NEW YORK — After four decades of playing almost every sort of sociopath imaginable, Christopher Walken laid down the law a couple of years ago with his agent about the scripts she kept sending him.

“Look, enough already,” Walken, who is 66, recalled telling her, as he spoke recently in a half-dark room near a Manhattan rehearsal space. “I want to play a nice guy with a wife and a family and a dog and a house. And she said, ‘We’ll look for that for you.’

“And then she sends me this new play to read, and I read it, and I call her up and say, ‘Wow, is this the guy with a house and a wife and a dog?’ And she said, ‘Read it again.’ And I did. And she was right.”

While the play’s title, “A Behanding in Spokane,” was a tip-off that this was no “Brady Bunch” redux, and while the story’s handcuffs and gun and explosives and grotesque surprises underscored that point, Walken concluded that it was fundamentally a story of “nice people.” Creepy, maybe; confrontational, certainly; at their wits’ end, to say the least.

But after playing troubled men for so long, from the films “Annie Hall” and “The Deer Hunter” in the 1970s to later stage roles like Iago in “Othello,” Walken has become a pro at finding a sunny side in the spookiest of souls.

“What struck me most about the play is it’s a good-natured piece, if you look past the rough language and subject and all that stuff I usually have to deal with,” said Walken, a New York theater veteran who is returning to Broadway for the first time in a decade with “Behanding,” which began preview performances last week at the Gerald Schoenfeld Theatre. “Every character in this play, I like them. They’re outcasts. Struggling, but decent.”

“They’re not crazy, they’re just,” he said with a pause, “strange.”

The strange character for Walken this time around is Carmichael, a shy, remote man — much like the actor himself — who has been searching among corpse dealers for his left hand ever since it was hacked off 47 years earlier. The play unfolds in virtually real time over 90 minutes in a seedy hotel room, where Carmichael squares off against two con artists (played by Anthony Mackie and Zoe Kazan) and a nosy hotel clerk (Sam Rockwell).

The play reflects the dark humor of its author, Martin McDonagh (“The Lieutenant of Inishmore,” “The Pillowman”), whose sensibilities seem strikingly in sync with Walken’s.

“I do like to write sinister but quite funny guys, who can combine a sense of menace and danger but also real loss,” McDonagh said by phone. “Carmichael is all of that, but he’s also someone who is very, very honorable in his own crazy way, with a moral code that gets crossed by people. Chris is so ideal in this role, because he’s so funny but can turn to that dark side on a dime, and because he can see the niceness in these odd people.”

Beyond bringing Walken back to the stage — he was last seen on Broadway in 2000 in a Tony-Award-nominated performance in the musical “James Joyce’s The Dead” — Carmichael also stands out as one of several strong-willed male characters on Broadway this spring, a year after a season of imperious female roles (“Mary Stuart,” “33 Variations,” “Irena’s Vow,” “Blithe Spirit”).

While the script of “Behanding” calls for Carmichael to be in his mid- to late 40s, McDonagh and the director, John Crowley (“A Steady Rain,” “The Pillowman”), said they had trouble finding actors that age who were suitable for or interested in the role, which is part of an ensemble, in this premiere production of the play.

The two men discussed needing someone like Walken, who is known for quicksilver film performances — the young man in love who becomes a Russian-roulette-playing soldier in “The Deer Hunter” (1978) or the deceitful but loving father in “Catch Me if You Can” (2002). (Walken was nominated for Academy Awards for best supporting actor for both roles, and won for “The Deer Hunter.”) The new role also comes with important monologues that feature bizarre twists similar to the rambling speech Walken delivers as Capt. Koons, who tells the story of a gold watch to a young boy in “Pulp Fiction” (1994).

So the playwright and director asked each other, why not cast the man himself?

“Whereas some other actors felt that Carmichael was far-fetched, Chris didn’t feel the far-fetched elements were odd at all,” Crowley said. “And I think the fact that Chris is 66 throws into stronger relief that finding his hand has been a lifelong quest, a function of the character’s neurosis. And that the journey is more important than the destination.”

“The most surprising thing that Chris does,” he continued, “is that while he has this ambient, freaky, chilling quality that curls around him, he can also plug into a character’s vulnerability in a split second with his face, his tone, his body.”

If Carmichael seemed like a ready-made part for him, Walken did not think the role was a lock as he read the play, he said, because that has never been his way.

“I’m superstitious to begin with, by which I mean, in acting and all things, I have my fingers crossed,” he said. “I have no real underlying confidence, about anything. I think it has to do with the fact that I came into acting very accidentally. I was a dancer first. Even calling myself an actor, it’s a little strange. I think of myself as a performer.”