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“Game of Thrones” star Alfie Allen, who plays the conflicted Theon Greyjoy, doesn’t even know the exact fate of his character in Sunday’s Season 2 finale of the HBO hit.

“It’s really cool,” he told me Friday during a phone conversation. “For some fans it may turn out well and for some maybe not, but you can perceive it in any way you want, really.”

“I don’t even know whether I’m alive or dead yet, so we’ll just have to wait and see,” he added, laughing.

You can expect to see Theon struggle to hold on to Winterfell, where he was forced to grow up with the Starks after his father’s rebellion was put down. We’ll also see Jon Snow (Kit Harington) get further involved with his wilding captors, Daenerys Targaryen (Emilia Clarke) step into the House of the Undying to free her dragons and learn the fate of Tyrion Lannister (Peter Dinklage) after the Blackwater battle.

There may not be another epic battle like last week, but “Valar Morghulis” should be an epic finale in its own way, Allen said. “It’s going to be an amazing episode as usual,” he said.

Allen talked more about the finale, whether he sees Theon as a bad guy and why he seems to be the go-to guy for nudity in the series, which is based on George R.R. Martin’s “A Song of Ice and Fire” book saga and this season has averaged 10.4 million viewers a week.

First of all, what can you tell us about the finale?

I can tell you that Theon starts to get the respect that he craves from his soldiers for an instant. … It all comes back around in a circle for Theon where I kind of realize I’ve done all these things for the approval of my father and he didn’t even give me that approval and didn’t give me that acceptance. I’ve got to carry on being this person I’m not really because otherwise no one is going to believe me ever and I won’t even respect myself. … I go outside and then deliver this speech to my soldiers and I think that they kind of start to respect me because they see I’m ready to die and then … someone betrays me and it all goes icky. But it’s cool.

Theon is kind of getting a bad rap this season, I think. Do you like playing him?

I love playing him. Yeah, it’s good. He’s really interesting and he is just he’s not—he’s not really—I don’t think you can even classify him as a baddie. I mean I think that’s the sort of thing with “Game of Thrones,” there’s not really any baddies or goodies. Everyone’s got their own reasons for being the way they are. And they’ve got their own cause or fight, but yeah, I think he’s one of the more human characters on the show for sure that people can relate to, I think anyway.

Yeah, you know when I told some people I was going to the interview today and whom you play, they said, “Oh I hate that guy.”

[Laughs.] Yeah, I know. I think there is definitely a group of people out there who kind of sympathize with him, but yeah, some people just don’t like the character at all, which is kind of carrying on the same vein as the books, but I think in the TV show he’s more of a different character than even from the books.

I think there is definitely more space [in the show] to feel sorry for him. In the books I think he’s set out to betray Robb right from the start and he doesn’t really know what he’s doing up until his sort of family rejects him and the humiliation sets in and that’s what kind of sets him on the path he goes to making all those rash decisions.

I find him to be very sympathetic in that he’s sort of stuck in this weird plac

e.

Yeah, exactly. He’s forced into doing all this stuff because he’s desperately trying to prove himself to himself and to his family and trying to sort of find some sort of power and authority in his life because for his whole life he’s not had any sort of input into his own fate. He’s not able to make any decisions about his own life, and then at the point where he does sort of start to be able to do that [things don’t work out].

I just say if you’re going to tell a lie tell a big one and I think that’s kind of what Theon is thinking; if he’s going to do it, do it the point of the fullest he can, to his full ability. And if he’s going to do all these despicable things, make sure they’re big things because once you’ve done it you can’t go back. He’s at the point of no return and I think he’s knows that and so he’s trying to be this person that he isn’t really and you’ll see all that come out in Episode 10. That’s cool.

But you do believe that he and Robb definitely had a bond and like a sort of brotherly love?

Yeah, definitely.

And he didn’t set out to betray him.

No, he didn’t. In the books it’s done a different way, but I think definitely when he was going over to Pyke he was going there to form an alliance and to possibly command his own army and that would give him a bit of status and a bit of power and authority over people. I think it’s when he realizes that his father is not going to go along with those plans that he somehow has to prove to his father that he can lead. He thinks that doing all these things and going back to Winterfell is going to make his father believe in him a bit and it just doesn’t go that way.

What was your approach to putting all those conflicting aspects into the character?

I don’t know. I don’t really know to be honest. It just all happened. I think as an actor, to portray some emotions you definitely have to draw from real-life experience. I think that that’s probably one sort of way that I did it and sort of drew from certain emotions that I’ve had in my life. But I think every actor does that with anything they do.

Even if a character seems quite alien to you, you’ve got to find similarities within yourself because that will make it real. … Things happen at the strangest times—when you’re just walking up the stairs or having a cigarette you are constantly thinking about it and things will just pop into your mind and you go, “Oh God, yeah. I did have that emotion not that long ago and that definitely is sort of relevant to the theme or storyline.” And so I’ll definitely try and put that in there somehow.

