Olivia Wilde on Ali G's Oscar Surprise, Being 'Too Old' for 'Wolf of Wall Street,' and Her Merkin

"Vinyl" actress discusses everything under the sun with Howard

Olivia Wilde joins the show on March 15Olivia Wilde joins the show on March 15Photo: The Howard Stern Show

Actress, activist, and Oscar-nominated producer Olivia Wilde joined the Howard Stern Show for the first time on Tuesday to discuss her successful new show "Vinyl."

In addition to her role on HBO's '70s-set rock series, she and Howard chatted about presenting alongside Ali G at the Oscars, getting passed up for "Wolf of Wall Street," and how she met her fiancé Jason Sudeikis.

Too Old for Leo?

Early on in the interview Howard asked Olivia, who had previously topped Maxim's Hot 100 list, if she ever missed out on a part because she was too beautiful.

"No, I don't think so," she said, before admitting she had been passed over for other reasons.

"The funniest thing I heard recently was, I heard that I was too sophisticated [for the part]. I thought, 'oh, that sounds nice. I like that feedback. I didn't get the part but I'm a very sophisticated person.'" the 32-year-old actress continued. "And then I found out later they actually said old."

Later on in the interview she and Howard spoke more about her show "Vinyl," co-created by Martin Scorsese, Mick Jagger, and "Boardwalk Empire's" Terence Winter.

Howard wondered how Olivia landed the impressive part on the acclaimed series, which co-stars Bobby Cannavale as her husband, a record executive on the decline. As it turned out, Olivia met Scorsese while auditioning for another of the director's projects. "I had auditioned unsuccessfully for 'Wolf of Wall Street,'" Olivia revealed. "That was the one I was too old for."

Olivia didn't say specify which "Wolf of Wall Street" role she had gone out for, but the film doesn't have too many female parts, so it may very well have been an audition to play Leonardo DiCaprio's onscreen wife Naomi. That part was ultimately won by 25-year-old Australian actress Margot Robbie.

Olivia insisted the woman who beat her out for the part did a great job: "I thought she kicked so much ass in that movie."

She also had no trouble finding a silver lining about being passed over. "It shows that if you don't get something… it might lead to something else," she said.

Ali G Replacing Jamie Foxx at the Oscars

Sacha Baron Cohen and Olivia Wilde at the OscarsSacha Baron Cohen and Olivia Wilde at the OscarsPhoto: ABC

The biggest story coming out of Oscar night, aside from Olivia's revealing gown and Leo's big win, may have been recent Stern Show guest Sacha Baron Cohen taking the stage as his hilarious character from "Da Ali G Show."

But according to Olivia that was never supposed to happen. "I was supposed to [present] with Jamie Foxx, but then Jamie dropped out." she said.

Howard wondered whether the black actor's absence was related to the #OscarsSoWhite controversy, which left many actors of color boycotting the award show.

"I don't know what his reasons were," Olivia said. "[But at] the last minute they said Sacha Baron Cohen was going to do it," which she thought was amazing.

But then Sacha didn't show up for rehearsals and she couldn't find him backstage. "I was just hanging out there," she explained. "There are like two minutes to go and he's nowhere to be seen."

That's when Olivia started to panic. "I'm like, 'Am I going out here alone?'" she told Howard, worrying she might soon be responsible for "the five most boring moments in Oscar history."

"Little did I know he was hiding in the bathroom," Olivia recounted.

As it turns out, he was getting ready to get into character as Ali G. Of course, Oscars producers didn't want him to do that, so he had to be sneaky and wait until the last minute to reveal himself, Olivia explained. As soon as the stage manager was out of sight, she said Sacha appeared and asked her to help him change into the Ali G costume.

"I'm a huge 'Ali G' fan," she explained. "We walked out there and I could not contain my glee. ... I was just so happy that he was doing what he was doing because he doesn't give a fuck."

Olivia may have been a big fan of his stunt, but she fears Oscars producers were not: "I don't think he's allowed back."

