Sylvester Stallone, Jackie Chan, and Sasha Grey.

What's the one thing they all have in common? All three started in porn.

While Stallone and Chan starred in only one relatively soft-core film each, The Party at Kitty and Stud's and All in the Family, respectively, Grey (real name: Marina Ann Hantzis) rose to become an enigmatic porn icon thanks to her complete and utter disregard for sexual boundaries.

Named after Sascha Konietzko of the German industrial band KMFDM and Oscar Wilde's novel, The Picture of Dorian Gray, Grey made her porn debut a few weeks after her 18th birthday, starring in an orgy with the infamously well endowed Rocco Siffredi, and has since made close to 300 adult films and won a slew of AVN Awards in the process.

Things changed, however, when filmmaker Steven Soderbergh cast her as the lead actress in his 2009 film The Girlfriend Experience. Grey played Christine, a high-class escort in New York City whose clients have become more frugal due to the financial crisis. Hollywood immediately took notice, and Grey was cast in a six-episode arc on the HBO series Entourage (playing herself), as well as the indie drama I Melt With You, opposite Thomas Jane, Jeremy Piven, and Rob Lowe. She announced her retirement from porn on April 7, 2011, choosing to devote herself to Hollywood full time.

Her latest film is Would You Rather. Directed by David Guy Levy, the film stars Brittany Snow as a woman who agrees to a wealthy man's offer to compete in an event at his mansion in order to win a bone-marrow transplant for her ailing brother. The game the sadistic aristocrat has in mind, however, is Would You Rather—in which participants must choose to inflict pain on themselves or others to advance. Grey plays Amy, the most callous contestant, who has zero regard for anyone but herself.

Grey opened up to The Daily Beast about her new film, transitioning from porn to Hollywood, her penchant for "extreme" sexuality, and much more.

What attracted you to your character in Would You Rather? She really is the most coldhearted and cynical of the bunch.

When I was asked to do Would You Rather, there were a few people up for the role, and I read the script and thought, hey, I don't have to get naked. Great! At that time, I had just come off of doing Entourage, and everybody had that image of me in their heads when they were trying to cast me in things. I sat down with David Levy, and we talked about how he wanted to leave the horror up to everyone's imagination. To me, that was huge.

Many horror films these days fall into the "torture porn" subgenre.

I'm a fan of classic horror films. And in terms of what's out today, I loved The Cabin in the Woods. It was so funny, and there were so many nods to the classic horror films, so many subtleties. It was a perfect molding of the old with the new.

The sadistic game of Would You Rather displayed in the film is a pretty awful way to make money. What's the worst job you've ever had?

I've always been an entrepreneur. I bought my first Air Jordans after making $300 selling candy bars in school. But when I was 13, I was one of those sign wavers on the corner for prefab homes. They made you wear this terrible uniform that consisted of white sweatpants, a white sweatshirt, and a visor with the company's name on it. Luckily, it was in some very rural areas of town, so I didn't have to see too many people I knew. My mom dropped me off one day and joked, "We're going to tell everyone that your first job was standing on a street corner!" Now we joke about that because of the porn thing, since in some people's minds it's all the same.

The game of Would You Rather is really one big mind fuck. What's the worst mind fucking you've ever received?

I have had to deal with some pretty scary things with stalkers and being harassed. It is torture. But in terms of a torturous fear, there are two things I was always afraid of: one, which I experienced when I was 16, was falling off a bicycle over the handlebars. The other is having a limb crushed in a car door. I have no idea where that comes from.

Now the premise of Would You Rather is, of course, that there's this rich, sadistic man manipulating others in need of cash. Have you ever been on the receiving end of a bizarre offer from a rich fella, like say ... Charlie Sheen?

[Laughs] No, thank goodness!