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Most TV viewers know Pedro Pascal as Oberyn Martell, the warrior prince who had his head caved in on “Game of Thrones.” But here’s something you might not know: He’s really good at undercover drug deals.

That’s something the actor learned while training with Drug Enforcement Administration agents to prepare for “Narcos,” the period drug war saga that debuted on Netflix recently. He and Boyd Holbrook play Javier Peña and Steve Murphy, the agents, now retired, who helped Colombian authorities take down the drug lord Pablo Escobar in 1993.

[Related: “Narcos” Review | Recaps]

Before shooting started, the actors met their counterparts in Quantico, Va., for tactical training, including an undercover simulation that called for Mr. Pascal to “buy” narcotics from a dealer, played by an instructor. The setup was a trap — the true goal was to have the actor blunder into getting “shot” in the head — but Mr. Pascal cagily escaped with his life intact.

“It wasn’t necessarily my skill in the actual work of being undercover,” he said. “It was more of a survival instinct of knowing I’m a dumb actor at Quantico, and these guys are going to have fun with us.”

Mr. Pascal didn’t have long between signing on to “Narcos” and the shoot in Colombia, but his South American roots helped smooth his preparations. Born in Chile, he fled with his parents as an infant early in the dictatorship of Augusto Pinochet. Mr. Pascal grew up mostly in Texas but his family traveled often to South America, including Colombia, providing a useful frame of reference for a drug cop trying to blend into 1980s Bogota.

Mr. Pascal called recently to discuss “Narcos,” the show’s similarities with “Game of Thrones” and the intimidation factor of playing a living person. These are edited excerpts from the conversation.

Q.

What did you know about Pablo Escobar before joining the show?

A.

I think I knew as much as your average person, which is to say not much at all. I’d seen “Scarface” (laughs). I knew that an iconic character like that could only exist because of a Pablo Escobar. I knew he’d run for Congress. I knew he was beloved by some and hated by others. When you start to do research on something like this you feel like you know nothing because there’s all of this head-smacking information where you’re just like, holy [expletive], that happened?

Q.

Like what?

A.

Bombing City Hall. [Actually the headquarters of a national security agency.] Blowing up a plane. The millions of dollars. The zoo animals on the estate. All of that stranger-than-fiction stuff. This man started out robbing cars and selling weed, and then cocaine comes into the equation. Cut to in a couple of years, he’s a billionaire. It’s an example of how history isn’t always something that happens over a long amount of time. It can happen very suddenly.

Q.

Is that what “Narcos” is trying to depict?

A.

The show is trying to navigate its way through the details, to demonstrate how this happened. I have no idea if it can figure it out. The way he exists in the memory of people there who lived it is very two-sided. People generally resent having their culture and their country associated with that. But in Bogota, there are many, many people who will argue on his behalf in terms of what he did for the country, for the city of Medellin. The museums and schools that exist because he put them there.

Q.

Did you get the sense people were happy to have you there filming? Or were they conflicted about this story being rehashed?

A.

I’m sure there are many people hungry for a story to take place there that doesn’t have anything to do with the drug wars. But I think what may be unexpected is that the main character isn’t necessarily Escobar or these D.E.A. agents that are hunting him. It’s actually the place that we’re in and people who are there, because the authenticity of the physical environment is the primary experience.

Q.

Were you ever in Colombia during the period “Narcos” covers?

A.

We were there in ’89. I was 13 or 14. In Bogota at that time, I remember when I went out with my father’s friend’s children, we had bodyguards. This guy was a surgeon — he made a good living, but he was by no means a millionaire. It was kind of dangerous for everybody. When you’re down there shooting, because it’s an event of very recent history, everyone there can tell you about different direct experiences of having lived it.

Q.

Is it different to play someone who actually existed, as opposed to, say, a fictional prince?

A.

Absolutely. I’ve never played somebody who’s alive or who lived. I’m an actor, so it’s pretty daunting to actually just meet somebody who was a D.E.A. agent. I’m taking off my costume after doing Shakespeare in the Park and calling the actual Javier Peña, who was at ground zero of this U.S. investigation. There’s something sort of surreal about that and exciting, and also intimidating.

Q.

You joked at the T.C.A. press tour that “Narcos” didn’t need dragons, because it had cocaine—

A.

Where I betrayed “Game of Thrones,” the people who made me? (Laughs.) I owe everything to them and it’s my favorite show.

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Q.

Do you see parallels between the shows?

A.

Definitely. That’s why “Game of Thrones” is so good and why everyone is so obsessed with it. The story of a power struggle. This part of the history of Colombia — it’s Shakespearean in its size and texture, you know? “Game of Thrones” models itself on real events of history and war, and on characters like these. These iconically sized people of history, and the smaller, morally ambiguous people that are a part of the experience.

Q.

You’ve done lots of Shakespeare on stage, too. There seems to be something about murderous ambition that’s attractive to you.

A.

To be totally honest with you, ambition scares me a little because it’s something any human being is capable of losing control of, and I think that’s what usually happens. The more it grows, the more morally compromising it can become. I’m lucky — I just get to play the parts.