Sean Penn, one of Oprah's favorite actors

Oprah has seen every one of his movies and calls herself a "connoisseur" of his art. Although he rarely does interviews, Oscar® winner Sean Penn is making an exception for one of his biggest fans.

"I've told him he's got to come out here, and he's got to speak," Oprah says. "Then he's got to feel the love and accept it."

For more than 20 years, Sean has rewritten the rules in Hollywood. He began his movie career in the early '80s with films like Taps and Fast Times at Ridgemont High. In the '90s, he received critical acclaim for his performance in Carlito's Way and Dead Man Walking.

Although she owns all of Sean's movies, Oprah says her all-time favorite is I Am Sam. In the film, Sean plays a mentally disabled adult struggling to raise a child on his own. "No matter what mood you're in, you watch that movie, you feel better," she says.

Off screen, Sean is raising two teenagers with his wife, actress Robin Wright Penn. Inside their California home, Sean's children aren't fazed by their father's accolades. "My children would say that the biggest misconception [about me] is my own misconception that I'm funny," he says.
Sean Penn talks about his role in 'Mystic River.'

In 2003, Sean won his first Academy Award® for Best Actor for his performance in Mystic River. In the film, Sean plays a grief-stricken father seeking revenge for his daughter's murder.

In one of the movie's most memorable scenes, Sean's character has to be restrained by police officers after his daughter's body is discovered. "It's primal," Oprah says. The scene was so draining, Sean says he requested oxygen between takes.

Portraying a distraught father was trying, but Sean says it's more difficult to play a character that lacks confidence. "On a day-by-day basis, the character in [Mystic River] is carrying around a certain kind of self-respect and pride about himself, however misguided some of his human philosophies might be," he says. "When you go through a movie shoot for periods of weeks and months, that kind of infuses you. … If it's a self-loathing character, you can't help but carry that sort of thing around quite a bit."

When looking back at moments from the film, Sean says he's reminded of his co-stars and of his director, Clint Eastwood. "I always refer to [Clint] as the least disappointing icon in American film," Sean says. "He is as confident as Dirty Harry … but he's just a gentle, smart man who's so comfortable in his own skin that it allows the rest of you to be the same."
Oprah's camera light goes out while interviewing Sean Penn.

Oprah says the night Sean received his first Academy Award® was the same evening she experienced one of the most embarrassing moments of her life.

Hours after the awards ceremony, Oprah and Gayle went to the Governors Ball, an exclusive after-Oscar party. Oprah had her camera crew on standby in case she got an opportunity to interview the night's big winners.

When Gayle spotted Sean across the room, she went over and asked him if he'd agree to an interview. "Gayle goes and gets you from the table where you were with your friends and family, and she pulls you over and says, 'Here he is! Here he is!'" Oprah says. "So, okay, now I have my moment…my one moment."

After asking only a couple of questions, the camera's spotlight suddenly went dark. "There goes your light," the Oscar winner said.

Oprah never got a chance to finish her interview. "One woman's embarrassment is another man's relief," Sean says.
'Into the Wild' tells the tragic real-life story of Chris McCandless.

Acting isn't Sean's only passion…he's also a writer and director. For the past 10 years, Sean has been working to bring his latest project, Into the Wild, to audiences.

The film, which he wrote and directed, is an adaptation of Jon Krakauer's critically acclaimed book of the same name. The book spent more than two years on The New York Times best-seller list.

Into the Wild tells the tragic real-life story of Chris McCandless, a college grad from a wealthy family who set out to experience true adventure. In 1990, Chris donated his life savings to charity, abandoned his belongings and dropped out of sight. He changed his name to Alexander Supertramp, and for the next two years he backpacked through the United States, Mexico and Canada.

Along the way, he encountered people who were moved by his idealism…but Chris took his final journey alone. He ventured into the Alaskan wilderness, carrying very few supplies. For nearly four months, Chris called an abandoned bus his home and lived off of the land. Sadly, a series of catastrophic mistakes altered the course of his life—113 days after his Alaskan adventure began, Chris starved to death.

Sean says the day he bought Into the Wild, he read it cover to cover twice. "What Jon Krakauer did in retracing the steps of Chris McCandless made such an indelible impression on me," he says. "There was something about this kind of relentless pursuit of authenticity [that was moving]. … There was some great courage in it that never let go of me."
Sean Penn talks about bringing 'Into the Wild' to the big screen.

After reading Into the Wild, Sean contacted the author, who put him in touch with Chris's sister, Carine, and his parents, Walt and Billie.

Sean met with the family to express his desire to bring Chris's story to the big screen, but they weren't ready. "I think we were close, but it was still such a raw loss for them," he says. "I think they had felt very grateful to Jon for retracing [Chris's] steps. … Having had lightning strike once, I think that there was a shyness to take the chance in the hands of a filmmaker."

Then, when it looked like the movie was going to happen, Chris's mother had a dream that her son didn't want the film to be made. "I said to her then, and I mean it, that if I didn't respect dreams, I wouldn't make movies…but that I would never lose the hunger for it," Sean says. "[I told her], if anything changed—whether it was in a week, a month, a year or 10 years—to let me know."

Ten years later, Sean got the call.
Emile Hirsch, star of 'Into the Wild'

Once Sean secured the rights to the film, he needed an actor who could bring Chris's story to life. After watching the movie Lords of Dogtown, Sean found his star.

Hollywood newcomer Emile Hirsch says he was at a friend's house when he received his first call from Sean Penn. "All of a sudden, my heart starts thumping," he says. "My mind was blown. [He said] he wanted to get together, and my mind was even more blown."

At their first meeting, Sean asked Emile to read Into the Wild. After picking up a copy, Emile says he realized that he'd seen a 20/20 episode about Chris McCandless when he was a child. "[The story] had a huge, huge impact on me. I never forgot it," he says. "The idea that someone on their own would hike into the wilderness…that amount of courage really struck a chord."

