The Americans type TV Show network FX

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“Hi. I was hoping to make it home for dinner but things are very topsy-turvy at the office.”

In the penultimate episode of FX’s The Americans, Philip Jennings (Matthew Rhys) delivers that coded message to a stricken Elizabeth (Keri Russell) as she sits inside their Falls Church single-family home, where they’ve lived as Americans for years, raising their children, running operations, and living across the street from an FBI agent turned best friend. She understands exactly what it means: Their cover is blown, they’re going on the run, and the identities they’ve spent their lives building have begun to fall apart.

But as a classic 1986 single would recommend: Don’t dream it’s over. With one episode left of the critically acclaimed Cold War spy drama to go, EW asked stars (and real-life partners) Russell and Rhys to look back on the brutal, beautiful series, those long nights shooting the show in the cold, and what they’ll miss from their six seasons of spy-craft.

Spoiler alert: It’s not the wigs.

Image zoom Illustration by Ryan Inzana for EW

ENTERTAINMENT WEEKLY: What’s your most vivid memory from early days on set?

KERI RUSSELL: I remember trying to feel out what this was going to be. It was one of those pilots that I read and I had no idea where it would land. I certainly had no idea it would be such a great character for me, personally and creatively.

MATTHEW RHYS: I remember the [director of photography] doing this shot of me pulling a wig on and off, and then going, “Okay, now we gotta go get another wig on you.” And I went, “This is crazy, we will never be able to keep this pace.” But we did, for six years.

RUSSELL: It’s so sad, I don’t even remember [my first day on set]… Over the last six years, The Americans to me usually means New York winters, with snow at, like, 2 in the morning, shooting outside all night, wearing 1980s jackets — which, I gotta tell you, are not like North Face jackets — where your whole body is rigid and tense, but at the same time, that feels like the personality of the show to me, this kind of tightness and tension.

For both of you, what would you say has been the hardest season to film? Elizabeth has certainly had a tough year this year on her own.

RUSSELL: Yeah, Elizabeth’s not, like, overly happy this season. Physically it’s been exhausting because I think that was the story the writers were telling, that Elizabeth is overworked and on her own and, unfortunately, for that to happen, I was in most of the scenes. I was like, “What is going on? I’m exhausted! Can I get a day off?” [Laughs] It was definitely an intense season, but to me, it was such a cool way to finish out the character.

RHYS: I can’t actually say that I have a hardest one, because Keri did a season pregnant, in which she did the majority of the night shoots in tight jeans and heels. So…

Looking back, what will you miss the most?

RUSSELL: Getting to act with Matthew. It’s like playing sports. You’re only as good as your opponent, and he just elevated everything. Suddenly, I was going, “Oh, this is fun, this is interesting,” you know? I looked forward to big, vicious fight scenes with him.

RHYS: It’s true. Those scenes were charged, because there was always an enormous amount of buildup. I loved those big, explosive moments.

Image zoom Craig Blankenhorn/FX

On the flip side, what scenes did you dread filming?

RHYS: Night shoots in the winter. I grew wary of the words “Exterior, Night” at the top of the page.

RUSSELL: At first, a lot of the sexuality was not necessarily in my comfort zone, but I grew to really enjoy it because there’s a sort of freedom in it. Closer to the end, I was always wary about anything jargon-heavy. Like, [in the scene this season with] the guy I met in a hotel room and ended up having to kill, I had to say all this jargon about a fake business and these details I don’t really know about. I would see those scenes and go, “F—!” It just meant so much memorization. When you’re dealing with homework and kids who are not sleeping, you’re like, “I don’t have that extra four hours to learn this,” so on the day I would just be cramming and in a mild sweaty panic.

Were scenes like season 3’s suitcase-stuffing and tooth-pulling as tough to film as they were to watch?

RHYS: Oh, no, not at all. They were always the most fun, the most comedic to shoot. It’s kind of ludicrous when you find yourself on the floor trying to bend a rubber dummy into a suitcase. [Laughs] The hardest part was not laughing.

RUSSELL: I loved the tooth-pulling! [Director] Tommy Schlamme was like, “This is a sex scene.” It was all about trusting this person to do the most painful thing to you, and it was so cool.

What relationship has been the most surprising to you in its development over the years, aside from Philip and Elizabeth?

RHYS: Philip and Stan [played by Noah Emmerich]. It seemed to me like he actually liked Stan the most, and what was hard about the job was it was kind of a manipulation of innocence, coupled so happily with this enormous guilt and fear.

RUSSELL: Scenes [with Paige, played by Holly Taylor], I loved, because in a way, it’s Elizabeth getting to be her most emotional, because she’s trying, in my mind, to always be a good mother. I think she really does think she’s a good mom. I just think she demands something of these children that they are unable to give her… I think Elizabeth is proud of what she’s done, and I think she wants desperately for Paige to be proud of who she is.

And now, it’s clear Paige is not.

RUSSELL: I think what she says in those scenes [in the penultimate episode] is deeply upsetting to Elizabeth. You know, Matthew and I used to crack each other up going, “F— you, Holly!” [on set] because it was just, like, no one would ever say that to this poor sweet, well-mannered girl, and the joke was that my character started saying things like that to her all the time. I would yell at her viciously, and then they would say, “Cut,” and I would run and go hug her and say, “Holly, are you going to be okay?” I don’t think anyone had ever screamed at her like that before.

Image zoom Patrick Harbron/FX

How did you shake off the intensity of all that at the end of the day?

RHYS: Red wine.

RUSSELL: There were definitely glasses of wine. But that’s the cool thing! The fun thing about being an actor is, in my personal life, I probably live a lot more quietly. I live a very simple, boring life. But here you get to exercise these wild emotions and feelings and sexy looks.

Speaking of which, I have to ask about the disguises.

RHYS: You know, I never liked any of the disguises. Well…in the beginning, there was one disguise I enjoyed, but what happens is, you’re in the disguises so often that you get disguise fatigue very quickly. [Laughs] So kind of wearing a wig, and especially facial hair, becomes a bit of a downer, to be honest.

In that case, what are your favorite looks for each other?

RUSSELL: I tend to like ones where he has a mustache. All his mountain-man ones, I think, are hot. [Laughs]

RHYS: I enjoyed the one where she looked like John Denver — that always made me laugh. But we have the same [favorites]. Keri as Stephanie [from this season] made me laugh so much. She adopted an alter ego to go with that disguise, which was kind of terrifying.

Did either of you take any mementos from set?

RUSSELL: I just saw something that Matthew took! The ax from the brutal ax scene [this season]. He has a mild obsession with chopping wood and tough-guy stuff, and Sam, our waddling toddler, was carrying the ax. So I went, “Ah! Put that down!” And Matt’s like, “No, no, it’s a fake from set.” I’m like, “Oh, well, how would I know that?” [Laughs]

RHYS: It’s made out of rubber, and I just thought it would be a lot of fun to have.

What’s next for both of you?

RUSSELL: I want to take a break for a minute. So much of doing these shows is such an uphill sprint. I want to go on an adventure and read books again and enjoy the summer in the city and then get excited about something again. But right now, I need to rest and recharge.

RHYS: I did a long run, too, just before The Americans, and one of the great luxuries in this business is working, but I think even better than that is if you get to do something completely different in your next job. So, if I find something as free and far from Philip Jennings as possible, then I’d be over the moon.

And finally, how would you, to avoid spoilers, describe the series finale in one word?

RHYS: Satiated.

RUSSELL: Hmm. [Pauses] It just feels right. I loved it. I hope you guys like it!

The Americans series finale airs May 30 at 10 p.m. ET on FX.