Tracey Ullman has a few things to say about the state of the union, (also the title of her new show) and now that she's an American citizen she isn't hesitating to say what's on her mind. "It's given me a new perspective on what I say and feel about the country. I've lived here 25 years, I've invested a lot in this country, I'm having a wonderful time in this country, I've had my kids in this country, and I thought it's time to really join in. So I can vote, and work for the post office, wear a uniform," she joked. All kidding aside, though, she does want to make a statement about things she sees going on in around her, and said she draws particular inspiration from Ira Glass' show, This American Life, on NPR. In fact, she said the one thing that would "really excite" her is if she got to do show promos with Glass.

Another person she is a fan of is Bob Greenblatt, which explains her switch from HBO to Showtime. He made the jump between networks, and she wanted to keep working with him on State of the Union.

The show is only five episodes because "that's what the budget would reach to," she explained. "We figured we could shoot for two weeks, so we asked ourselves how many shows we could reasonably do and five was the figure."

Politics are something Ullman thinks should be private, but she did dish on her 2006 citizenship ceremony. "I had to go downtown for the ceremony, it was like 5,000 of us in the Staples Center. We had to wave flags and they showed us film of the moon landing and grains waving and they played that song 'I'm proud to be an American.' And there was a mesage from President Bush -- it was all kind of mind-blowing." And though she was happy to join her kids in dual citizenship, they had a pretty low-key celebration. "We didn't eat hot dogs or anything, because we're vegetarians. We had Pinkberry, which is very American now. I had extra toppings to commemorate the occasion."

As for her favorite guilty pleasure cable news anchor, it's Rita Cosby,  of whom Ullman did a dead-on "We're gonna make news, we're gonna break news!" impression. She also said she likes "crappy shows" like House Hunters on HGTV and a program called The Knife Collectors Show that airs on satellite networks. She's watched it so much she could name different types of knives (skinners, gunners). "It's just intrinsically American: It's American presentation, it's American camera work, it's American males. But I have this horrible suspicion that all the knives are made in China. Because how can you sell 100 knives for $50? It makes no sense."