According to the imdb, Walken tries to get a few dance steps in every movie he’s in, no matter what kind of movie.
Again, according to imdb, when Christopher Walken was portraying UFO abductee Whitley Streiber in Communion, Streiber complained that he was playing him “too crazy.” Reportedly Walken replied, “If the shoe fits.”
Chris Walken on SNL answering the census taker.
https://screen.yahoo.com/census-taker-000000855.html