Friendly warning: there are eight(!) parts, and you'll probably think the interview is boring if you're not an Oldman fan, but I thought it was fascinating. You get a lot of insight into how he approaches his craft (and you can't help but appreciate an actor who is sooo over all the "being a celebrity" crap).
Part two, Part three, Part four, Part five, Part six, Part seven, and finally...Part eight.
By the way, if you haven't seen Rosencrantz & Guildenstern Are Dead, it's a must watch for any fan of: 1) Gary Oldman, 2) Tim Roth, 3) William Shakespeare in general, and 4) Hamlet specifically. It's based on Tom Stoppard's amazing play (adapted for the screen and directed by Stoppard himself). What kind of person takes two very minor characters in arguably Shakespeare's greatest play and revolves an entire story around them? Genius, I tell you!
This scene is my absolute favorite part of the film:
"Life in a Box::
Ah, musings on life and death...incredible dialogue.