I had also been offered different versions of the Eli Cohen story, but they didn’t happen for various reasons. Finally, a number of years ago, I read Gideon’s script, and I couldn’t put it down. So I gave up this position of avoiding Jewish or Israeli roles.

In “The Spy,” Cohen eventually realizes that he’s behaving like Thaabet, even when he’s not trying to be in character. You’re known for going deep into character for your comedies. Does it take time to leave those personas behind?

There’s a cage fight scene at the end of “Bruno.” I’d been debriefed by my lawyer about a number of legal requirements, for fear of me getting arrested. One of those requirements was that I could not incite a riot or any violence because I was crossing a state line, so inciting a riot would be a federal offense. Unfortunately, in the middle of this scene, I got carried away and challenged any willing audience member to a fight, which is exactly what the lawyer asked me not to do. This was an audience of 10,000 rednecks, some of whom had just left jail on parole, and had swastikas tattooed on their heads. Somebody rather large in the audience ran up, jumped into the cage with me, and proceeded to attack me.

Making that challenge was an idiotic thing for me to do, but in that moment, the character was responding, not me. In other words: I acted like an idiot.

Why do you go — and stay — so far within characters like Bruno and Borat?

Because if somebody sees through the character, either the scene ends or the police are called. It can, very occasionally, turn violent. So I learned that I could never drop character. When I was playing Ali G, I remained Ali G. That was the result of a steep learning curve: One day, an interviewee walked in on me while I was out of character, and he complained to [Channel 4’s executives].

So when I’m in a scene as Eli Cohen, I am pretending like a kid would be, reacting to things that I’m hearing as if I’m Eli Cohen.