To transform himself into an aging J. Edgar Hoover, Leonardo DiCaprio sat for hours while makeup artists gave him liver spots, yellow teeth and a bulging stomach. He spends a good chunk of Clint Eastwood's film "J. Edgar" that way.

He also memorized endless rapid-fire monologues. And he had to wrestle with a man, then kiss him. And wear a dress.

Mr. DiCaprio has made a career of highly risky choices, and somehow it keeps paying off.

"When I can't immediately define the character, and there's an element of mystery to it and still a lot to be explored, that's when I say yes," Mr. DiCaprio said. "I like those kinds of complicated characters. I just do."

Hollywood typically doesn't like that answer. "The apparatus likes to box actors up," said Brian Grazer, a producer of "J. Edgar," set for release on November 9 in the United States and worldwide this winter. "Once they become successful in one role, get them into picture after picture where they can do exactly the same thing." He added: "Most people are too afraid."

It probably helps that Mr. DiCaprio, 36, has managed to retain a mystique about his personal life. Keeping that distance is something he works on. He has his own version of sticking with what works. The characters are mostly tortured, unsympathetic, larger-than-life: A urine-collecting Howard Hughes in "The Aviator." A Zimbabwean smuggler in "Blood Diamond." A mental patient in "Shutter Island." A dream extractor in "Inception."

"Leonardo could make a lot of money making mechanical genre pictures, but he wants to be challenged," Mr. Eastwood said by telephone. "And it's much more of a challenge to play someone who doesn't have the slightest thing in common with you."

"When I can't immediately define the character, and there's an element of mystery to it ... that's when I say yes." Leonardo DiCaprio with Clint Eastwood on the set of "J. Edgar". [Photo/Agencies]

Next for Mr. DiCaprio is the title role in Baz Luhrmann's remake of "The Great Gatsby," and he is to play Frank Sinatra in a Martin Scorsese biopic. "I'm always incredibly game for anything that he decides to do," Mr. DiCaprio said of Mr. Scorsese, who has directed him in several movies.

In "J. Edgar," Hoover is depicted as a brilliant patriot who invented modern forensics and stopped at nothing to protect America through eight presidents and three wars. But the omnipowerful F.B.I. director was an impediment to the civil rights movement and worked as hard to distort the truth as he did to collect it to secure his power.

Was Hoover homosexual? Nobody knows for sure. Even less clear is whether he liked to wear women's clothes, but Mr. Eastwood retains a nod to the rumor.

Some in Hollywood fear that Mr. DiCaprio will become uninteresting to audiences if he doesn't take on a wider variety of roles.

Does he worry about boxing himself in by trying to stay out of the box?

"Never. No. I don't," he said.