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The Edward Scissorhands actor, who portrays the gangster in the new film, admitted that he felt as though the infamous bank robber was watching over him during the making of the movie, STV reports.
"It was magical to be able to literally walk in the same steps that he took. You could almost feel him. I did feel him, not to be spooky or anything, but there were moments when I felt his presence. There were moments when I felt a certain level of approval from the guy," he said.
Depp also revealed that he felt privileged to be able to recreate historical events with his role and cited the experience as a priceless one in his cinematic career.
He added: "To be able to fire my Thompson gun out of the very window Dillinger was firing his Thompson out of during the gun battle at Little Bohemia - you can't put a price on that."
Public Enemies, which co-stars Christian Bale, is in cinemas now.
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