Rolling Stone has Borat's only out-of-character interview.

Sacha Baron Cohen talks to Rolling Stone as himself. This surprised me (from the RS interview, which took place in a restaurant):

"Baron Cohen continues to grill the waiter: "What kind of fish?"

"It soon becomes clear that he is not merely curious or vegetarian or allergic to peanuts. He keeps kosher and is making sure that there is no shellfish, pork or other forbidden food or food combination in the dish. A devout Jew, Baron Cohen also keeps the Sabbath when he can, which means that he doesn't work from Friday evening to Saturday evening."

It's been well publicized that Baron Cohen is Jewish, but it turns out that he's very devout.

"Borat essentially works as a tool," Baron Cohen says. "By himself being
anti-Semitic, he lets people lower their guard and expose their own prejudice, whether it's anti-Semitism or an acceptance of anti-Semitism. 'Throw the Jew Down the Well' [a song performed at a country & western bar during Da Ali G Show] was a very controversial sketch, and some members of the Jewish community thought that it was actually going to encourage anti-Semitism. But to me it revealed something about that bar in Tucson. And the question is: Did it reveal that they were anti-Semitic? Perhaps. But maybe it just revealed that they were indifferent to anti Semitism."

It's understandable that people who grew up in parts of the US where there weren't many Jews would be indifferent to the anti-Semitism in the song. Sure, books about the Holocaust were read in elementary school, but lingering racism just isn't made real unless you've had personal experience with it. My guess is that those people in Tucson would have reacted differently if the song had been about African-Americans, because that particular horror took place in their own country and they've been taught more about it. In any case, that paragraph seems to go easier on the Americans. The next one doesn't:

"I remember, when I was in university I studied history, and there was this one major historian of the Third Reich, Ian Kershaw. And his quote was, 'The path to Auschwitz was paved with indifference.' I know it's not very funny being a comedian talking about the Holocaust, but I think it's an interesting idea that not everyone in Germany had to be a raving anti-Semite. They just had to be apathetic."

And here's the tease so you'll buy the magazine and read the rest of the article:

"There are two things Baron Cohen doesn't like talking about: his background and his creative process -- how he creates his characters, how he procures interviews with highly inaccessible figures like Newt Gingrich and Donald Trump, and how he gets them to take seriously his preposterous questions.
..."