Sean says he knew Emile could act the part, but it took many meetings to decide whether he could handle the physical demands of the role. "This is not a movie where you go back to your trailer," Sean says. "There is no trailer."

This director was looking for an actor who could handle extreme temperatures and treacherous locations. "There were no safety nets. When he's walking across frozen rivers, he's walking across frozen rivers," he says. "Everything he does in [the movie], he's doing and there are no smoke and mirrors about it. So, it was going to be quite a leap of faith."

Emile accepted the challenge and spent the next eight months shooting the movie with Sean.
Sean Penn directs Emile Hirsch in 'Into the Wild.'

Emile says the experience of filming Into the Wild was the adventure of a lifetime. Since the film doesn't rely on special effects, Emile had to do everything himself. To show how Chris ran with horses, Emile ran with horses; to show how Chris chased a caribou, Emile chased a caribou.

One particularly scary scene required Emile to kayak on the Colorado River. When he finally saw the big rapid he was going to have to maneuver, Emile says he got very scared and very quiet…until he got some encouragement from his director. "I'm looking at it and Sean, bless him, he comes up to me and he goes, 'Will you do it if I go first?' And he got in that kayak and he did those rapids first."

For another scene, Emile had to submerge himself in 35-degree water. "You don't really feel how vulnerable and how cold you are until your ears go under," he says. "And you hear the river underneath you and it just sounds like icicles clanking together.

"There were days when, literally, the only focus was staying safe. That would be my primary objective," he says. "Nature, when you get out there, you realize it's very unforgiving. It's doesn't look out for you, it just is."
Billie McCandless visits the place where her son died.

Seven months after Chris McCandless died in the Alaskan wilderness, his parents, Walt and Billie, took a journey to visit the place where their son set up camp in a bus and died. "We missed him. We hadn't seen him," Walt says. "So it was closure. We needed to go there."

When they arrived, the McCandlesses found the few possessions their son owned, including his patched pair of jeans. "When I picked up his pants, I could sense his fragrance," Billie says. "But I don't know, I just felt that. I felt I could smell him."

"I saw that he was complete up there. I don't think he was up there wanting for anything. … Now when I think about Chris, even to this day, I think of him as a boy, not a man. I really, unfortunately, didn't get to know him as a man. And I'll regret that. I'll always regret that."
Carine McCandless helped write the narration for 'Into the Wild'

Chris's sister Carine, who helped Sean Penn write narration for Into the Wild, says her brother was a breed apart. "I think that Chris was someone who didn't waste his life wondering what other people would think of him. He lived his life wondering what he would think about himself," she says.

While some people say that Chris was searching for himself, Carine says that's not true. "Chris knew exactly who he was," she says. "He was searching for a place in this world that he fit into, where he could be true to himself. He was searching for truth, purity, honesty. He was searching for the things that he didn't experience in his childhood."
'Into the Wild' author Jon Krakauer

Jon Krakauer, author of Into the Wild, says that the years he spent researching Chris's life and writing the book were the best in his life. "I was so engaged. I was obsessive. I spent 18, 20 hours a day for three years tracking down leads. And the more I learned about this young man, the more I was inspired and amazed," Jon says.

Jon says the most inspiring element of Chris's personality was the "impossibly high standards" he set for himself.

"It was this wonderful thing about him and his downfall because he believed that it's wrong to get too comfortable in life. It's wrong to take the easy path. You're here to live, not to sit on the couch," he says. "Everyone can take something from that, and it's just, get outside your comfort zone. I mean, all of us want to stay with what we know and what's comfortable. And he believed you grow and have the best adventures and learn the most if you just step outside that comfort zone."
Jon Krakauer and Emile Hirsch

Many people have pointed to a few decisions Chris made—not taking a map, not having an axe and carrying a small-caliber rifle—saying he made critical mistakes that lead directly to his death. "But this was by design," Jon explains. "[Chris] believed that if you're going to have an adventure and you know the outcome, it's not an adventure. It's not a challenge. So he cut it down to the bare minimum that he thought he would need to survive."

Because he took such a big chance and his margin of error was so slim, when Chris finally did make a mistake, he paid a heavy price. Chris died from eating seeds from a wild potato. Though the seeds were listed in a book Chris had as being from an edible plant, they were covered in a poisonous mold that prevented his body from digesting food. So even though he continued eating, his body couldn't absorb the nutrients and he died from starvation.

When hunters found Chris's body four months after his death, his remains weighed just 67 pounds. "People have a misconception about starvation," Jon says. "It's a terrible way to die. It's not you just have hunger pangs and you go to sleep. [Instead], your body chemistry changes, your brain chemistry changes from the lack of nutrients, so you have convulsions and dizziness and terrible shivering, heart palpitations."
Jon Krakauer, Emile Hirsch and Sean Penn

Even though he died when he was just 24 years old, Jon says Chris's story should still inspire people to reevaluate their lives. "He almost pulled it off. I mean, he came so close to surviving this, and we'd never know about him. He'd have had a great adventure and gone about his life."

Jon doesn't mean that everyone should go off and live in the wilderness. "We can't live like him," he says. "But this message [is] about just doing something different. Get outside that comfort zone. Test yourself. Just don't be tempted to take the easiest path. Life is better when you step off that path, however far you step. Happiness is only real when shared."

Sean says he wanted to make this movie because of the things Chris believed. "I wouldn't have made this movie, I wouldn't have felt what I felt about this story if I didn't feel that we had become increasingly comfort addicted," he says. "[Chris] created an entire life in that short time, and I think the big challenge is to feel our lives while we have them."

Read an excerpt from Into the Wild .