In the past couple of years, Cristin Milioti has had the good fortune of two simultaneous big breaks. After her run on the Tony Award-winning musical "Once," she landed a role in Martin Scorsese's "The Wolf of Wall Street" and then was cast as the Mother on "How I Met Your Mother."

Now that "The Wolf of Wall Street" is hitting Blu-ray and "HIMYM" is ending next week, Milioti is enjoying (kind of) some time off and chatted with me about the past couple years.

Thinking back on "Wolf of Wall Street," I realized that you played the only entirely sympathetic character.

I agree. People have said that, and it means an enormous amount to me. She is sort of the last rope that he has. Maybe his dad is too. She's the only one who is there saying "Is this what you want?" It's the last time he's in any sort of real situation where someone is not there for his money or his power.

A few people I talked with felt really, really bad for you personally because of how badly Jordan treats Teresa. Did you experience any of that?

More often than not, people don't recognize me from "The Wolf of Wall Street." It rarely comes up. When it does, people do often say that they felt so, so bad for that character because she was really, truly in it for the long haul and loved him for who he was and was there from the beginning. It didn't matter if they were living in a sh--ty apartment in Queens or that palatial beach home in the Hamptons. It didn't matter.

Is there some kind of acting revelation that comes from working with Scorsese or DiCaprio? Or was it just a different kind of environment.

It was a different environment. It was the quietest set I've ever worked on. Yeah, it was really quiet because I've never worked on something that had that amount of prestige attached to it. I learned an incredible lesson on that film, which I've used on everything else. Jump into every scene. I think because I've done more theater and indie films, you can sort of rehearse it or figure it out first before you dive in. On that, it was like you have to dive in a thousand percent, like really turn the dial up to 11 from the first take. That's not exactly how I've worked before, and it was a huge lesson to learn that now.

So how do you even get in a movie like this?

Yeah, straightforward audition. I went in and auditioned. Then I went from auditioning for Ellen Lewis, the casting director who is fantastic. I auditioned with just her on tape, and then the next audition I had was with [Scorsese and DiCaprio] in a room. We did a work session for two hours, where we improvised all of these scenes of our marriage. They put me at ease immediately.

That has to be a situation where you just tell your brain to shut up, right?

You do. I'm someone who gets in my head a lot, and the whole experience was a big lesson on how not to do that.

You've quickly built up big TV and movie profiles. Is there a pressure to pick one over the other?

I don't feel that pressure at all. I'm about to start a new film, and I did a pilot. It all just feels like an embarrassment of riches. I never feel like I have to do one or the other. It's really strange because I'm quite aware that there's a separation between television and film. Sometimes people view TV as the redheaded stepchild of film, or vice versa. I think that is so crazy because there's so many wonderful films that came out this year, and there's such fantastic television being made. I feel like it's a renaissance of both mediums. I would actually love to do both.

But it does come down to scheduling a lot. TV has that commitment.

I'm cool with a crazy schedule.

Yeah, working is good.

Working is pretty cool. I like working. I just finished a pilot, and I start this film in May. So I have a little time off, which I would love to fill.

Do you get anxious?

Yeah, I like it for two to three weeks. It's just enough to clean my apartment and hang out with all of my friends. Then I feel the need to do something. I don't have hobbies, which is a problem I'm working on. The ukulele is a hobby. Playing music with friends is a hobby, but then I switch over with it and I'm like "Wait. We should be doing this in front of people." That's a hard thing to temper.

"The Wolf of Wall Street" is out on Blu-ray now.