Mrs. (Margaret) Thatcher had oversights when it came to millions of people. She is still untouchable for many because she didn't operate in the way others did. Her connection with humanity was a very loose thread. Emotionally, she was not in touch with herself or anybody else. As well as being such an intelligent woman, I would say she had psychopathic tendencies. As I understand it, the term implies a tendency not to feel as much guilt about one's actions as perhaps one ought to.

At night I dream of everything that happened in the day, only backwards, and with Francis Bacon there.

Blockbusters and independent films re so similar. Surprisingly similar because we have 35 people or 350 people going crazy or with a different agenda, they're two things you're worrying about - time and money. You would think there would be more of those things on a bigger budget movie but there's not because you have seven times as many people. The other similarity is apart from the problems is the solution. If you work with a great director, and with great actors, the point is to always try to preserve that sacred space in which you remember why the hell you're doing it, and you create something great rather getting caught up in the hubbub and fail to achieve the emotional crux in the story.

It's different working with every director because by a person's nature, their personality and who they are very much dictates the way that they approach their art, so it's always different. I so much enjoyed working with Madonna. She was so prepared and so passionate and truly innovative in her approach. It was wonderful.

What I'd like to say is that I feel sad that, where female characters are involved, we constantly reduce the film... because you and I both know that if this were a film with two male leads, we wouldn't even be having a conversation about gender.

Initially when you get the script, you peruse the script. It was so simple with Brighton Rock (2010). The feeling, intuitively, was there. It's like reading a half of a whole, and you see the other half. That's not to say that you're destined to play every role you respond to like that, nor is it to say that you might find enough of them. But there are certain things, as an actress, that you're interested in exploring. I was really interested in exploring Rose. It was beautiful and hard and exciting and tragic and wonderful.

I have lots of early film memories. I used to like watching black & white movies in the afternoon; I would sit kind of transfixed in front of the TV screen.

[on Edward, Duke of Windsor] I was fascinated by this detail in a documentary about Edward. When he and Wallis were living together, he would wait at the bottom of the stairs while she was dressing. After a certain amount of time, the butler would bring him a chair, and he would sit and wait. In a little more time, the butler would bring him a cigarette, and he'd sit there and smoke and wait. He'd wait and wait. Sometimes she would come down and they would leave. And sometimes he'd wait so long that he would end up in tears. There's something about that story that hit me in my heart.

[on working with Madonna in W.E. (2011)] She always said, "I'm here if you need anything from me", but she gave us a sense of freedom in regards to embodying the characters. When it came to shooting, she's a very visual, detailed director. She loves blocking things out. Before I walked on-set, she would choose my shoes and jewelery. It was her little ritual.

If I weren't an actress I'd like to be an author. Either that or the proprietor of a pool hall in Texas where I'd show cabaret with homosexual undertones.

I love my work and I love working hard. But I feel lucky every day that in this capitalist society in which we live, one can make one's living doing what one loves.