The 33-year-old Brit experienced a dramatic physical transformation to play the Baywatch star and was nominated for an Emmy for the performance.
The series dramatises the true story of the unauthorised release of a sex tape Anderson made in 1995 with her then-husband — Mötley Crüe drummer Tommy Lee, played by Sebastian Stan.
James has now told the Mirror that the process of making the show was so intense that she's still dealing with some of the after-effects.
"It was such a screwed-up process. You just have to be patient with yourself. The hours are so long and you feel really burnt out," said James.
She added: "Your nervous system is just like, shot to s***. I felt like a real wreck at the end of it."
James said she would wear a blonde wig in order to hold on to the character when she wasn't on set because the difference was "too extreme" for her to be able to easily switch between herself and Anderson.
"I had to stay in this middle no man’s land of like Lily/Pamela most of the time. I would totally slip into her voice," she said.
James added: "Even when I went out for dinner and was ordering with the waitress or talking to my mom on the phone, I would be American.
"I think I’ve lost lots of jobs because I keep speaking like Pamela in any audition."
Pam & Tommy received mostly positive reviews, but has also been criticised — including by Courtney Love — for being made without the involvement of Anderson herself.
It received four Primetime Emmy nominations, including for James and Sebastian, and won a Creative Arts Emmy for the make-up work used to transform both stars.
Watch: Trailer for Pam & Tommy