The two play Gwen Verdon and Bob Fosse in FX's new limited series, airing Tuesday at 10 p.m. ET/PT on FX.
ET caught up with the Fosse/Verdon stars at the premiere of the new FX series in New York City on Monday, where they explained just what went into preparing for their roles as Broadway legends.
"It's a lot," Williams, 38, explained. "I mean, you start researching as soon as you get the part. There's like one good moment when you get the job and then the panic sets in and you go to work."
"It was pretty much, like, the longest job of my life," she added. "We just wrapped [filming] a couple of weeks ago, and we started in August. It was physical in not just the dancing, but in aging and figuring out how to physically change somebody from 29 up to 64 -- figuring out how that would affect their body."
That's why it was extremely helpful, according to Williams, to have Verdon and Fosse's only child together, daughter Nicole Fosse, on set serving as executive producer and creative consultant.
"She was really instrumental for me, emotionally and from a research perspective," revealed Williams, who made her own Broadway debut in the 2014 revival of Cabaret. "And as a friend, as a mother and somebody who was there as a child while all this was happening and now has adult eyes on it. She meant the world to me."
Rockwell, 50, echoed Williams' sentiments, telling ET that he conducted "a lot" of research and spent "months of training" in order to portray the legendary choreographer/director.
"Losing a little weight, getting in shape, all the crazy stuff. Michelle did a lot more dancing than I did, but it's just phenomenal what these people did," he marveled. "It's incredible. They're superheroes."
As for his onscreen chemistry with Williams? That came naturally.
"I just really like Michelle," he said. "She's just a lot of fun to be around, you know? And she's a hard worker. She's very open and she's great."
Because the show is told through a series of time jumps and flashbacks -- spanning from Fosse's early dancing days in the '40s to All That Jazz in the '80s -- the majority of the cast had to undergo massive transformations, especially Rockwell and Williams.
"We have the most incredible makeup and wardrobe department ever," producer Lin-Manuel Miranda raved. "It was amazing to watch them work. Sometimes Sam and Michelle would have to be three different Fosse and Verdons on the same day because we were filming fast. But it's a testament to their incredible work as well."
Read more from ET's interviews with the cast below.
Margaret Qualley as Ann Reinking
"I grew up dancing, so I've always been a huge fan of Bob Fosse and Gwen Verdon. And Ann Reinking is one of the biggest dance legends out there," said Qualley, who portrays the latter, an iconic dancer who first caught Fosse's attention in Pippin. "I've been a longtime fan. This is my first time playing a real person, and to have it be someone I grew up idolizing? It couldn't be more surreal."
"I was fortunate enough to be able to talk to Ann on a regular basis and she became a friend, which is crazy for me to say, having been a longtime fan," she continued. "It was the type of thing where I'm someone who can be self-doubting and insecure, all of that. I definitely made that clear to Ann and she was like, 'Just call me anytime you need a pep talk.' I think I abused that privilege. I'd be like, 'Ann, I'm real nervous.' But it just meant a lot to me to have her blessing."
Susan Misner as Joan McCracken
Misner portrays the role of Fosse's second wife, whom fans will meet in episode one of the series. Due to multiple health issues, her career begins to decline just as Fosse meets and falls in love with Verdon while working together on Damn Yankees. He was still married to McCracken at the time, but the two eventually divorced in 1959.
While the role of McCracken had its own challenges, Misner couldn't get over how amazed she was by Rockwell and Williams' portrayal of the Broadway duo while speaking with ET.
"Their work ethic is absolutely [incredible]," she gushed. "They're professional dancers at this point. We were working every weekend. It was amazing, they were incredible."
Kelli Barrett as Liza Minnelli
Taking on the role of Judy Garland's daughter, the star of Fosse's 1972 film Cabaret, Barrett said she had "the biggest" shoes to fill.
"Wasn't terrified at all!" she joked. "Immediately, when I booked it, I was like, 'OK, I will fail. There is no way you can do this perfectly.' And once you know you're going to fail, it sort of gives you permission to fly. So, I was able to be bold and take chances and, yeah. I'll never be Liza, so it's my version of what that is."
"I grew up doing musical theater, but I'm primarily a singer and actress, so I really had to dust off my dance shoes," she continued. "I was at Equinox [gym] stretching very intensely for long periods of time. Valarie Pettiford, who is one of Fosse's greatest dancers, trained me for this role. ... It was awesome."
Bianca Marroquín as Chita Rivera
In 1975, Verdon finally got to play her dream role of Roxie Hart, starring opposite Chita Rivera as Velma Kelly. Marroquín, a Broadway star herself, found it fitting playing the real-life actress who originated Velma.
"It's just looking up to her, being an example to me [as a] singer, dancer, actress," she explained. "We know each other, so the first thing I did was reach out to her. I said, 'I'm attempting to play you and need to take you out to dinner because I need your blessing, and I need you to help me ... I can't do this without you."
"We haven't been able to make the dinner happen [yet]; we're gonna make it happen in April," she added. "But I'll tell her all about it. I have huge, tremendous respect for her."
Aya Cash as Joan Simon
"There's not a ton about her [out there], even online," Cash explained of her character, who was the wife of playwright Neil Simon and Verdon's best friend. "There are only a few pictures. [But] when I got to set ... there were more pictures, more information. It was very private."
The Verdon Fosse Legacy is overseen by Verdon and Fosse's daughter, who told reporters, including ET, over the phone last week that they have plenty of archival footage, photos and information that Fosse/Verdon looked to for accuracy. "Part of my parents' enduring legacy is that my father really changed the framework for Broadway," she explained. "Pieces like Hamilton or In the Heights or Rent can happen because of my father's work. The framework is different; musicals are different because of the way he constructed them."
Fosse/Verdon premieres Tuesday at 10 p.m. ET/PT on FX. In the meantime, catch up on everything you need to know about Broadway's famous duo here!