FBI agents say in a court filing that Teresa Yuan sent a series of spooky messages in July that included ramblings about wanting to play Russian Roulette with the actress.
In another video she says she would feel no regret "after it happens" because "that's apparently how it feels to be a killer." On one recording, she hisses and growls at the camera.
Yuan faces a charge of interstate stalking. Her lawyer, Michael Schneider, tells The New York Daily News he wouldn't comment on the case.
Cotillard won an Oscar for her role as Edith Piaf in "La Vie en Rose."