Walton Goggins came to LA with $300. Now, he's a go-to actor for Quentin Tarantino and Danny McBride.

For a long time in Hollywood, Walton Goggins was That Guy. In the '90s, he'd pop up in an episode of "NYPD Blue" or "Beverly Hills, 90210" playing characters like "Bad Guy" or "Young Man #1," before he nabbed a scene-stealing role in Robert Duvall's 1997 film "The Apostle."

It wasn't until the 2000s — when Goggins got his breakthrough role as dirty cop Shane Vendrell on "The Shield," which ran for seven seasons on FX — that he cemented himself as "That Guy" on a larger, more prestigious scale. By the 2010s, his key roles in two Danny McBride series ("Vice Principals," "The Righteous Gemstones") and two Quentin Tarantino movies, ("Django Unchained," "The Hateful Eight"), made him the go-to character actor for some of Hollywood's most distinctive auteurs.

In his newest role, Goggins is a lot more than "That Guy." In fact, he's barely a guy at all.

On Prime Video's new series "Fallout," out now, Goggins plays a mutated, near-immortal bounty hunter named the Ghoul, who's survived for centuries after a nuclear apocalypse. It's the kind of role Goggins excels at playing: a complex character who makes the audience question if they can — or should — root for him.

"I didn't pick this lane; I think this lane picked me," Goggins told Business Insider when asked if he seeks out morally ambiguous roles.

"With 'Fallout,' reading it on the page, I just thought, wow, what an opportunity to be in this world and a franchise that is beloved by so many people," he continued. "To play a person that spans 250 years. What has he seen before that he's carrying into the current world? How do you bridge these two people and have them speak to each other over time? All of these were puzzles to really figure out."

It's another adventure for an actor who seems genuinely grateful to have worked his way up in Hollywood through a combination of talent and sheer persistence.

For the latest interview in Business Insider's Role Play series, Goggins talks about working side jobs in his early career, his love for Danny McBride's comedies, and the major difference between Steven Spielberg and Quentin Tarantino's sets.

On showing up to LA with only $300 and almost getting fired from 'The Shield'

In the 1990s, you were "That Guy," because you seemed to show up constantly on the big and small screen — in an episode of "Beverly Hills 90210," "The Apostle" with Robert Duvall," the third "Major League" movie — but was there a fat enough check from anything in that decade that provided you some kind of stability until the big break came?

You know, I'm a poor kid from Georgia. I come from very humble beginnings and I've never been afraid of work in my life. I moved to Los Angeles when I was 19 years old. I had $300 in my pocket. I had enough to last a month. And the first morning I was in LA I had a job at a health club.

I did that until I decided I was going to start my own business, and I started a valet parking company. I had that for a couple of years. I sold cowboy boots. I became a personal trainer. But along with all of that I was very fortunate to start working as an actor straight away. But I'm conservative, fiscally speaking, so I continued to keep working side jobs and structured my life in a way that I had a job that allowed me to walk away whenever an opportunity to act came up.

So I actually continued to have side jobs for five years past the point of needing those jobs. I took all the money I was making from storytelling and just put that in the bank. I lived off what I was making on these side gigs. That's how I structured my money. And when I finally made the decision to go with acting as the sole income, by then I had my manager. It was when I got the role in "The Apostle." That's when I decided I felt confident enough that I had enough cushion to really go for it.

"The Apostle" came out in 1997. It was a critical darling, Duvall got an Oscar nomination, so the movie got a lot of attention. Then, a few years later, the FX series "The Shield" changed everything for you. Was there a moment during the run of that show where you thought to yourself, I can now call myself a star, not just a working actor?

Well, the very first episode they wanted to fire me — the higher-ups.

Shawn Ryan, the creator of the show, said, "I just saw this kid in 'The Apostle,' let me write an episode for him." And so episode number two was really kind of about my character. And [then] the brass saw it and were like, "He's our guy."

Becoming a star was never my intention. That was never the reason why I got into this in the first place. It's weird, I look back on my life as a storyteller, and though there were dips, it was always going up. And I think that's because there was never an opportunity I wasn't ready to step into. And I think God, whoever she is, structured my life in that way. I have been ready for every moment that has come my way.

If it had been different in any way, I think I would have left the business. I don't think it would have worked out for me. So I feel it all came for a reason.

On almost being cast in 'Eastbound & Down' and the difference between Spielberg and Tarantino's sets

It's been fun to see you spend the last decade immersed in the world of Danny McBride, Jody Hill, and David Gordon Green with their shows "Vice Principals" and "The Righteous Gemstones." What is it about them that makes it fun to do not just one show with them, but two?

I hope there are more shows I do with them, and movies. Their comedy is so specific. It makes me laugh on a level that many people can't. I was a fan of them long before I had the opportunity to work with them — I have known David for a very long time on the independent film circuit.

I just think they are very special. They are auteurs. It's a curated experience working with them. They know exactly what they want to convey to their audience, from the cinematography to the music to the tone they set. I am so grateful to be in their stable.

And the crazy thing is, if things went differently, you would have been in three of their shows — didn't you go out for the role of Shane in "Eastbound & Down," which went to Jason Sudeikis?

Yeah, I was considered for it. Jason got it. But I was up for it, and because of that reading, David called me afterward and said, "Man, you were dangerous, and we liked it." But obviously, they went another way.

How are you with rejection? Are you a competitive person? Do you get bitter when you see someone else playing a role you went out for?

I am a competitive person with myself. Not with anyone else. I mean, I want to win when I play my wife in tennis. I want to win against my son in chess. I fancy myself a great Scrabble player.

But when you saw Sudeikis playing Shane, you weren't bitter?

No. Not at all. I believe roles come into your life. I've never missed out on a role. I haven't gotten a number of roles I really wanted, but I wasn't right for them, and the people that missed out on roles that I've gotten, I hope they feel the same way. It ebbs and flows.

The one thing that I have going for me, and this is a lesson that I learned early in my 20s, is that I don't look in other people's lanes. I'm in my lane. I'm not competing against anyone. How can you? I am authentic to me. What I have to give, only I have to give. No one else is giving what I have to give.

I am my own author of what I have to share. And I love to see other people's work; I'm not threatened by that at all.

2012 is one of the most fascinating years in your filmography because you have a role in Steven Spielberg's "Lincoln" and Quentin Tarantino's "Django Unchained." Two legends, but also two directors who I have to imagine are vastly different on set.

Very different vibes. Steven wears a tie to work every day. He's very passionate, but he's reserved. He's not excitable. He's gentle on set, the way he approaches a scene and talks to actors. He can sit in that director's chair all day long and talk about the work and have these deep discussions.

Quentin is a fucking righteous madman. He lives in his body and his emotions. Excitable and extremely passionate.

But the great thing is there's a place for both of them. I loved both. I'm a very expressive and passionate person and I gravitate to those people in my own life. That was an incredible time for me. It was extraordinary.

This interview has been edited and condensed for clarity.