I don't know if the same thing applies to Wolf Hall, but I know that Roundabout has a specific staff member whose job it is to find housing for cast members if they do not already live in New York, especially if they have someone coming to New York temporarily from overseas for the duration of a production. They consult with the actor on their preferences of housing (distance from the theater, doorman vs non doorman building, walk-up or elevator, etc)
"Mostly, I loved the size of these people's emotions. Nobody has emotions this size anymore. Outsized emotions. Operatic emotions. Kushemski and Vanda are like Tristan and Isolde, they're Paolo and Francesca. Nobody's in total thrall like this anymore. Nobody's overcome by passion like this, or goes through this kind of rage." Thomas, Venus in Fur