Winslet recalls that she and DiCaprio would sometimes lie on the set smoking hand-rolled cigarettes and staring up at the stars. Other times, she would watch him play Tomb Raider on Nintendo or they would sing to each other - the Bette Midler hit “Wind Beneath My Wings,” an indirect, on-site spoof of the Titanic scene in which Jack leads Rose to the prow of the ship and tells her to close her eyes and spread out her arms. When Winslet had an attack of vertigo on the back of the upended poop deck - spending a week in harnesses suspended l00 feet in the air - DiCaprio calmed her down. “I just told her we were safe,” he says. “She believed me.” One night, very late, Winslet and DiCaprio were lying on the deck during a break. An assistant approached for food orders. “Leo was so tired,” Winslet recalls; he had his head on Winslet’s stomach and asked for a sandwich. “The assistant asked, `What do you want on it?’ and Leo said, `Oh, Kate will tell you.’ And Leo just kind of fell asleep. And I did know exactly what he wanted - this kind of cheese and no tomato and no pickle. I absolutely knew. And I thought, `God, that’s really weird that I know this person so well.’ It was brilliant.”

Winslet recalls that she and DiCaprio would sometimes lie on the set smoking hand-rolled cigarettes and staring up at the stars. Other times, she would watch him play Tomb Raider on Nintendo or they would sing to each other - the Bette Midler hit “Wind Beneath My Wings,” an indirect, on-site spoof of the Titanic scene in which Jack leads Rose to the prow of the ship and tells her to close her eyes and spread out her arms. When Winslet had an attack of vertigo on the back of the upended poop deck - spending a week in harnesses suspended l00 feet in the air - DiCaprio calmed her down. “I just told her we were safe,” he says. “She believed me.” One night, very late, Winslet and DiCaprio were lying on the deck during a break. An assistant approached for food orders. “Leo was so tired,” Winslet recalls; he had his head on Winslet’s stomach and asked for a sandwich. “The assistant asked, `What do you want on it?’ and Leo said, `Oh, Kate will tell you.’ And Leo just kind of fell asleep. And I did know exactly what he wanted - this kind of cheese and no tomato and no pickle. I absolutely knew. And I thought, `God, that’s really weird that I know this person so well.’ It was brilliant.”