When Jessica Lange walks down the busy streets of Manhattan, she keeps an eye out for the more colorful characters shuffling by.

"You never know when you might need them," says the 59-year-old Oscar-winning actress. "It's good to keep a mental notebook of the people you see. You can draw on them sometimes for roles."

While making "Grey Gardens" for HBO, Lange couldn't understand why her character went from socialite to recluse, living in squalor in a rundown mansion. "I talked to people who knew her and people who (were) around her," Lange says during a phone interview. "No one could give me a definitive answer."

In the film, Lange plays Edith "Big Edie" Ewing Bouvier Beale, the aunt of Jacqueline Bouvier Kennedy Onassis. Big Edie and daughter "Little Edie" (played by Drew Barrymore in the film) lived together at Grey Gardens in squalor and almost total isolation.

Years earlier, though, the women were hot on the New York social scene. They were rich and lively. But they slowly turned their ways, until they became eccentric mysteries, whose lives were chronicled in a 1970s documentary "Grey Gardens."

The mystery of why mother and daughter chose to live in squalor still fascinates Lange: "How do you, one day, decide you're not going to take the empty cat-food cans out of your house? Maybe she said she'd just make a pile of that in the living room that, at some point, will take up half the room.

"Then that pile goes up to the ceiling. I don't know how you get to that point."

Lange says she has "a deep admiration" for the eccentric characters she's played over the years, not the least of which was the title role in 1982's "Frances," which chronicled actress Frances Farmer's battles with alcoholism and mental illness.

Why someone would end up living in giant piles of messes and staying in bed all day continues to pique her curiosity.

Such roles, she says, "allow me to act (kooky) and not take responsibility for it."