The world’s saddest Philly cheesesteak makes a guest appearance in Brittany Runs a Marathon, a movie that bounces back and forth between Brooklyn and Philadelphia as it tells the story of a woman (Jillian Bell) who tries to turn her life around by running.

Her journey has some ups and downs, and Brittany is pretty down — off her regimen and very deeply off her diet and bunking with family in Philly — when she buys the sandwich and heats it in the skillet at home, because while a cheesesteak represents a dietary lapse, a cold cheesesteak would represent a total existential collapse.

“If you look closely, you can see the Geno’s bag next to the stove,” said Paul Downs Colaizzo, who spent ages 4-8 in South Jersey (the Beagle Club neighborhood of Voorhees, Kresson Elementary School) and chose Philadelphia as the city Brittany turns to when she needs comfort. (The story is loosely based on a woman Colaizzo knows, though she’s from Atlanta.)

“You know, I wanted a place that felt like home, to me and to America. Philadelphia has that hometown feel to it. It feels supportive and comforting and like it’s always going to be there for you,” said Colaizzo, a playwright (Really Really) taking his first turn as movie director. He stopped in town to talk about the movie with leading lady Bell.

“[Philadelphia] is close to New York, which makes sense for the story, but New York feels like that city that’s a mirage, you can live there but it’s that thing that you can never quite grasp. Philadelphia has that concrete realness to it.”

Bell chimed in: “And it’s the city of brotherly love, and that is literally true in the story.”

Brittany’s brother-in-law (Lil Rel Howery) takes her in when she’s having a hard time, and helps her reconnect to her goal of running in a marathon. The movie is not really about fitness, though. It’s a much more complex exploration of a deeply unhappy young woman who wants to change, and getting in shape is the comparatively easy part. There are deeper issues related to Brittany’s shaky sense of self-worth that are harder to address.

For Bell, the former SNL writer and Groundlings alum who’s done supporting work in film (22 Jump Street, The Night Before), this was a huge step up, and “terrifying” in its sheer size and emotional range. Brittany has rocky relationships with friends (Michaela Watkins) and boyfriends (Utkarsh Ambudkar) and the movie covers a lot of psychological ground.

“I was nervous. Yeah. I mean, I’m in every scene in this film. It’s got some pretty heavy dramatic elements, and I’d never done anything with that. And when I was thinking about the role, there were a couple of days where I thought, you know, I don’t know if I can handle this. So I talked to my sister, who’s like my best friend, and she said, ‘Go to sleep, wake up in the morning, read it again, and if you don’t like it, you can pass on it.’ So that’s exactly what I did. And I read it again, and that’s when I realized I have to do this,” said Bell, who ran like a demon and lost 40 pounds before and during filming as a way to further connect with the character she described as “already someone I knew pretty well.”

Colaizzo stressed, though, that it’s not a movie that equates weight loss with self-improvement.

“The body image stuff in the movie is told through Brittany’s point of view. It’s not the film’s point of view. It’s Brittany’s relationship with the image she sees in the mirror, and with herself,’’ he said.

For Bell, it was quite a lot to take on.

“It’s scary to make this big a leap, but in thinking about that challenge, I realized I was already relating to Brittany. I could relate to how scary it is for her to just go for that first jog," she said. “Because this is my first big jog. Doing something that totally different, you just don’t know how people would react.”

Well, now she knows. Bell is getting rave reviews, which started when the movie was first screened during the Sundance Film Festival, where it started a lively bidding war, eventually bagged by Amazon for a whopping $15 million.

"I grew up pretty far away from the entertainment industry, but even as far away from it as I was, I had heard about Sundance bidding wars. So it was completely surreal to be in one. I was wide-eyed the whole time, also because I drank a lot of Diet Cokes, but in the end I ended up exactly where I wanted to be, which was with Amazon,” said Colaizzo, who added that Amazon was the distributor most committed to a theatrical run.

Bell notes that most of her screen roles have been supporting parts in bigger studio movies, so she had almost zero experience with independent movies. Sundance was a first, and she also found it otherworldly.

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“It screened at this theater which is at a high school, and there’s all these kids walking around and getting books out of their lockers and making out, and I’m sitting there watching this trying to make sense of the context, which is that this could be the biggest moment of my life," she said.

For Bell, the surreal run may continue with her next two movies, the wacky El Tonto for It’s Always Sunny In Philadelphia star/writer/director Charlie Day ("I was only there for one day, and I just basically played around with Charlie”) and work on the third “Bill and Ted” movie.

“That was amazing. Those movies were such a big part of my life, and a big influence on me, and I was there in New Orleans on the first day of filming, when [Keaunu Reeves and Alex Winter] were first getting back in character, and I got to watch them rehearse, and that’s something I will remember forever.”

Colaizzo has another film in the works, but right now he’s touring the United States with Brittany, hosting screenings and enjoying the audience response.

“At Sundance, we really fought hard to go with a company that would guarantee us theatrical distribution, because we wanted people to see this in theaters, to be shoulder to shoulder with other people, maybe somebody that would be encouraged to see in a different way. That’s the response we’ve been getting. I got a 10-minute hug from a woman who told me this movie told the story of her life. And we’ve been getting that everywhere we go.”