But, Gyllenhaal says, "I always wanted to be an actress, and I think I imagined I would stay in New York." She's done both, starring in films ranging from her eye-opening breakthrough Secretary to Oliver Stone's World Trade Center to the recent Sherrybaby (where she plays an ex-con trying to reconnect with her daughter), all while putting down roots in the city that has always felt like home to her, even when it wasn't. Here's a glimpse of her New York City life, on the edges.

Tell me about Columbia. Are there places around there where you liked to go and that you still return to? It was a very different city to me than it is now. I live on the other side of the city, and I almost never go up that far anymore, but there is a great place near Columbia called the Hungarian Pastry Shop. My mother actually went to Barnard College, and she told me about it. There's this delicious pastry called a rigo janci. It's a rich, rich chocolate thing. When I was in school, I went there all the time to drink coffee and eat sweets and study. It's really funky and looks like it hasn't changed much since 1975. There are always adorable girls working there and people reading and a lot of college students. I would mostly just sit in the café and read, and friends would come in, and people would talk to you while you'd try to get some work done. I really like that place. It's across the street from Saint John the Divine, where I actually once was almost arrested.