The packed house at BAM's Harvey Theater was probably eager to have a look at the protean actor whose dulcet malevolence has brought many nasty characters to life, including Professor Snape in the Harry Potter films, the Sheriff of Nottingham in Robin Hood: Prince of Thieves and terrorist Hans Gruber in Die Hard. But Alan Rickman was just as wily and entertaining as the director of Strindberg’s “relentless” (his words) marriage a trois, in a conversation with the New York Public Library’s Paul Holdengraber.