Character development
Duvall was already in Russia with the director during the preparations for Mikhalkov-Konchalovsky's The Inner Circle, and was thus was able to draw on a number of experiences and aspects. He looked at old archive recordings, read several books and spoke to former companions. But he found that in the end, nobody knew about Stalin, and was surprised to discover that "more was known about Hitler than about Stalin". Unable to find anything useful depicting Stalin's character, he had to construct it for himself. He started from scratch and put the figure together based on his own considerations. It was difficult to "intellectualize" Stalin, and Duvall looked for "contradictions in his character" "to extract a few aspects from him". Duvall surmises that to portray the dictator accurately, he had to consider the role from Stalin's point of view, in that he was nothing more than a normal person who "gets up in the morning, puts on his socks and shoes, brushes his teeth, and goes to work". As Stalin did not "see himself as evil," Duvall "couldn't see him as evil either". He imagined Stalin as a Shakespearean character who "saw everywhere only deception, plotting, and perfidy", practicing "in front of a mirror to appear dismissive, stoic or passive". He saw Stalin as a gangster and said it was as if Al Capone had become President of the United States".
Duvall met with several historians, including former general Dmitry Volkogonov, who gave him the key to interpreting Stalin's "blocked conscience". He also spoke to another historian who surmised that Stalin had a deep need for enemies and was only so cruel and terrible because he was obsessed with a latent self-loathing. He also spoke to Stalin's former bodyguard, who showed him how Stalin walked and talked, and learnt that he was a very private and secretive person. Duvall realized that Stalin was a strange and complex man, "a street gangster" with peasant cunning who was also "unpredictable [and] devouring". Duvall commented that Shakespeare would have written about Stalin.
In preparation for his role, Duvall spent four days at Stalin's dacha to get to grips with the character. Since one could neither "play history" nor "play time", he only tried to play Stalin "from moment to moment", without knowing beforehand the final result. Although he noted that he saw an interesting aspect in uncovering history, Duvall indicated that he did not understand Stalin as a person. He did not know his "dark, deep secrets and what propelled him to power", and wondered if he could ever understand him. However, Duvall's performance was described as his "most thoughtful and effective of all roles".
British actress Julia Ormond faced the same problem as Duvall. She conducted research, read several books and watched old archive footage to better understand Nadezhda Alliluyeva's character. However, with the exception of Twenty Letters to a Friend written by Nadezhda's daughter Svetlana Alliluyeva, she found nothing useful. She herself liked that in Alliluyeva she had a character with whom she could play an urge for freedom. Therefore, she created her character "as a romantic idealist" who "falls in love with the hero Stalin", gradually discovering Stalin's weaknesses, the mass murders and cruelty spreading throughout the country, and disappointment that he had destroyed their hopes.
However, an elderly Russian lady suggested to Ormond that she play a little more apathetically, since Alliluyeva would also have suffered psychological damage when realising that her ideals were in vain. As a result, Ormond played, according to critics, "perhaps the most tragic victim in history". Her "gentle, innocent, and loving" performance was later praised, as was Duvall's. Buffalo News film critic Alan Pergament slammed the film but praised her acting. He also opined that after Nadezhda's suicide there was no reason to watch the film since Ormond "stole the film".
The role of Lenin was not particularly extensive, as he dies after only 35 minutes into the movie. Maximilian Schell took advantage of the little time he was on screen. Before each scene, he had a tape recorder with him to listen to the recordings with Lenin's voice. He was less concerned with "imitating than with feeling him". This was not easy for Schell, since he felt a certain dislike for Lenin, "because he allowed many people to kill because he believed that power cannot be achieved without Terror could have". Schell tried to convey some contrast in body language. At the beginning of the film, for example, he concentrated on using his right hand vigorously more often. He was so convincing that he was repeatedly praised by film critics, who said that "it is very late to realize" that "Maximilian Schell is behind the mask".