Interview with Wardrobe Supervisor Carolyn Fenton - The Official Lord of the Rings Movie Site
Here is a brief excerpt:
NL: When Ian McKellan puts on his Gandalf costume does he begin to walk and talk like Gandalf?
Carolyn: Definitely. You can see the majority of them start to think about how the costume is going to work for their character. But there are some actors who literally put on the costume and their accent changes, the whole thing. Grima Wormtongue did that, it's quite bizarre. He is an American guy and when he puts his costume on he picks up his Wormtongue accent, and starts acting like him and walking like him.
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