Michelle Williams wanted to "hop on the next train to the Alps" when she began shooting 'My Week with Marilyn'.
The 31-year-old actress - who portrays the legendary star in the upcoming Simon Curtis-directed movie - explained she found the first few days on the set of the film so "terrifying" that she felt as though she was in "free fall" the entire time.
She said: "I was so scared. Making this film felt like being in free fall. I think after the second day, I told them they had to take away my passport because I was a flight risk - I wanted to hop on the next train to the Alps or something and get the hell out because it was terrifying."
Although director Simon Curtis flew to her New York home to offer her the part, Michelle insisted on auditioning for the role so she knew she was "capable" of it.
She added to Britain's Elle magazine: "I said, 'I want both of us to know that I can do this, I don't want to be offered this role for any other reason than we know that I'm capable of it.' "
However, the star's fear has not yet abated, as she admitted she is still "hanging on a cliff" waiting to hear what audiences think of her portrayal of Marilyn.
Michelle explained: "I've never been so hanging on a cliff waiting to hear what people think of a movie."