Or in Dockery's case, "obsessed."
"Sometimes I'd relate more to Carrie [Sarah Jessica Parker], sometimes - it was always, I guess, between Charlotte [Kristin Davis] and Carrie. But then I loved Miranda [Cynthia Nixon]. Carrie I used to copy - I've got a gold Carrie necklace with my name on it," said Dockery, laughing.
"And they're such great actresses. I just think they're brilliant. You know, like Kim Cattrall [who played Samantha], I just think she's such a great actress. And there were moments in that show that I, you know, similarly, maybe, to with Matthew [her character's husband, who was killed in the Season 3 finale so actor Dan Stevens could leave the series]. Like when Samantha had cancer, I was just beside myself. You know, the thought of her dying, it was awful."
She was in drama school when the show first aired in Britain and later got the boxed set. "I watch it now. I still love it."
If "Sex and the City" were on now, Charlotte, at least, would almost certainly be equally obsessed with "Downton Abbey," and with Lady Mary, who Samantha would probably declare to have the worst sexual karma ever: The poor woman's been to bed with two men in her life and they're both dead.
As Season 4 opens, Dockery said, "It's six months on but [Mary] hasn't come out of mourning and she refuses to wear anything other than black. So she's sort of in this limbo, really. She's stuck in exactly the same place that she was when she got the news. She's such a contrast to the end of Season 3, where she had it all, really. She'd got the man of her dreams, happily married, the future ahead of them, gave birth to a son, which is, you know, better than [a girl], it's a bonus that it was a boy," in a world in which only a male could inherit Downton.
"Babe in arms, and little did she know it had been completely shattered."
Not to speak ill of the fictional dead, but after all their trials, her actual marriage to Matthew had risked making Mary less interesting.
Dockery's not altogether unhappy with the return of her character's sharp tongue.
"I do enjoy it, and I guess it's a little bit more challenging. . . . Sometimes I battle with the things that she says, and I can't believe that she would say such mean things. But they're fun to play, those characters."
And it's not all grim.
"There's this sense that the '20s are very much in full flow," Dockery said. "It's like the roar of the '20s has begun. So, aside from the mourning of Matthew, there's this sense of energy that's kind of reinjected into the house. The grief starts to thaw."
Still, she's not unsympathetic to fans who may not be ready to let go of Matthew.
"I get it. Because that's what we do, isn't it? You get completely immersed in something that's nothing to do with your own life and you can switch off from what you're doing and be immersed in it."