Though Madsen got Mr. Blonde, he never learned Mr. Blonde's dance. In rehearsals, he was too intimidated to try it. He didn't know what to do, or if he even wanted to do it. "In the script it said, 'Mr. Blonde maniacally dances around,'" Madsen recalled. "And I kept thinking, What the fuck does that mean? Mick Jagger?"
"We never actually did the dance to the song until the day we shot it," Tarantino added. In fact, they only shot the scene three times. When you see Madsen breaking into the dance in the movie, that's the first take. "I heard the music, and I said, 'Oh, fuck, I better do something,'" Madsen said. "I remembered this weird little thing Jimmy Cagney did in a movie I saw -- I don't remember the name of it, but he did this crazy little dance thing and it just popped into my head at the last second."
Now that crazy little dance is the stuff of legend. It's in the same league as Dustin Hoffman's "I'm walkin' here" and A Clockwork Orange's "Singin' in the Rain" -- ad-libbed gems that not only stand out in their respective movies, but also become inextricably linked to the actors behind them.