W Mag has a profile of Gone Girl Rosamund Pike, detailing how she got the part, and how surprised she was when she got it:

Fincher suggested that they get to know each other via Skype, and Pike had to join a gym near Glasgow just to secure an Internet connection. She had not been given the script but had started reading the book, and she assumed that Fincher was talking to many actresses about the role. After several weeks of conversation, Fincher asked if Pike wanted to fly to St. Louis, where he was scouting locations. “I said, ‘I’ll swim to St. Louis,’ ” Pike recalled as she ate a french fry. “We met there for two days.” Other than Ben Affleck, who was up for the part of Nick Dunne, the boyish, smarter-than-he-looks husband, no other actor had been cast. Weeks after returning to Scotland, Pike received a text message from Fincher, saying, “You have the part,” which she accidentally erased. “The only evidence I have that I got the call to play Amy is a selfie of me jumping in the rain in the Highlands. I look both happy and thoroughly daunted—the whole ‘You got the best gig in years’ scenario gives me the creeps.” She paused. “But then again, I’m a very hard worker, and maybe people who have underestimated me or just thought I looked good will say they were wrong.”