The two actresses recently sat down for an interview, and the former "Baywatch" star stunned Curtis after revealing that she used to be in a jazz band. Anderson shocked Curtis even more when she discovered that not only could she play an instrument, but she could also jump!

Pamela Anderson and Jamie Lee Curtis were both nominated for Screen Actors Guild Awards for their roles in "The Last Showgirl."

Pamela Anderson and Jamie Lee Curtis recently sat down for an interview Parade to discuss their new film, "The Last Showgirl."

The two women play best friends in the film about a 57-year-old Las Vegas girl (played by Anderson) who comes to terms with the possible end of her career as she ages. Anderson is also a single mother in the film, and the actresses discuss being mothers and juggling careers in the entertainment industry.

"At the heart of the film is the story of a single mother choosing to pursue her art and the consequences of that child coming back and saying, 'It hurts me that you chose your art over me,'" Curtis said. . "Most working mothers in the world will see this film and identify with this complex issue."

Anderson shocked Curtis when she revealed that she played the saxophone in her high school jazz band.

The 66-year-old "Knives Out" star stopped Anderson in the middle of her story about auditioning for the reboot of "The Naked Gun" after casually remarking on her musical abilities. Two actresses told lies to get the role.

"My first audition was 'Naked Gun.' It just happened," Anderson said. "So I didn't have to lie, you know? Even - even though they thought I was lying, because actually I - I used to be in a jazz band and play (the) saxophone."

"Okay, stop! Everyone just stop," Curtis interrupted. "Let's stop for a second. And I'm just going to turn around in my chair. Just a little bit. Hold on, please. You can start saying that again now. You played the saxophone?"

"In (junior) high school," Anderson replied.

The "Barbed Wire" actress really stunned Curtis when she noticed that not only could she play the saxophone, but she could also scat, which is a style of jazz singing.

"I did all the scat solo," Anderson added.

"What the hell is going on?" exclaimed the "halloween actress."

"And so in the movie, in the movie 'The Naked Gun,' I have to sing," she continued. "I do solo scat, so I remember telling him you know? 'I, in high school, did all the scat solo.' And he just said, 'No, do one now.' I was like, 'Scooby doo and dooby doo and doo-dat doo-dat.' I just started throwing myself around and got the part of Woo!"

Curtis couldn't contain his shock and shouted again, "What the hell is going on?"

Curtis noted in the interview that they filmed "The Last Showgirl"in just 18 days.

The actress from the movie "Blue Steel" also revealed that there were mostly women on the film set.

"It was—a really intense, beautiful kind of coming together of artists and women—predominantly women," Curtis said. "And, you know, we're playing best friends, so the immediacy of it, it was in a weird way, as soon as we touched, it was like all of my life experiences came into her. All of her life experiences came into me, and I said 'oh well' and then, you know, moved on."

"Yeah, we're in this together," Anderson agreed.

Anderson stars as a single mother and dancer facing the end of her Las Vegas show in "The Last Showgirl." The film was directed by Gia Coppola.

Curtis plays Anderson's character's best friend in the film, and both actresses were nominated for a Screen Actors Guild Award.

Anderson is nominated for Best Actress in a Leading Role in a Motion Picture. She was also nominated for the Golden Globe Award for Best Actress. Academy Award winner Curtis is nominated for Best Actress in a Supporting Role in a Motion Picture.

The Last Showgirl" is currently in theaters.