Madsen was difficult in his audition.
Tarantino knew he wanted Madsen to play Mr. Blonde, but did his due diligence and auditioned several other actors that day with Madsen set up for success as last. All the actors memorized the three parts that the casting directors had wanted them to play except for Madsen. “And he walks in there and goes, ‘yeah, I didn’t work on any of those other two scenes [other than the torture one],’” Tarantino recollected, Madsen looking on with a smile. “I couldn’t believe the fucking balls of this guy! He’s just going to fucking ignore what I said? Seventeen fucking guys did exactly what I asked of them to do, but oh, not you!”
Annoyed, Tarantino let him audition, but now with a pointed skepticism. “But you know? He was amazing,” the director said with deep affection for the actor. “He didn’t fuck around. He actually took the scene and he took it to a deeper, more solid, more lived-in place that was fantastic. It wasn’t an audition scene. He was camera-ready.”
The director told the audience there was a lesson to be learned. One, you should probably listen to your goddamn director. However, when you’re auditioning as an actor, “you have control in that room and you can dictate shit if you’re that good — if you do the work, and he did the work.”
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Keitel was reminded that Madsen was difficult on the set of “Thelma & Louise” and they butted heads. Keitel nearly lunged across a table to get to Madsen in a scene that Ridley Scott let them ad-lib, and apparently that loving friction toward each other carried over into “Reservoir Dogs.” During rehearsals, the two actors’ fractious relationship on screen mirrored the real one on set. “Mike comes over to me [during rehearsal] one day and he comes over to me and says, ‘You know Harvey, sometimes I wanna hug you and sometimes I wanna punch you in the face,’” he remembered. “And I said, ‘I feel the same way about you.’ And that’s how rehearsals proceeded.”
Madsen wasn’t playing the tough-guy part, though. “That day I fell in love with you,” he said, remembering the “Thelma & Louise” scene. “And when I heard you were going to play Mr. White with the brilliant screenplay that Quentin wrote, well, that really did it for me, pal.”
The happiest Quentin has ever been.
Tarantino and the cast of “Reservoir Dogs” were gifted two weeks of rehearsals before the five-week shoot, something even back then that Keitel described as “unheard of.” Tarantino described how the cast had worked and worked and “chewed up” the scenes. They were ready. After rehearsals, before the shoot, the cast went to Keitel’s house in Malibu to have dinner and christen their maiden voyage, so to speak. The cast was vibing so well and everyone was having such a great time, Tarantino knew he was going to have something special on his hands. “Almost a lot of the pressure was off of me cinematically,” he said. “These guys were so perfect in their parts, they so understood the material. I thought, ‘fuck, if I just keep this movie in focus, I have a movie. Anything I bring to it will just be frosting; the cake is here, it’s these guys.’ I watched it at dinner that night.”
The director described the kind-of-magical drive home from Malibu, driving up Sunset Boulevard all the way to his home in Glendale where he still lived with his mom. “I remember that night, getting in my car and just taking that drive…and all those little windy roads on Sunset…and that was the happiest time of my life. That was the happiest moment of my life. This thing that I was thinking about for so long, not just ‘Reservoir Dogs,’ but making movies in general, [I thought], ‘this might just work out.’”
Steve Buscemi owes his career to Harvey Keitel
Due to budget constraints, casting for the film only took place in Los Angeles, but according to the director, New York actors had read the script and were dying to read for parts as well. Tarantino and producer Lawrence Bender brought it up to Keitel and the actor flew all three of them to the Big Apple, flying first class while Tarantino and Bender flew coach. They ended up in the middle of the plane to talk and have a quick drink. “You know, in a perfect world there’d be no such thing as first class,” the director said, recalling what his producer/star rather sheepishly. “But, since there is…I’m going to fly it.” Only one New York actor landed a gig and that was, of course, Steve Buscemi as Mr. Pink. “That’s why, to this day, I enjoy reminding Steve that he owes me his career,” Keitel quipped.
Tarantino still can’t pronounce Harvey Keitel’s last name (and fucked it up again)
“Our dream was to get Harvey as Mr. White,” Tarantino said, telling the now-well-told story of how it all came to be (Keitel was given the script and then came on board as an executive producer, he was so impressed with the material).
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Keitel said he initially wanted to be Mr. Blonde at first, but realized Michael Madsen was best suited for the part.
The actor recalled the first thing Tarantino said to him as he knocked on his front door was. “Hi, Mr. KEE-tel.” The actor responded, “Ky-TEL, now come in.” Mr. White, who explained that Keitel’s wife even tried to correct him, to which he said, “No, no, I like it when he says it that way.” Sure enough, when Tarantino was asked to pronounce the actors name he fucked it up again, in the same way. “He still can’t say my last name!” Keitel laughed.
The night ended with more riotous applause, Tarantino pooh-poohing Q&A questions from the audience (time was up anyhow) and the cast standing up, arms soaking up the adoration like a classic rock band bringing down the house for one more reunion show. 
You can watch seven clips in this playlist from the evening, approximately 25 minutes, right below.