MADONNA.

Singer, songwriter, actress, producer, director, children's author, wearer of conical bras, a woman who has had more reinventions than face cream. Add to that list a new job title – freestyle hairdresser. The last was revealed to James D'Arcy, who plays Edward to Mrs Simpson in Madonna's film, WE, out this week. It was the last day of shooting and D'Arcy was still sporting a dyed blond hairdo.

Come the cry of "that's a wrap" there was no waiting around for a hairdresser to transform D'Arcy before his next gig, playing a buzz cut prison officer in the British drama, Screwed. "Madonna attacked me with a pair of scissors and cut it off herself," he laughs.

The vision fits with Madonna's reputation as an exponent of modern (material) girl power. WE is her second film as director, the first being Filth and Wisdom. Such were the reviews for the latter, you might have thought she'd rather get herself to a nunnery than enter a film set again as director. But that would be to underestimate her resolve, a quality D'Arcy witnessed when it came to recreating Edward's pash for the pipes.

The man who would one day decide he wouldn't be king after all liked to play the bagpipes at Balmoral, so D'Arcy was sent off to learn. On being told it could take him a year rather than the six weeks allocated, he emailed Madonna. Would it be OK if he just did enough to look as though he could play?

The reply came back: just because someone says you can't doesn't mean you have to listen to them. Duly challenged, he and his tutor had a go. After six weeks he managed three minutes of convincing piping.

"It did somehow sum up how it was with working with Madonna," says D'Arcy, who also took lessons in clay pigeon shooting and dancing. "There was no space for the word no." He liked that, though. "At the end of it there's an amazing feeling of accomplishment that you did something you truly didn't think you could do."

The tale of the American divorcee and the monarch who gave up the throne to marry her has become an industry in itself, with films, books, and television programmes on the subject. Broadly, says D'Arcy, there are two views of Edward VIII. The first, predominantly American, opinion is that he was caught up in an extraordinary love affair. The second, more British, view is that he walked away from his duties to his country.

"Both of those stories are true. Like all of our lives it's complicated. That helped me a lot, because there is no definitive image. There's a lot of stuff written about them that I personally came to the conclusion was not true and was probably propaganda, but that's neither here nor there." He felt he understood Edward's feeling of "tunnel vision" love. "In my teens there was a girl, I would have given up my entire life ... I nearly didn't go to college as a result of her."

Whatever his views on Edward, he says, he was there to work with the script written by Madonna and Alek Keshishian. "Ultimately, I'm not a historian, I'm not a documentary maker, I'm just an actor."

An actor with a famous director. Did it faze him to see her behind the camera? "You get over it in 10 seconds. There is just no time on a film set to be in awe. She's not big on small talk, Madonna. We talked about the work we were doing. We did have a laugh while we were going along but we weren't chatting about the other part of her life. It obviously exists but we weren't focused on it, we were focused on trying to shoot four pages that day."

There's a scene where Edward takes Mrs Simpson abroad and they are besieged by the press. The then prince tells Wallis to to enjoy the experience. D'Arcy found himself saying something similar to his co-star Andrea Riseborough, who plays Simpson, when the film premiered at the Venice Film Festival. It was a "surreal" experience, he says.

"It was the first time I had really seen her as 'Madonna Madonna'. There were a few paps around when we were making the film but it wasn't like we were under siege. But at the film festival it was pretty wild."

"When we came off the red carpet one of the women who worked for the film festival said 'George Clooney was here last night. He got about a quarter of that'."

Having Madonna as a director was inevitably going to attract attention. As soon as the project was announced, indeed, there was a sense of critics waiting to pounce. I wonder if that concerned him initially.

"When I spoke to her on Skype I thought it was going to be a five-minute phone call. It was an hour. I was blown away by how incredibly prepared she was. I don't know quite why I might have expected something different, maybe it was because I did have some residual feeling of her milieu as a singer and dancer and songwriter. She compares very favourably with almost every director I've ever worked with. That made me totally turn this around in my head and think wait a minute, this woman is a filmmaker."

Enough Edward and Ms Ciccone, on to D'Arcy himself. Born and brought up in London by his mum, a nurse, he went to the London Academy of Music and Dramatic Art. After a start in Silent Witness, he appeared in The Trench with Daniel Craig, Master and Commander with Russell Crowe, and Flashbacks of a Fool, again with Craig. Between he's had a stream of television work, including playing Duncan in Secret Diary of a Call Girl.

His career took a turn for the particularly interesting when he was cast in WE, and Screwed, where he played against tall, handsome, smoothy type. He's staying in left field with Cloud Atlas, the much anticipated adaptation of David Mitchell's novel by the Wachowski Brothers (The Matrix) and Tom Tykwer (Perfume).

Starring alongside Tom Hanks and Halle Berry, he "loved" Glasgow when he came here with Berry to film. Very San Francisco, he thought. Cloud Atlas has taken him around the world in the past year, and he has been working on his own screenplays.

"I lucked into the job that I'm ideally suited for," he says of acting. He knows the business well enough now to enjoy the moment he's having. There's a point in your early career when you have very little say in what you work on, he says. "You can say no but you have to pay the rent at some point. Your choices are more limited. You don't have access to the roles you want to play. Now I feel like those doors are open more than they used to be and that's exciting."

Sounds like D'Arcy is dabbling in reinvention himself. Recent company rubbing off, perhaps. "Madonna is courageous in that she constantly reinvents herself. I admire that in a human being, not to just do the same thing for the next 30 years."

WE is in cinemas from tomorrow