In between the murderous thrills of Amazon Prime's latest series Mad Dogs is a healthy dose of absurdity. So, it's no surprise that the actors have had to do some weird things on the show.

"I would have to say it's paint my face white, wear horns and a skirt, and run through the woods with three white men," Romany Malco says of the strangest thing he's ever had to do as a performer. "Coming soon on Mad Dogs!"

Mad Dogs: Come for the thrills, stay for the Bromance

Malco's fellow cast member Ben Chaplin also revealed who left him starstruck, and Steve Zahn explains why he missed his calling as a weatherman. Plus: Billy Zane recounts his most memorable fan encounter — and it's not at all what you think!

Click play on the video above. All 10 episodes of Mad Dogs first season are available now on Amazon Prime.