Boardwalk empress: Kelly Macdonald on movies, marriage and Martin Scorsese

Right now, courtesy of Martin Scorsese and a writer/producer who worked on The Sopranos, Kelly Macdonald – "weird, hunchy Scottish girl" (© K Macdonald, 2002) – might be the most successful British actress on American television. But only once, early on, honest guv, has she "used" her fame.

She was outside a London club, desperate to get in. "I was a bit drunk and should have just gone home," the 34-year-old recalls with an embarrassed wince. "The bouncer was quite right to tell me that. But there was a Trainspotting poster in the bus shelter behind me..."

It was 1996, and a year previously Macdonald had been a barmaid in Glasgow, wondering what to do with her life. Go to art college like all her schoolfriends? Procrastinate a bit longer? But now, not yet 20, she was already famous for her first film. Famous for being Diane, the schoolgirl who pulls Renton, Ewan McGregor's charismatic junkie; infamous, sort of, for getting her kit off in the bedroom scene at her character's parents' house.

Wobbling and slurring in front of the nightclub doorman, Macdonald pointed to the now-iconic poster, in which she leers forward, all spangly dress and teen attitude.

"And I was like, 'Look, that's me...' But," notes the normally eminently sensible young woman, "the fact remained that I was drunk and should have gone home."

Wasn't she also drunk when she, McGregor, Ewen Bremner (Spud), Jonny Lee Miller (Sick Boy) and Robert Carlyle (Begbie) took part in the photoshoot for the Trainspotting advertising campaign? "Yeah," she nods, sheepish again. "Nerves." After all, she was the new girl; they were all working actors who knew what they were doing. "They were all bad influences. I never brought the wine or beer. It was there."

In her subsequent 15 years making films, Macdonald has learnt a lot. Some things from directors she's worked with, who include the best in the world: Danny Boyle on Trainspotting, Robert Altman on Gosford Park, the Coen brothers on No Country for Old Men, Michael Winterbottom on A Cock and Bull Story, David Yates on TV series State of Play and the 2005 film The Girl in the Café, for which she won an Emmy in America and was nominated for a Golden Globe.

She has also keenly observed some of the actors she's worked with: Josh Brolin on No Country for Old Men ("So charismatic. He was just delighted with everything. I was like a wee depressive around him") and Emily Watson on Gosford Park ("She was brilliant. She was just doing stuff, and I was just watching and listening"). And, having recently worked with Daniel Radcliffe (on the final Harry Potter film) and David Tennant (on forthcoming romcom The Decoy Bride), she's seen first-hand the trials of super-fame. Being married to a well-known musician – Dougie Payne from Travis – probably gives some insights here, too.

Macdonald has also learnt from the parts she didn't get: Gwyneth Paltrow's role in Shakespeare in Love, Carrie-Anne Moss's in The Matrix, Nicole Kidman's in Moulin Rouge!, Natalie Portman's in The Phantom Menace. Of course she wasn't suitable for any of those parts and, yes, much humiliation was involved. But sometimes, especially when you're an actress trying to build a career, you have to put yourself out there. Most recently, this bright, friendly, bashful, self-deprecating mother-of-one has come to understand the ways of American scriptwriters. Especially the ones employed on big-budget, ratings-busting TV dramas.

'Boardwalk Empire' is a Prohibition-era series set among the politicking, gangsterism and corruption of Atlantic City (last Sunday it won the Golden Globe award for Best Television Drama Series). Macdonald plays Margaret Schroeder, a brutalised immigrant mother whose life becomes interwoven with that of the town's treasurer and chief hood, Nucky Thompson, played by Steve Buscemi. "They're naughty, all those writers – they mess around with people," says Macdonald. "I know James Gandolfini got a bit fed up on The Sopranos: if he said anything in front of a writer, told them a story from his life, it could make its way into the script. So they know what I've done before, and they could mess around with me a little bit."

So far, the only "messing around" the writers on Boardwalk Empire have visited upon the actress is to make her character Irish. But that's no big deal. She's always been great at accents, from sing-song Welsh in lightweight Brit bingo comedy House!, to drawly Texan in the heavyweight No Country for Old Men. "But weirdly, I'm having to work harder at it as I get older. It used to be there was less pressure when I was younger, and I was just arsing around. But I do work at it."

The way she tells it, Macdonald didn't have to work too hard at landing the lead female role in Boardwalk Empire. Her American agent called and asked if she'd be interested in doing a TV series. She replied that it would depend on the script. "I've done TV and I've done film, and I'm not snobby about it. It's about the project.

"Then she said, 'Well, one of the head writers from The Sopranos, Terence Winter, is doing this show, and Martin Scorsese is producing it and directing the pilot. It's 1920s, Atlantic City...'" She didn't know anything about the character they had in mind, but no matter – Macdonald was sold. There was no audition; she spoke with Winter over the phone, "and it was a done deal. It was just assumed that I would be doing it. And they were right to assume that!"

