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In Season 4 of "The Crown," Gillian Anderson is taking on the role of Margaret Thatcher. The actress told All Access all about the challenge of transforming into the first female British prime minister, as well as her character's icy relationship with Olivia Colman's Queen Elizabeth II. Plus, Gillian recalls the moment she and Emma Corrin, who portrays Princess Diana, saw each other in costume for the first time. Season 4 of "The Crown" begins streaming Nov. 15 on Netflix.