In fact there were no shocks, just a part played by an actor, but Milgram found that around 65% of people carried on administering the shocks, even if they found it upsetting, simply because they were told to do so.
A New York-born Jew, Milgram wanted to investigate Eichmann's defence - that he was just obeying orders. This story has now be turned into a film, Experimenter, starring Peter Sarsgaard and Winona Ryder.
Sarsgaard, the star of Green Lantern and Jarhead, plays Milgram, while Ryder stars as his wife in Experimenter, described by Sarsgaard as "a most untypical biopic".
The movie, directed by Michael Almereyda, verges on the experimental itself, regularly breaking the fourth wall - when actors speaking directly to the camera and, at one point, a circus elephant wanders through Milgram's laboratory.
Sarsgaard explains that this particular elephant in the room "may refer to the Holocaust, that would be obvious, but it's up to audiences to make their mind up.
"The question of what is real or not real is what I love most about the film, but plenty of times during the shoot I regretted signing up for it - I wondered whether I had done the right thing. But I thought that even if it didn't work, the material would certainly be compelling.
"I didn't enjoy breaking the fourth wall at all. I didn't even like it that much when I played Hamlet on stage a few years ago, but I was looking at the audience. When you look down the lens of a camera all you see is yourself."
'Candid Camera'
The experiment of 1961 received widespread criticism, in particular for the psychological trauma some of its participants experienced from thinking they administered a 450-volt electric shock.
Nevertheless, it proved to be a landmark study on obedience to authority figures, and was repeated in different circumstances, in other countries, with consistent results. Milgram died in 1984, Sarsgaard believes he was "neither a hero nor a villain, just a very dispassionate observer of life.
"He was highly influenced by the American TV show of the 50s and 60s, Candid Camera. It's this idea of being observed and not being aware of it. I think a contemporary audience will understand all too well the idea of a person breaking down under pressure, and of us being voyeurs in that experience."
If Milgram proved that a majority of people were conditioned to obey authority figures no matter how distasteful the command, does that mean they are less guilty?
"Persuasion can be done so insidiously and gradually, that you see how you can be caught up in it," says Sarsgaard.
"Say they decide to pick on poor people, because we're told they carry disease: 'Well, they should wear an armband to show it. It's for their benefit. Then those poor people need to be put in camps - again for their own good, they're diseased and they'll be better off there'. It goes in such gradual instalments that you go along with it, and then you bury your head in the sand.
"Human nature doesn't change, you can make all kinds of excuses for evil by saying, 'these people are different - it's for their own good'."
Asked how good he is himself at speaking out against the majority, Sarsgaard replies: "Not as good as some. It takes guts. I have a support system around me that generally agrees with the viewpoints I have, but it's a lot more difficult to keep hold of those principles depending upon the crowd.
"It's something as simple as passively accepting or laughing at a racist or a sexist joke - you become part of it even though you wish it would go away."
Box office risks
Nevertheless, Sarsgaard's career choices haven't been mainstream. Earlier this year, he told the Hollywood Reporter that his dream film role would be to play the former English football player and TV presenter-turned-conspiracy theorist, David Icke "because he abandoned something so successful for something so esoteric".
The actor lives in New York with his wife Maggie Gyllenhaal and two daughters, and made his name in independent films, including Boys Don't Cry and opposite Liam Neeson in 2004's Kinsey.
He will next be seen in a remake of the classic western The Magnificent Seven.
"I truly take a project depending upon what's best for me at that precise time," he says. "I'm not in a studio system, although I occasionally do them, but I have also turned down jobs with great artistic opportunities.
"Sometimes I've had to turn them down for financial reasons, but also emotionally - some of those really arty movies you just haven't got what it takes to do at the time."
Although Hollywood looks like it is to record its biggest box office year to date, equally huge financial flops like Jupiter Ascending and Fantastic Four have led critics to accuse studios of failing to properly define their films' target audiences.
Sarsgaard says that "for a couple of years, I really thought that cinema was over. It certainly went out and had a gap year. And I still want to take some people aside who have shown me scripts and say to them, 'you are making a mistake on this movie'.
"The bottom line is, no one will want to go to a movie to either feel bad or to be taught something. People usually need to hire babysitters to go to a cinema, after all. But the independent film route is no safer.
"It's only once a decade that a Little Miss Sunshine comes along, the tiny film which is a massive hit, and usually you know right away which ones they are. It's mainly the little, compelling stories, like Experimenter, that I'm really happy with."
Experimenter premieres at the 19th UK Jewish Film Festival on 19 November and in select cinemas from December 2015
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