Margaret first encounters Nucky Thompson when he addresses a meeting of the Women's Temperance League. She is impressed by his seeming commitment to the cause of sobriety. When her alcoholic, violent husband attacks her, causing her to lose her unborn baby, she turns to Thompson for help. Only later does she discover that he has his fingers in multiple criminal enterprises, chief among them rum-running and bootlegging, and that he associates with out-of-town gangsters such as "Lucky" Luciano and Al Capone.

Boardwalk Empire is epic and entertaining TV drama. We'd expect as much from HBO, the home of The Sopranos and The Wire. It mixes real-life historical characters with fictional constructs, and features lavish set-pieces in speakeasies, smoke-filled rooms and along the Atlantic boardwalk of the title. The 12-episode series interweaves the lavish larceny of Nucky and his cronies, the FBI's investigations, backroom politics, back-alley nefariousness, sex, drugs and booze. And all this against the backdrop of the end of the First World War and the beginning of the decade that would become known as the Roaring Twenties.

It looks great, too. Boardwalk Empire is filmed on huge – and hugely expensive – sets built in Brooklyn, New York. The reported cost for the pilot episode, $20m, makes it the most expensive in US TV history. It won't disappoint fans of the late, lamented Sopranos, or of Scorsese's Gangs of New York and Goodfellas. And, if they pour themselves a stiff whisky sour beforehand (there are, naturally, scenes of some violence), it might appeal to the Downton Abbey set, too. This is period drama, with bloody bells on.

To help prepare for the character, Macdonald brushed up on her Irish accent and read a book suggested to her: Sister Carrie by Theodore Dreiser, a 1900 novel about a country girl moving to the big city in pursuit of the American Dream. "That was really helpful. I spoke to Martin Scorsese about the book, thinking I could add something to the conversation, when I was having this little rehearsal with him and Steve [Buscemi]. But he, of course, had read it and could remember everything about it. I was reading it at the time and I still couldn't remember all the things he was telling me about it!" she laughs.

The ever-enthusiastic Scorsese, she says admiringly, will always trump your knowledge. "But he does it in such a nice way. Some people would be so obnoxious and annoying about it. But he makes it interesting for you, and gets you more interested in any subject that you thought you were the king or queen of."

During the gruelling, near year-long shoot on series one of Boardwalk Empire – a huge ratings hit in America last year, it's already been commissioned for a second series – Macdonald found Scorsese's passion for the drama energising on set. "And the fact that he listens to suggestions. You would expect that Martin Scorsese would just say, 'This is what we're doing, and this is what I want from you, now do it.' That would be totally justified. But the fact [is] that you can sort of mumble something – 'What about if...' – and he actually takes it on board and uses ideas."

Boardwalk Empire isn't just another gangster drama full of big swinging dicks. Like The Sopranos, it's rounded out with strong female characters. Macdonald says that wouldn't have been an issue for her, but she would have been less than impressed had Margaret ended up as just another fox- stole-wearing moll. Instead, she sees the character as not dissimilar from parts she's played before: the novice servant in Gosford Park; the loving, ostensibly laid-back but strong-willed wife in No Country for Old Men; even the sweet-hearted maid in Nanny McPhee. "I know the landscape and I know the territory.

"Then, a couple of episodes in, there were some surprising reactions from Margaret. She started to be this different person that I wasn't quite expecting. She loses the baby, which was so awful. If it was up to me – and this is why I'm not a writer – I'd have got stuck in that and that would have then been the basis for every conversation and reaction and action.

"I found that a real struggle. That she might be able to be a bit conniving, to use the opportunity in a certain way. I would have been stuck in the misery of it, but she has an agenda almost from that point... She's made of stern stuff. The mere fact that she's an Irish immigrant at that time says something for her. She's come to America on her own and that was a really traumatic, difficult journey, from what I've read."

Macdonald describes Margaret as "dark, gloomy and misery-making". Is that how the character was eventually pitched to her? "No, that's just my innate gloominess," she replies with a smile and a sniff.

We are meeting in a drowsily luxurious hotel in snow-bound Glasgow's West End, not far from her home. It's freezing outside, and she is nursing a cold. In her comfy knitwear and bright-orange trousers, the small, young-looking and low-key Macdonald looks more like a student than the woman who has quietly become one of the best actresses of her generation. She's just finished shooting the part of the Grey Lady in Harry Potter and the Deathly Hallows Part 2. Unassuming as ever, she thinks director David Yates was doing her a favour "as he's knocked me back a couple to times to play [the Order of the Phoenix member] Tonks in the Harry Potter films".

She perches on the edge of the sofa, happy to talk but at the same time dismissive of getting bogged down in too much actorly analysis. "I think maybe if I'd gone to drama school and had more of a battle to find an agent and get into the business, that would have shown that kind of personality [in me]. But that's not where I came from."

