Interviewer Johnny Vaughn, David Thewlis and Gary Oldman on the second disc of the Prisoner of Azkaban set, in the "Divination Class: Head to Shrunken Head" section, "Professor Lupin and Sirius Black":
Vaughn: If David genuinely had an Animagus, what do you think his animal would be?
Oldman: [earnest] I think there's a real softness to David. Like a deer or something. I could see him as a deer.
Vaughn: What about Gary?
Thewlis: [equally earnest] I'd say some kind of bird.
Vaughn: What, a woman?
Thewlis: [cracking up] Yeah, some kind of bird.
Oldman: "Your tea's on the table, darling."
Vaughn: An old woman?
Thewlis: [grinning broadly] If you want to interpret it like that.
Thewlis looks very nervous admitting hadn't read the book before getting the part. Oldman puts his arm around him, says, "I've got one up on Dave, you see. I'd finished the first book," rubs his back as Dave says, "There were no pictures in it," and Gary agrees: "There were no pictures in it. You kept reading till you got to the pictures."
Other nice moments: Thewlis calls himself a fan of Alfonso Cuaron. Oldman, asked about playing a character as dark as Sirius Black, calls himself "no stranger to darkness," jokes about the dark side with a giggling Thewlis, and says "it was great, really, to play a good guy. We think he's a bad guy, I mean, so I liked that dynamic, that twist, that sort of twist at the end." Both compliment Daniel Radcliffe's taste in music (Thewlis says he was still listening to the Beatles before he got there) and Oldman looks embarrassed when asked about being Radcliffe's acting hero. Then the interviewer says that Thewlis seems quite lupine to him, and Thewlis replies that he thinks it's good for his career to be able to say he did the whole werewolf transformation thing, but uncomfortable. He relates an anecdote about walking out into the light, blinded by his contacts, with his teeth in, waving around and moaning, and Oldman laughs as Thewlis imitates the crew: "Lookit, he's taking it a bit serious, isn't he?"
As for the kids, Radcliffe seems intimidated by a fan he calls "towel girl" whom he says came up to him in nothing but a towel carrying a sign that said "Nothing comes between me and Harry Potter," though he adds that it was great. But in the funniest moment, Vaughn asks Radcliffe what Watson's animagus form would be and he has no idea even with prompting, but when she is asked the same of him, she promptly says, "Dan has a real thing for werewolves." Radcliffe is quick to add that no, it's just wolves, and Grint says Radcliffe once convinced him that he was a werewolf. Cuaron also tells a story: in the scene where the students sleep in the Great Hall, Radcliffe wanted his sleeping bag next to a particular girl, so to embarrass him, Cuaron borrowed Michael Gambon's remote controlled whoopie cushion and put it in his sleeping bag, and then Radcliffe tried to stay in character while they were making him flatulent!
And then there are the Slytherins, most notably Tom Felton, who insists that he heartily approves of his House. "You have to be in Slytherin, because if you're in Gryffindor, you can't do anything wrong. You have to be good. At least in Slytherin, you have the privilege to do a thing now and then." He admits to not being a natural blonde, says that he and the others are "not very celebrity" and confesses that unhappily, the role has not earned him desired attention from the ladies, as he meets lots of strangers but hasn't helped him score at all with women he actually knows: "It's done me no favors....Harry Potter has not accounted for one lovely lady."
ETA: Was sent this link to longer original Thewlis-Oldman interview, though it is missing my very favorite part. Still, in case I am once again the last to know, here is the link!