Sarah Paulson, who portrays the titular nurse on Netflix’s “Ratched,” recalls feeling unusually depressed shortly after shooting the psychological thriller. There was something — or rather someone — she couldn’t shake: Mildred.

“Not to make it sound overly precious, but it’s like a great violinist playing an instrument when an actor is using themselves and their body and their hearts and their vulnerabilities to bring their full selves to a project,” Paulson says. “But, it does have a cost — it doesn’t come for free — and some people, I think, are far better at protecting themselves than others.”

Paulson humbly admits she’s not one of those people.

Perhaps it shouldn’t be surprising that Nurse Ratched was such a hard character to leave on set: the trauma in the character’s childhood informed a complicated relationship with a brother figure she uprooted her life to help at the start of the series, but she was also carrying complex emotions from being a queer woman during a time when that was not accepted.

But Paulson is far from alone in stepping into such nuanced psychology. From HBO Max’s “Made for Love” to Disney Plus’ “WandaVision,” Amazon Prime Video’s “ The Underground Railroad” and HBO’s “Lovecraft Country,” many lead female actors took on roles that required portraying different levels of trauma. And when your body doesn’t know the emotional depths you are mining are for fiction, not carrying it off-set with you is easier said than done.

Characters “stay with me. They’re in my eyes, sometimes, and it’s not an easy thing to live with,” says Jurnee Smollett.

When it came to her “Lovecraft Country” role of Leti, Smollett notes that she brought the character home with her, in part because her “story is so personal to me. There were moments that I just felt like it was activating a real blood memory inside of me; I had a real visceral connection on an ancestral level to tell that story. I had to surrender to that spirit.”

Leti lives in 1950s Jim Crow America and has supernatural experiences, from walking through fire to casting out spirits. Yet Smollett still found enough similarities to her own experience as a Black woman to relate, as well as “to show the entirety of who we are capable of being as Black women” through the role. The latter was important to her because “we have a real desire to be loved and to no longer feel invisible,” she explains.

“I don’t think you can tell the entire truth without telling all the colors of who we are, which includes our rage, our ghosts, our desires, our hearts and our fears. If a character can move past their fear, then that’s real courage that inspires us,” she continues.

Though Elizabeth Olsen has had recent experience portraying grief for a television series (“Sorry for Your Loss”), she still found herself doing additional research in order to fully embody how her “WandaVision” character Wanda Maximoff dealt with loss. This was due to the many stylized episodes the show delivered.

“How I coped and how I reacted was based on if we were tapping into the ‘Brady Bunch,’ or ‘The Twilight Zone,’” she says. This helped Olsen be playful with her choices, such as injecting humor into Wanda’s depression in the “Modern Family”-inspired episode. “If we’re honest with ourselves, we can reflect on moments when we all have used bad coping mechanisms.”

But, after powering through the traumas of a character — even if fictitious — the body needs to unburden itself of that charge.

“I’ve experienced everything that I’ve ever shot, especially if it’s on the heavier side. I’ll come home and I’ll be like, ‘Oh my God, I feel so terrible.’ Then I realize it is because of what happens on set,” says Cristin Milioti, who plays a woman fleeing an abusive meglomaniac husband in “Made for Love.”

In the pre-pandemic world, self-care for Milioti included brunches and dinner with friends, many of whom are also creatives and therefore would “get it.” Throughout lockdown, she leaned on watching “stuff that is light and fun” so she could disconnect. In some ways, though, Milioti acknowledges that it feels almost impossible not to hold onto the character and her trauma and grief after taking it on, day after day.

Thuso Mbedu might agree with that, which is why she took to therapy to help her debrief and separate herself from her character of Cora, a young slave who escapes a Southern plantation in Amazon Prime Video’s “The Underground Railroad.”

“I have since learned to acknowledge any unwelcome thoughts and feelings, address them and let them move on,” she says.

Hiking and just generally getting out in nature also helped both Mbedu and Olsen reach mental clarity after such intense roles. “There’s something about conquering a mountain and seeing things from a higher perspective,” Mbedu says.

Despite the physical and psychological toll these roles take, Mbedu says shows that explore such depths of its female characters are essential viewing, in part because of how they can reflect others’ own issues and hopefully serve as models for healing.

Cora’s “journey to freedom is not by her strength and effort only — she had help along the way, so take the help if you need it,” Mbedu says. “It is a reminder that you’re not a failure just because you’re not strong all the time. Being vulnerable and messy and feeling hurt and pain doesn’t make you a failure, it makes you human.”