That's something Houdini, a two-part movie-length mini-series that starts screening tonight, hopes to cover in depth. With a wild mop of black hair and a chiselled, lean frame to go with his childhood passion for magic, Brody fitted the role perfectly. But while researching the role, Brody was surprised to discover things about Houdini's life that even he didn't know.
"He had tremendous obstacles to overcome," he says. "He was a very complex man. He escaped the confines of poverty, of anti-Semitism, of being an immigrant into the United States to become the greatest escape artist in the world - all from a career as a locksmith.
"I mean, he could manipulate locks with his toes. I'm in awe of the man."
With Brody narrating much of the mini-series, which met mixed reviews when it screened in the US, Houdini attempts to cover all facets of the magician's life.
But 100 years on from his peak, it's his daring submersion escape tricks that still astound fans. Brody admits recreating some of Houdini's feats were the scariest moments on set for him.
"The most challenging [trick] was his escape from the Chinese water torture chamber. It's remarkable. Because once you're immersed upside down into the chamber, the actual stunt is very challenging and requires tremendous discipline.
"Houdini worked extensively on breath control and being malleable enough to contort his body into just the right space. You're very disoriented in going in upside down like that, and your lungs' capacity for holding oxygen is reduced because of the immersion."
The passion in Brody's voice proves Houdini is a role close to his heart. But after all that experience performing magic as a child, does he still try to pull rabbits out of a hat?
"I left magic in a way, but I think it provided a gateway into acting and to understanding performance," he says. "There are a lot of parallels [between Houdini and I]. I'm not quite as driven as he is, but I definitely can relate to his perseverance and his ambition to do the best that he can do.
"It's been a real honour to be able to portray him and to understand him further."
TV profile
What: Adrien Brody in Houdini
Where: Sky Movies Extra, tonight, 8.30pm; part two screens in the same time slot next week