Authors:

It's so easy to disappear into your character because there isn't all this fuss around you, and we keep a closed set, and closed off to all crew members, even, unless we're cut. A lot of times, you're doing a scene in a movie and there are literally 35 people standing behind the camera all waiting to do their job, but here they have to be off the stage. On The Office, it is very much just the actors, a cameraman and a boom operator, like a real documentary, like we really are being documented.

Source: film.avclub.com
It's so easy to disappear into your character because there isn't all this fuss around you, and we keep a closed set, and closed off to all crew members, even, unless we're cut. A lot of times, you're doing a scene in a