Question: Which American actress co starred beside Sean Penn in This Must Be the Place?
Context: The Gunman is a 2015 action thriller film directed by Pierre Morel and written by Don Macpherson, Pete Travis and Sean Penn, based on the novel "The Prone Gunman" (French title: "La position du tireur couché") by Jean-Patrick Manchette.  It stars Penn, with Idris Elba, Ray Winstone, Mark Rylance, and Javier Bardem appearing in supporting roles.  The film is about Jim Terrier (Penn), a mercenary who assassinates the Minister of Mining of the Democratic Republic of Congo in 2006 on orders from multinational mining companies.  Eight years after Terrier has retired from mercenary work, he and the people close to him become the targets of hit squads sent by a powerful multinational security firm, and he must fight to stay alive.  The film was released on March 20, 2015 by Open Road Films.  It was a box office bomb, grossing just $24 million against its $40 million budget and seeing a poor critical reception. Leo Z. Penn (August 27, 1921 – September 5, 1998) was an American actor and director and the father of musician Michael Penn and actors Sean Penn and Chris Penn. At Close Range is a 1986 American crime drama film directed by James Foley, based on the real life rural Pennsylvania crime family led by Bruce Johnston, Sr. which operated during the 1960s and 1970s.  It stars Sean Penn and Christopher Walken, with Mary Stuart Masterson, Sean's brother Chris Penn, David Strathairn, Crispin Glover, Kiefer Sutherland, and Eileen Ryan (the Penns' real-life mother) in supporting roles.  The film was critically acclaimed. American entertainer Madonna has worked in twenty-six feature films (twenty-one as an actress), nine short films, three theatrical plays, ten television episodes, and sixteen commercials.  In 1979, she made her acting debut in the low-budget feature, "A Certain Sacrifice".  Its commercial release in 1985 coincided with the success of her second studio album, "Like a Virgin".  That same year, she made a cameo appearance as a club singer in the film "Vision Quest"; she also garnered commercial and critical success for the title role in Susan Seidelman's "Desperately Seeking Susan".  Madonna followed it with a leading role in the adventure drama, "Shanghai Surprise" (1986), with her then-husband actor Sean Penn.  The film was panned by critics, and Madonna received her first Golden Raspberry Award for Worst Actress.  Her next films such as "Who's That Girl" (1987) and "Bloodhounds of Broadway" (1989) were critical and commercial failures.  In 1986, she made her theatrical debut in David Rabe's "Goose and Tom-Tom" and her first commercial for Mitsubishi in Japan.  She starred in the 1989 commercial for Pepsi-Cola alongside her song "Like a Prayer".  Due to the controversy surrounding the song's music video, the commercial was revoked and her contract with Pepsi-Cola was cancelled. Frances Louise McDormand (born June 23, 1957) is an American actress.  She is one of the few performers who have achieved the Triple Crown of Acting, with an Academy Award for "Fargo" (1996), a Tony Award for the Broadway play "Good People" (2011), and an Emmy Award for the HBO miniseries "Olive Kitteridge" (2014). J/P Haitian Relief Organization (J/P HRO) is a non-profit organization founded by the American actor Sean Penn in response to the January 12, 2010 earthquake in Haiti.  J/P stands for Jenkins-Penn, a reference to Sanela Diana Jenkins, whose foundation supported initial relief efforts, with Sean Penn. Ava Lazar is an American actress most notable for her role as the first Santana Andrade in NBC's soap opera "Santa Barbara".  She has been seen in numerous roles in Film and Television.  Some of the most notably, Rocky Two, starring Sylvester Stallone, Fast Times at Ridgemont High starring Sean Penn, Scarface, starring Al Pacino, Forever Young, starring Mel Gibson and Where's Parsifal starring Tony Curtis, Orson Wells, Peter Lawford, Donald Pleasence, Ron Moody and various other co starring roles in television.  Ava Lazar is also a producer of three feature-length films, Nature of the Beast with Eric Roberts and Lance Hendrickson, Mic and the Claw and Trafficking. Eileen Ryan ("née" Annucci; born October 16, 1928) is an American actress who has appeared in a number of movies and TV series.  She is the widow of actor and director Leo Penn, and mother of actors Sean Penn and Chris Penn and singer Michael Penn. Lee J. Cobb (December 8, 1911February 11, 1976) was an American actor.  He is best known for his performances in "12 Angry Men" (1957), "On the Waterfront" (1954), and "The Exorcist" (1973).  He also played the role of Willy Loman in the original Broadway production of Arthur Miller's 1949 play "Death of a Salesman" under the direction of Elia Kazan.  On television, Cobb co starred in the first four seasons of the Western series "The Virginian".  He typically played arrogant, intimidating, and abrasive characters, but often had roles as respectable figures such as judges and police officers.  He was twice nominated for the Academy Award for Best Supporting Actor, for "The Brothers Karamazov" (1958) and "On the Waterfront" (1954). This Must Be the Place is a 2011 European drama film directed by Paolo Sorrentino, written by Sorrentino and Umberto Contarello and released in the U.S. in late 2012.  It stars Sean Penn and Frances McDormand.  The film deals with a middle-aged wealthy rock star who becomes bored in his retirement and takes on the quest of finding his father's tormentor, a Nazi war criminal who is a refugee in the United States.
Answer: Frances McDormand