Keanu Reeves is playing yet another mysterious anti-hero -- this time, a detective in the supernatural thriller, "Constantine." "To play this man who is trapped, who is fatalistic, cynical, world weary, was a lot of fun," Reeves admitted.

At 40, Keanu remains one of Hollywood's most puzzling and private superstars, but that doesn't stop tongues from wagging about him, so when our special correspondent Terri Seymour sat down with him, it was time to set the record straight.

"Oh, I read some doozies," Keanu said. "The worst story I heard about myself? Well, one of the good ones was that I was swimming with Sharon Stone in the pool at the Chateau Marmont. That was kind of groovy."

"Now what was the one recently?" Keanu continued, laughing. "That I've been married a few times -- I'm a polygamist."

But Keanu doesn't joke around when it comes to acting. His "Constantine" co-star, Rachel Weisz, said Reeves went above and beyond to play John Constantine, a character who has been to hell and back.

"He gets deep in character, like deep, deep, deep" Rachel revealed. "Like, you might get scared sometimes, like 'Keanu!'"

"Yeah, that's only because I dig playing him so much," Reeves added. "I'd hang around with him."

"Constantine," based on the comic book "Hellblazer," blazes into theaters February 18th.