I tell her of a recent interview I'd done with Andrea Riseborough, rising star of the forthcoming remake of Brighton Rock and Madonna's biopic of Wallis Simpson, WE. Riseborough, a Rada graduate, talked in impassioned detail about her obligation as a "story-teller" in her films. Such "thespianism" isn't Macdonald. "It's just what you learn," she shrugs. "She had a path, and she was following it. I'm kinda like, 'Oh, am I still here?' I'm chancing my arse more."

Macdonald grew up on a council estate in Glasgow with her mum and younger brother; her parents divorced when she was 14. After leaving school, being an actress was the last thing on her mind. But in 1995, the producers of a film based on Irvine Welsh's bestselling tale of Edinburgh drug addicts were casting for their lead actress. They left flyers in Glasgow clubs, cafés and hairdressers: "Do you want to be the next Sharon Stone?"

"As soon as she sat down [in the audition] – terrible cliché, but true – I said to my assistant location manager who was sitting next to me, 'That's her,'" remembers Danny Boyle. "We narrowed it down to 10 to six to two, but it was Kelly all the way. She was incredibly brave. I had to be clear with them that there was explicit nudity. She didn't even blink.

"Kelly has that thing Ewan [McGregor] has: indefinable star quality, yet they're ordinary people. There's something about them that connects with people. [Tom] Hanks has it; James Stewart had it. Ordinary but extraordinary. That why she was a great match for Ewan [in Trainspotting]."

"Kelly brought a feistiness and a restless depth to the role, which offers all sorts of possibilities for that character some years down the line," says Irvine Welsh. "Ten years on, Kelly's Diane could be a single mum on an estate, yuppie career girl, clubby party chick, studious academic... All those possibilities were suggested by Kelly's performance. She's a natural talent and it was an inspired casting." Indeed, when he came to write Porno, the sequel to Trainspotting, "Kelly's Diane is the only character that I drew reference to from the film, rather than the book," says Welsh.

After the huge success of Trainspotting, Macdonald moved to London and batted away all the "drug and gangster" scripts with which she was showered. She blithely admits to long periods of unemployment, even as she nabbed a series of unshowy but pivotal parts in films such as Gosford Park and Cousin Bette. Ask her to pick the roles of which she's proudest, and she's at a flustered loss – she might be serious and focused on set, but off it, she prefers to stay rooted in real, and family, life. Flip the question and ask which of her roles her agents would identify as crucial to the development of her career and she shoots back: No Country for Old Men.

Not her award-winning titular role in The Girl in a Café? She shakes her head. "The awards stuff is a lot of hoopla. It doesn't sit with people. It's a bit like The X Factor. You think you're really interested and involved, then a week later you're like, 'Wait, who was that?'"

She was told Gosford Park "would be the one" to break her. "But it's not a shouty performance. I'm in every scene but like a voyeur almost. But No Country... It's a pretty small part, but it's the only real female part in it." She hymns the praises of the Coens – currently garnering much awards-season heat for their remake of True Grit – for being "so laid-back and cool. Not cool!" she hastily corrects herself. "They'd hate that." She doesn't mean cool as in aloof; they're measured, and they get on it with it. "Totally. Never get over-excited and ramble. They're very on top of everything, and happy with everything. They're just normal, really normal."

Kelly Macdonald can be described as much the same. When she's not on set and he's not on tour with Travis, she, Payne and their son Freddie, who turns three in March, live a quiet life in Glasgow. She met the bass player in 2000, via mutual friends, and they were married in 2003. It turned out they'd lived 10 minutes away from each other in childhood. She prefers not to talk about their relationship now. But when I interviewed her in 2002 she was positively gooey. "His smileyness is very attractive," she said. "Such lovely eyes and a big open face, and he's genuine, and he loves kids. And he's the most tactile person. It's really sweet."

They moved back to their home town last summer. After she'd spent all that time filming Boardwalk Empire in New York, she realised the "home" she was missing wasn't London. But the family are about to relocate again: as of this week or thereabouts, Macdonald is back in New York, starting work on series two.

Travis are officially on "hiatus", so the eight-month Stateside stint won't hurt her husband's career. Nor will it be an issue for Freddie – Macdonald thinks New York is a very child-friendly city, although does admit to concerns about the family's accents. "I don't wanna sound like Sheena Easton," she laughs. "But I'm never gonna be 'mom'."

As for her career, she confesses to a slight moment of "commitment-phobia" – American TV series generally demand "golden handcuff" deals lasting several years. Macdonald cheerfully admits she's signed for "four or six years, I think – attention to detail is not my strong point! But you can't assume you'll be involved that long, or even that the show will work. So the fact we're doing a second season is great. Margaret just needs to keep on the right side of Nucky. And I don't always do that, so..." She shrugs. Easy-going to the end, she's happy to leave the thought open-ended.

Still, let's put her on the spot and ask her to go against her natural instincts and to analyse her ego and her talents: Has Kelly Macdonald quietly become one of the best actresses of her generation?

She smiles. "Quietly is quite good. I'm happy with that."

'Boardwalk Empire' begins on 1 February on Sky Atlantic