Thanks, Obama

Olivia Wilde isn't the only A-list star to publicly support Barack Obama, but she may have been one of the first. She told Howard that she did a lot of work for the President back when he was first campaigning for office, which eventually resulted in the most powerful man in the world rewarding her with a grateful phone call.

"I got in really early with Obama," she said, explaining why she thinks he wound up calling her to say thanks. "In 2007 I really believed in him. I started spreading the word and raising money and doing everything I could and traveling the country."

"I think he wanted to thank everyone who was earliest on board," she said, adding "he called a lot of people."

Olivia said she was delighted by the phone call she squealed with glee after hanging up with him ... or so she thought. She later found out that President Obama was still on the line and had heard the whole thing.

Jason Sudeikis Won Her Over by Being Cool as a Cucumber

Olivia and Jason Sudeikis seem like the perfect couple now, but it wasn't so long ago that she was freaking out over the thought of dating the famed funnyman.

She told Howard she met the former "Saturday Night Live" cast member at one of the sketch show's famed after-parties. She was just chilling there, kind of by herself, when he swung by with a pickup line that did the trick.

He apparently said, "Whatever you're looking for, you don't need it."

"Then he walked away," Olivia said. "I think he sensed I was this girl who was standing there, and I looked kind of lost."

"Oh, he's smooth," Howard commended.

Olivia admitted that she was hooked soon after that.

Olivia and Jason shared mutual friends back then, including Kristen Wiig and Jason Bateman, so Olivia had them give him her number. Still, Jason slow played it.

"He waited a month to text," she revealed, before explaining that their first quasi-date was backstage at "SNL" when he invited her to watch the Black Keys rehearse.

Jason waited even longer to make his move. "The fourth date he kisses me and I'm like, 'Oh my God,'" she said. "I was head over heels."

Of course, it all worked out in the end. The two now have a son, Otis, and are engaged to be married.

Stuffing Her Face With Chris Farley

Olivia was a "SNL" super fan long before she starting dating Jason Sudeikis -- in part because her parents were old friends of producer Lorne Michaels. She shared fond memories with Howard about visiting the show for the first time in 1994, when Heather Locklear was hosting and Janet Jackson was the musical guest.

But the highlight for 10-year-old Olivia was meeting Chris Farley after the show. At the snack table. "I ended up at the brownie table with him at the after-party," she remembered.

"I was chunky; there were no corners on my body," she continued. "I was standing by the cookie [and] brownie table. I was a little insecure about it. I was eating by myself."

But Chris was having none of that. She said Chris approached her at the brownie table, locked eyes with her for a moment, and then shoved a whole brownie into his mouth. And then another. And another.

"He took a total of 10 brownies, and started pounding his mouth ... and pounding and pounding," she recounted. "I was in hysterics."

"It proves how lovely he was," she said. "To go up to a kid and do it -- it's unnecessary, but it was awesome."

Proud to Be in a Merkin

Olivia Wilde and Bobby Cannavale on HBO's "Vinyl"Olivia Wilde and Bobby Cannavale on HBO's "Vinyl"Photo: HBO

Howard and Olivia also talked about her new show "Vinyl," of course, and her sad but hot housewife character.

"At the point that you meet us it's 1973," she said. "We're living in the suburbs; it's very sad. I love my husband [Cannavale] … but I hate our life, so I'm reflecting on my old life as a factory girl [with Andy Warhol]."

Considering "Vinyl" airs on HBO and is set in the sex, drugs, and rock 'n' roll-filled world of '70s New York, you can bet there's a substantial bit of nudity. In fact, Olivia revealed that she'll be going fully nude on this Sunday's episode.

Well, almost.

It's the '70s, so she'll also be wearing a merkin. You know, one of those pubic wigs that make the wearer look like they've got a big old bush.

Howard wondered whether that meant Olivia was normally clean and hairless down there.

"I'm pretty clean," she admitted."

Howard also wondered what the merkin was like.

You feel "less naked," Olivia explained. "You're wearing a little fur bikini. ... I was walking around to the whole crew going, 'look at this!'"

Watch Olivia Wilde on "Vinyl" this (and every) Sunday on HBO.