FBI agents say in a court filing that Teresa Yuan, of Queens, sent a series of spooky messages in July that included ramblings about wanting to play Russian Roulette with the actress.
In another video she said she would feel no regret, "after it happens" because "that's apparently how it feels to be a killer." On one recording she hissed and growled at the camera.
Yuan faces a charge of interstate stalking.
Her lawyer, Michael Schneider, told 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."