you have to throw vanity out of the window and go for it. That was a fun, different approach for me as well.”

John Brit/Lifetime/Sony Pictures

In fact, in order to really get into character, Miller shares that parts of the Lifetime film were indeed filmed in a real prison.

“We shot in an actual prison,” she says. “It was really kind of creepy and eerie and really bizarre. It’s a strange feeling to be in an actual prison.”

Miller has definitely had her share of different sets.

Best known for starring alongside Al Pacino in Carlito’s Way, Miller has shared the screen with some iconic actors.

“Doing Carlito’s Way with Al Pacino and Sean Penn, I just loved that role,” she says. “The Freshman working with Marlon Brando — people have a bucket list and to know that I’ve worked with all the three Godfathers [including Robert De Niro in Awakenings] — they’re actors that I hugely admire. I feel really blessed.”

While Miller’s bucket list goals continue to be checked off, her most important role yet? Being mom to her two daughters with husband James Huggins: Eloisa May, 16, and Maria Adela, 8.

“I get so much joy out of seeing them have joy and happiness,” says Miller. “It’s amazing how much you can love another being.”

New York Prison Break: The Seduction of Joyce Mitchell premieres Sunday at 8 p.m. ET on Lifetime.