CHICAGO - The night after a screening of "Public Enemies," Marion Cotillard is fascinated by a question because it also occurred to her while she watched it: How did she not bump into the camera that was practically stuck up her nostril for most of the film?

"It's a good question," says Cotillard, rearranging her little black dress and offering me some cranberry juice in a hotel room high atop Chicago. "But the funny thing is that, the whole time I've been making movies, I've never known where the camera is. It's just there and I don't even realize it. But I want to direct some day, so I'm going to have to become more aware of it." ( Is Guillaume her influence???)

What makes Cotillard's camera-unawareness astonishing is that "Public Enemies," which opens today, features some of the closest close-ups you'll ever see in a movie. But it must be her absorption in the emotions of her characters that makes Cotillard's performance as John Dillinger girlfriend Billie Frechette - and her Oscar-winning Edith Piaf in "La Vie en Rose" - so memorable.

Writer/director Michael Mann approached Cotillard about playing the French/American Indian Frechette shortly after seeing her in "La Vie en Rose." He gave the actress - who speaks English with a light French lilt in real life and no trace of accent in the movie - music, film clips and newspaper articles to help her understand Frechette. And Cotillard, who refers to all the research material as "informations," immediately fell in love with Billie.

"Her life was so tough, but she was a very, very nice person," says Cotillard. "Maybe it came from her Indian roots or from having to survive so much. She was in a boarding school where she learned how not to be an Indian anymore. It's hard to imagine how awful it would be not to be allowed to talk your own language and live your own culture, but I think it made her into a person who was used to violence."

Cotillard has never visited the St. Paul haunts of Dillinger and Frechette. She had barely even heard of Dillinger before being offered "Public Enemies," but she learned about her character on a trip to Green Bay, Wis.

"It's the first thing I did after I came to Chicago to make the movie," says Cotillard. "I went to the reservation and met with Michael Chapman, the chairman of the Menominee reservation, and all these women who shared with me their lives. I met with the relatives of Billie and I went to school with the children, who were learning their language, Algonquin."

Cotillard was intimidated at first.

"I was scared they'd hear me talking with my French accent and wonder what Michael Mann was thinking, but they were so good to me," she says, grinning widely and pulling her knees up under her on her chair. "Afterwards, a woman came up to me and said, 'Do a good Billie,' and I was just overwhelmed by her trust."

The actress also met with wives of convicts, who helped her understand that, when you're never sure how much time you have with your man, every moment becomes an adventure. Then, in much the same way that she forgets about the camera, Cotillard put aside that research.

"The preparation is very, very important to Michael Mann, but you also want to leave blank spaces that will be filled in by you, living the moments of these lives," says Cotillard. "The evolution of the characters never stops until the movie is done. No, I'm wrong. Not then. Because even after that, the characters keep living in the audiences' minds."

As Cotillard and I have chatted, I've half-watched the sky darken dramatically behind her as a huge storm rolls into Chicago. The room has gone from morning sun to eerie darkness in the space of 30 minutes, but the spell is broken when a publicist enters the room and asks, "Why are you guys sitting in the dark?"

I had noticed how dim it was getting because I could barely see the notes I was taking. But the intensely focused Cotillard had a different - and perhaps predictable - response.

"Oh, is it dark in here?" she asks brightly. "I didn't even notice."