There aren’t many actors who come to work wearing a pith helmet. Then again, there aren’t many actors like Jefferson Mays, who plays the Norwegian diplomat Terje-Rod Larsen in Oslo. Alone among first-rank New York performers, he treats off-stage attire every bit as seriously, and flippantly, as what he wears on. Between shows the other day, I found him sporting a white-cotton shirt, voluminous white-linen trousers, and a navy jacket. The shoes were white bucks, and they had belonged to Mays’s father, a naval officer stationed in New London, Connecticut, during the actor’s childhood.

“My wife recently found some photos of me as a kid,” Mays said, “and in every one I had on a costume of some sort. I have always loved dressing up.” Once residents of the East Village, a long-time bastion of fashion, Mays and his wife, Susan Lyons, now live on the Upper West Side, which, he says, is less dowdy than it used to be. “Almost everywhere in Gotham now accommodates individualism, so I don’t feel at all self-conscious when I sail out the door. I feel I’m participating in the parade which is New York.”

Mays, who graduated from Yale and has an M.F.A. from UC/San Diego, admits that his sense of style – he calls himself “a relaxed dandy” – doesn’t always travel well. Nor does that of his characters, at least in public. “I once went by train from New York to Philadelphia dressed as Charlotte von Mahlsdorf” – the character he played to a Tony-winning shine in Doug Wright’s 2004 play, I Am My Own Wife. Initially, Mays felt comfortable in public in Charlotte drag. “No problem,” he said. “But things got a little less smooth the closer we got to Philadelphia.”

Charlotte was Mays’s first time essaying a character based on someone who was still alive. “While we were developing the play, I was supposed to go to Sweden to meet Charlotte,” he said. “But she died before I was able to.” His Oslo assignment, portraying Larsen, is thus Mays’s debut as a living person whose model has seen the performance. “It can be uncomfortable,” he admits. “I’ve met Terje a couple of times, and I admire him greatly. But I need to keep some aesthetic distance between myself and him.” Mays added: “I’m a simulacrum at best. My primary responsibility is to the Terje as written by J.T. Rogers.” Mays, who made his LCT debut in 2011 in Rogers’s Blood and Gifts, has joked with cast-mates who play people no longer alive. “I tell them how lucky they are,” he said.

Mays’s love of fashion and gift for costume to convey character – in the 2013 Broadway musical, A Gentleman’s Guide to Love & Murder, he played eight roles – dictated that I ask him about whether he knew of Alec Guinness’s 1985 autobiography, Blessings in Disguise. It was like asking Churchill if he’d ever smoked a stogy. “It was the first theater memoir I ever read,” Mays responded. “As a boy, Guinness’s performances delighted me so much.” Mays’s first encounter was a viewing of Guinness as Herbert Pocket in the 1946 version of Great Expectations. Mays speaks highly of Guinness in his Ealing Studios period: Kind Hearts and CoronetsThe Lavender Hill Gang. But his favorite Guinness picture is the relatively unknown 1960 drama Tunes of Glory. “Guinness plays a Highland colonel, just after the Second World War,” Mays said.  “It’s a fantastic performance.” (Though no pith helmets.)

Guinness also had a distinguished career on the stage – he won a Tony Award for playing Dylan Thomas in the 1964 play Dylan. According to Mays, “Guinness said that doing theater is akin to having an office job. You show up every day. There’s a lot of repetition. But you hope that in that repetition is the opportunity to get a little better.” Mays added that Guinness was also keen to learn from a theater-audience’s feedback. “I’m certainly picking up things from the people who show up to see Oslo,” Mays observed. “We can tell they are very engaged because we hear them commenting under their breath. Sometimes, they approve; sometimes, they argue. They aren’t bored!”

Brendan Lemon is the editor of