Joe Kerry in 'Fargo'

FX

Since 2016, Joe Keery has been mostly known as Steve Harrington, the bully-turned-beloved sentimental anchor on “Stranger Things,” who, no matter how many Demogorgons he’s fought, still has great hair. But you wouldn’t know it if you turned on the latest season of FX’s “Fargo.” Keery, sporting a buzz cut and shades, embodies a dangerous and edgy demeanor — yet, still charming — as Gator Tillman, a sheriff with major daddy issues.

A fan of the 1996 “Fargo” film and Noah Hawley’s series, Keery dove right into character prep when he arrived on set in Calgary, Canada. He was coming straight from another job, “Finally Dawn,” which filmed in Rome. In fact, he’s filmed five projects back-to-back without a break. Today, he’s flown from Atlanta, where he’s in production on the final season of “Stranger Things,” to L.A. for 24 hours.

“It’s a weird job, being an actor. You fly to a random place, move your whole life and that is basically your new life for the next six months,” he says. This one was especially unique: “I had also gone through a big breakup, right as I was leaving Rome, so I was really isolated and focused on my work. My social life pretty much revolved around the show; my work life revolved around the show. We weren’t really leaving due to COVID-19.”

He immediately began working with dialect coach Liz Himelstein on Gator’s accent, then started to transform a bit, physically, as Hawley had shown him images of “tactical” looking men.

“I started working out a bunch and changed my diet a little bit. I’ve never really done that for a job. I didn’t realize it at the time, but I think it kind of informed me physically … I had a very simple lifestyle, and I was cooking for myself,” he says.

Though not a “major change,” it helped Keery become the character. He also notes that adapting to that change — a move across the world, a breakup, a diet tweak — is a big part of the job: “Being able to roll with the punches and buckle in.”

Then he buckled into Gator, a man he describes as someone who values himself by the items he has — his holster, his specific sunglasses and his vest. “He wants to exude masculinity so that people finally respect him because he doesn’t respect himself,” says Keery. “That realization didn’t happen right away, but once that clicked in, it kind of unraveled this whole other ball of yarn. There’s something fun about that unraveling.”

The character goes through a bit of a dark journey, ultimately deciding to turn on his own father. Although Keery’s able to leave work at work, he can’t deny that the storyline did get a bit heavy.

“Sitting in that for six months, at the end of it, you’re kind of happy to leave it behind,” he says. “I thought of him as a guy that really didn’t understand how he presented himself — how it came off versus how he thought it did. He’s really not very self-aware and is kind of humorless.”

Stranger ThingsCourtesy Netflix

Though Gator is far from any role Keery has played before, one scene featured a nod to “Stranger Things.” In Episode 4, Gator picks up a nail bat to threaten Dot Lyon (Juno Temple). The unique weapon of choice was also Steve’s. (He didn’t make it in the Netflix hit but, let’s be honest, he used it best.)

Hawley says it was an unintentional coincidence — but Keery recognized it immediately.

“I didn’t say anything, because I was just like, he either knows or doesn’t know and [it] doesn’t really matter,” he says. “I thought it was funny and a weird way that the universe works. How odd that I’m doing this job and this is the situation. That was a very fun sequence. It took a long time to complete!”

Afterward, Keery flew to Atlanta to kick off the final season of “Stranger Things,” which he admits is a strange thing to even put into perspective, since it’s been such a big part of his life for so long.

“It’s been a core part of everyone’s lives, and had such a profound impact on my life, and what basically made my career. I owe so much to everybody there. I love the character, I love the story that we’re telling and the references of the movies that I grew up with,” he says. “It’ll be weird to say goodbye, obviously. But there’s a part of every story that has to end and it feels like we’re getting towards it.”

Although he’s ready to put it in the rearview — “I think everybody probably feels that way,” he says — he also knows he’ll miss it after it’s over.

“I’m trying to really live in the present and appreciate every day that I’m on set and get to spend with these people who I love. That’s like a good way to try to lead your life in general, just focus on the present,” he says, noting that it doesn’t feel like the end on set. “It just feels like back to business, back to work. There’s a real way that that show is made. Doing ‘Fargo’ was cool because it was completely different. On ‘Stranger Things,’ there’s this unspoken zippiness in a way that the dialogue flows together and the way we all understand it will be edited. There’s this collective understanding of the product that we’re making. With ‘Fargo,’ even though it’s an established show, it’s a new cast, a new story, an open new frontier. We create that as you’re making it, rather than it being established. So I am looking forward, on new projects, to do that again.”