I definitely didn’t have some sort of ritual that I did to get into character. It just sort of happens.

So you do draw on your own personal experiences then?

Yeah, for sure. I mean I don’t want people to start writing I’ve had a fucked up relationship with my father and my family, because that’s just not true. [Laughs.] But I definitely would draw on personal experiences for sure. I think that’s kind of a universal thing, you know?

I speak very frankly about this because I just think it is true, but unless you’ve had a sort of idealistic family life, which I think really is a bullshit statement in itself—I don’t think anyone really has that—I think everyone’s family is slightly dysfunctional. [Laughs.] But yeah, I definitely draw on personal experiences for sure, definitely.

I’ve read interviews where you’ve said with “Game of Thrones” you’ve sort of been able to come out of the shadow of your family. [He’s the son of actor/musician Keith Allen and film producer Alison Owen. His older sister is singer Lily Allen.]

Yeah, for sure. That’s definitely true. It’s just great just being recognized as an actor and not somebody’s son or somebody’s little brother. It’s cool and it’s definitely gratifying to me and liberating. It’s good. I enjoy it and it’s something that I have been looking to do for a while. At the end of the day I’m not really trying to prove anything to anyone but myself. I’m just trying to get work and if I keep on working I’m happy.

Now that is sort of similar to what Theon is going through, right?

Yeah, maybe in a way. I think so, yeah. Hmm, I don’t want to answer that. [Laughs.]

In the episode where we believe the Stark boys are captured and burned, did Theon know that wasn’t them?

Yeah, he does know. He does know. I’ve had these conversations with—well I had the conversation with [showrunners David Bienoff and D.B. Weiss]. He knows that they’re not the boys. He’s just killed two kids. I think as I’m looking down on the people of Winterfell and I’m enjoying the fact that they believe it is [Bran and Rickon] and I’m definitely sort of so power-crazed at that point that anything like that would just give me satisfaction that they are starting to respect me. But really I’m just getting respect through fear, so it’s not real respect. They’re just sort of pretending but anything will do for Theon at that point.

He turns around and he sees the charred bodies and he just kind of realizes, “God, what have I done? To achieve this sort of respect and authority that I need I’ve had to kill these two children.” I think in a scene in Episode 8 with Yara when she says, “You killed the Stark boys” and I go, “I treated them with honor and they repaid me with treachery,” it’s back to that point of if you’re going to tell a lie make sure it’s a big one and make sure you follow through with it because otherwise no one is going to respect you. … He realizes he has to carry on being that person he was pretending to be because if he doesn’t he’s not even going to respect himself and it’s just going to eat away at him.

It’s been interesting to watch this season because he does seem to be just going further down the rabbit hole.

Yeah, completely and I think he kind of knows that in the back of his head, but he’s hoping that somebody is going to come and save him and it just doesn’t happen.

When you started getting the scripts for season two were you surprised by anything? Have you read the books?

I’ve read the first three books, but I didn’t go back to the source material. I read the first three and halfway through the first season when we were shooting it and then I made the decision not to read them anymore because the TV show and the books are two different things. They’re already making tweaks to it. Things that weren’t in the book are happening in the TV show, so you’ve got to just understand that it’s different things, so I just want to keep everything as a surprise to me now. I’m definitely not going to read the new books until after I finished doing all of it.

But people keep giving me these looks about the new books and going, “Do you know what happens to you in the new book?” And I’m like no and then they’re like, “Mate…,” and they kind of pat me on the back and go, “Get ready.” So it’s cool, but I hear its really good stuff for an actor to be able to portray, so hopefully I can do it justice.

Was there any special scene this season that you really looked forward to acting?

I was definitely excited for the beheading scenes for sure. I really, really wanted that to go well and I think it did. A lot of people remember that scene.

There is a scene in Episode 10 as well, for which I’m really, really excited. It’s a great scene. It’s “Richard III” style, which is really cool. I didn’t have this scene when we started; it came halfway through Season 2 and it’s just brilliant. I just couldn’t wait to get my teeth into it.

This season you get a lot more—you’ve done a lot more screen time and everything. Did you expect that?

Well I kind of knew from the books; I knew that there was going to be sort of more of my own storyline in there. I expected to be able to do a lot more and be able to get my teeth into my own storyline, so yeah, it was not a surprise to me for sure, but some of the stuff, which in the books sort of started coming out in the scripts halfway through shooting Season 2, so I was just excited to just get my teeth into anything I possibly could. It’s just a compliment that these boys think I’m good enough to carry that sort of arc and hopefully I’ve done it justice.

When we watch the show it’s a pretty epic show and epic storytelling and I was wondering if while filming you were feeling that way too?

