Plunging deep into his roles——from the self-created (Edward Scissorhands and Captain Jack Sparrow) to the painstakingly re-created (Hunter S. Thompson, and John Dillinger in this month’s Public Enemies)——Johnny Depp can drive himself to the edge of the psyche. His decompression is as extreme: a 45-acre private Bahamian island, where he can snorkel among the barracuda.