You've now made four films with Pedro Almodóvar. The first was Live Flesh in 1997. Did you always want to work with him?
It's more than that. He was the whole reason I became an actress. When I was a kid, I would go to the set in Madrid where he was shooting and hide and watch him. I did it when he was making High Heels in 1991. I don't know how I managed it, but I got right next to the monitor and could hear how he was directing the actress Victoria Abril. I was just 14.
How did you get into the studio?
I convinced the guy at the door, the security, to let me in. They said yes, and I was there for an hour, watching him direct and hoping that one day I could be directed by him.
Did you meet him before making Live Flesh?
Yes, three years after hiding on his set. He called me after seeing my first film, Jamón Jamón, which I made when I was 17, and said that he liked what I did and maybe one day we could work together. I was blown away.
I love the idea of you spying on Almodóvar while he worked.
I don't know if he knows about it.
You seem most uninhibited when you're in front of his camera.
I have a completely different relationship with him than with any other director because of years and years of friendship and working together. But it doesn't mean I feel more relaxed on the set. It's almost the opposite because I get obsessed about not disappointing him.
You play two characters in Broken Embraces: Lena and Pina, the character she's playing in the film-within-the-film.
It's three characters, really, because Lena has to be such a good liar in life - so in life she's acting and pretending to be somebody else. And then there's Pina, the character she plays in the movie.
When you were growing up in Spain in the 1980s, what was Almodóvar's reputation?
As somebody who was very brave, very provocative. He inspired so many people at a time when my country was changing so much after Franco died in 1975. I can't imagine that transition without the figure of Pedro. My country would have been culturally much poorer.
There's a sadness to your character in Broken Embraces. She's a typical Almodóvar woman - good, but dumped on by men.
I love those women. I love playing those women who are going through all those hard situations. It's inspiring to see someone fighting for what's right, and a lot of his women have that.
His stories often give the feeling that if someone else tried to tell them, they'd just seem ridiculous.
You have to remind yourself that it's him and he's done the most outrageous things before. In All About My Mother, I was a nun who has an affair with a transvestite who has HIV and dies when giving birth. But when making that film we met people in even more extreme situations! His eye can make a tragic reality beautiful to watch.
You won the Best Supporting Actress Oscar for Vicky Cristina Barcelona. How was Woody Allen?
I had great conversations with him. At the beginning he was shy. But then when you relax and approach him in a natural way, it's okay. If you are both shy, then it's a disaster. But someone has to break the ice, and when the ice is broken he's the funniest person. He can really shock you. He's like Pedro: you never know what they're going to say. You're like: "I can't believe you just said that."
Like what?
Things I can't repeat, of course. But he's so funny. I felt like I should write down every line that came out of his mouth.
Most recently you shot the musical Nine in London with Chicago director Rob Marshall. The trailer suggests you do a lot of dancing.
I used to dance years ago growing up, but I had to learn again. Also I sing for the first time, so I had to train for that, too.
Your performance looks quite raunchy. I've seen a still of you in lingerie doing the splits.
What is that word? "Raunchy"?
It means sexy - in a good way.
Oh yes, some of the numbers are very sexy.
Broken Embracesscreens from 17 Dec.
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