For an actor, transforming into your character sometimes takes more than technique; the clothes or makeup they're wearing can often play a huge part in the process. Just ask Michelle Williams.
Though Williams may have received critical acclaim -- and a Best Actress Oscar nomination -- for portraying Marilyn Monroe in "My Week With Marilyn," she did have a little help from the costume department. According to the New York Times, the actress donned a pricey $4,000 wig to help look like the icon.
No surprise a Hollywood movie would have expensive costume pieces, however, why not just style the actress's own hair? Sometimes its a matter of length. (As the Times states, "In 'My Week With Marilyn' (2011) Michelle Williams’s locks were far too short.") Other times, it's needed for continuity. Take, for instance, Katherine Heigl in "One for the Money."
"It was hard to maintain Katherine Heigl’s hair as curly and disheveled as the description of the character, Stephanie Plum, demanded. 'Stephanie Plum is not a hair girl,' said Sean Flanigan, who styled Ms. Heigl’s wig. 'It was easier to keep a wig than constantly trying to curl her hair exactly the same way every day.'"
To read more about the use of wigs in Hollywood, in both movies and television shows, head over to the NYT.