There's a lot of buzz surrounding her performance as one of the greatest sex symbols Hollywood has ever known.
The movie is based on the true story of a young man who worked for Sir Laurence Olivier and documented what he witnessed during production of the 1957 film, "The Prince and the Showgirl."
Playing one of the world's most recognizable women was no easy task- even for a two-time Oscar nominee.
"Luckily I didn't realize how big of a risk it was until after the movie was made because it pleased me," said Williams. "It thrilled me and excited me to challenge myself in this way. I didn't think of it as a professional risk. I thought of it as a personal risk. And those, I'm always willing to take."
Kenneth Branagh plays Olivier in the film, And Julia Ormond plays his wife, actress Vivien Leigh.
"I never thought for a million years that somebody would ask me to play Marilyn Monroe and that our lives for a moment would collide in some way," said Williams.
Williams had to pad her body to help create the curves Monroe had naturally. Her ultimate goal was to capture the essence of Monroe.
"It was a lot of research," said Williams. "It was a lot of time spent in front of the television with the remote in hand watching, pausing, trying to replicate, rewinding, watching, pausing, trying to replicate...you have to allow yourself to wade through a lot of mistakes, really. I think that's the trick- is to not expect yourself to get it perfectly the first time and to not be afraid when it doesn't come instantly."
"My Week with Marilyn" went into theatres on Wednesday.