The film looks at the life of J. Robert Oppenheimer (played by Murphy), the scientist who created the atomic bomb during World War II.

Oppenheimer and his wife Kitty (played by Blunt) ride horses together in the desert in one scene.

Blunt recalled filming the scene on Thursday's episode of "The Late Show with Stephen Colbert," and said she had plenty of experience riding horses due to a previous TV project, "The English."

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"To be fair, I was just off the back of that six-part series where I was on a horse for six months, so I think Chris got quite excited by our scene where we did a bit of a canter up a hill," Blunt said.

"So then he goes, 'I've got the camera car. Do you want to do a gallop across the plains?' And I heard Cillian go, 'Um. Ooh. Uh,'" the actor continued.

"And then I was really game for it so Cillian had no option, and I just left him in the dust. He was a little bit nervous, yeah," Blunt added.

Blunt said that Murphy was given a calmer horse for the scene, while she rode a more energetic horse.

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"They put him on the steady Eddie horse. They gave me… it was amazing," Blunt said. "He said, 'Your horse really likes to race the camera car.' I was like 'Ooh, OK!'"

Blunt also told host Stephen Colbert that she bought Nolan a pair of Ugg boots because he hated the pair she wore on set.

"Oppenheimer" had a strong showing at Sunday's Golden Globes, winning five awards, including best dramatic motion picture, and best director.

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