Oh, hugely. I remember me and Kit [Harington] would sit down and we’d kind of be talking about it and Kit was just adamant the second series is really going to be something special. I’m not saying that I wasn’t, but I just take things as they come. That’s the sort of thing with TV and film. You have that delayed reaction when you do it to when it actually comes out.

It’s such a great show and David and Dan are such brilliant writers and the directors on it were incredible, so it’s going to be epic to a point, but yeah, I think the second series has been really well-paced and it’s all been leading up to the battle in Episode 9. We’ve not really had any battles in it before and that’s the first visual battle that you see, so yeah, it’s definitely been epic. I have to agree with that statement.

You seem to be the go-to guy for the full-on nudity. Any special reason for that?

[Laughs.] Well, I don’t know. I am in shape quite a bit, or I try to be. I didn’t do the full frontal for the second series. I did it in the first one. I didn’t do it in the second one, but it’s … I don’t know. Maybe people are just pleased with what they see. [Laughs.] I’m not sure.

Is it difficult like when you have to do a lot of exposition during those scenes, keeping track of the line while also negotiating this maybe awkward scene?

It’s all about the person you’re doing it with, mate. If it’s a person who’s completely comfortable and you can just treat it as a joke and have a laugh then that makes it that much easier, yeah. I just don’t think you should take those things too seriously because otherwise it will just get a bit of a somber atmosphere onset and that’s just not really that cool, so you just sort of get on with it and have a laugh with it. If you’re not enjoying it then you shouldn’t really be there in the first place in my opinion. You should just have a laugh of it and embrace it. Embrace it with both hands. [Laughs.]

Some people say there’s too much nudity and sex on the show. Your thoughts?

I think it’s very important to the show. With Theon, I think the bedroom’s one of the only places where he can have power, where he has authority. And come on, we all love to see that, right? It’s fun. There’s food, violence and a lot of sex in this show, and those are definitely three things we all love. [Laughs.]

On her Season 1 DVD commentary Lena Headey says that before the scene where you, Richard [Madden] and Kit get your hair cut you guys onset that day were doing pushups and trying to look all pumped up for that scene. Any truth to that?

Yeah, there is definitely truth to that. We were getting ready for it at one point. I can’t really speak for Richard and Kit, so I don’t know, but I was definitely in my trailer doing sit ups and doing pushups and trying to get pumped for it.

I had been doing it for like a good three or four hours getting ready, getting ready, psyching ourselves up—and then somebody stuck their head into my trailer and went, “We’re not shooting that today.” [Laughs.] So that was a little bit annoying.

I was already scheduled to have a holiday so I went off on holiday and I just, I couldn’t keep it up any longer. I had been doing all that stuff and doing mad exercise for ages and been really dieting properly and I just went, “So what.” You’ve got to have a break from it.

So about halfway through my holiday in Ibiza they called me up and said, “We need you back now.” So by that point I already had been sitting by the pool eating hamburgers and chips and pizzas and just relaxing. But I think I looked in shape. I was fine. It was all good.

The whole reason why HBO sort of got us into getting into that shape wasn’t because they wanted us to look great or for a vanity sort of thing. They wanted us to feel like warriors. They wanted us to feel that we were really strong and could handle swords and armor and feel comfortable in it. It definitely helped because I definitely felt strong.

Do you guys get to hang out off set, or even when not shooting?

Yeah, we hang out a lot. We all like to party quite a bit, so we have to keep our hanging out to a minimum, but we definitely like to hang out quite a bit. We all live quite close to each other, so we see each other quite a lot. I hang out with Finn Jones quite a bit, who plays Loras, and I hang out with Joe Dempsie as well, who plays Gendry. Kit and Richard are flying all over the world at every different point, so we’re not really in the country a lot at the same time. Like Kit is going to be in LA for the next two days while I’m going off to Santa Barbara, so I won’t be able to see him, which is annoying.

Do you find you get recognized a lot more now?

Well, here or just in general? Yeah, but everyone seems really nice who does. I’ve never sort of bumped into someone who can’t differentiate between Theon and Alfie Allen, so I haven’t really been getting sort of punched in the face and anyone going, “I hate you.” I think I’m quite intimidating anyway, so if anyone was to try that I think, “It’s fine, mate, try and see what happens.”

Do you want to tell me a little bit about this movie “Confine”?

“Confine” is this film with Daisy Lowe and Eliza Bennett. I sort of just get tortured a lot basically and I’m in love with this girl who I think loves me and she doesn’t and she is just using me for this robbery that’s going to happen. I think it’s going to be really good. The director, Tobias Tobbell, was a really lovely bloke and obviously the content of the script is brilliant, but the vibe I got was just from the lovely people on the set. Perhaps the most important thing is just being able to get a vibe that the people are nice that you’re working with. I’m looking forward to that coming out. Check it out when it comes out. It should be good.