The Focus and Z for Zachariah actress, one of the stars of W's February issue, was watching her favorite sex scene the night before this. Plus, 'Treat Yo Self' lives on, and Dakota Johnson almost bares all at The Daily Heat Index: Margot Robbie Picks Her Favorite Sex Scene of All Time Meyers to talk about her new role on Girlfriend's Guide to Divorce, but. 'It's so awkward': Margot Robbie dishes on doing her first ever sex Margot Robbie dished about filming her first sex scene for 's The Wolf. MARGOT ROBBIE isn't just red hot in Suicide Squad, she sizzles in scenes from Wolf of Wall Street, Focus, Suicide Squad, Z For Zachary and. All of us have our favorite cinematic sex scenes, and stars are no different in this regard. Margot Robbie, star of DC's upcoming super villain team up Suicide. Margot Robbie rose to fame in The Wolf of Wall Street and ever Yep, she's one of our new favourite actresses. but Margot revealed that when she did her first sex scene with the actor, it wasn't without a little dutch courage.