Gangster wrap

On Boardwalk Empire she was on set at the beginning and at the end. Now that she thinks back, she was in the very first scene filmed for the series opposite Steve Buscemi, her onscreen husband Nucky Thompson. And now she has just filmed the very last scene with him too (not that said scene is necessarily the last scene in the series; filming doesn't work like that, she reminds me, and she doesn't want to give away any spoilers). Kelly Macdonald has come to the end of something. That seems a good place to start.

On the night of the last day, the cast and crew gathered in a car park beside the studio. "Usually I've finished the series before the last day and I usually take off, so I'm not around for any of that stuff," Macdonald says. She was glad it was different this time. "It was just amazing to be there on the very last day of the whole series. It was just a chance to celebrate what we'd been involved in. I'm normally home by five in the evening for the kids. Bath and bed. But I was out to the early hours."

Was drink taken, Kelly? Drink may have been taken, she says.

Five years. A long time. If a film is a like a whirlwind romance, then maybe an HBO TV series, 57 episodes in all, is more like a marriage? "Yeah," she laughs. "I think so."

Or maybe a family. She'll buy that too. "It's been a great family to be involved with for five years, both cast and crew. And Steve Buscemi, he's the toppest bloke you could ever meet. It would have been a different experience had it not been for Steve. He really makes the show what it is."

Macdonald has played her part, though. Margaret Thompson has possibly had the greatest arc of any of the characters in the series, she thinks. From member of the Temperance League and beaten wife to ... Well, that would be telling. The only thing Macdonald will say about what to expect from Margaret this series around is: "She's in a fix and there's only one person she can turn to." I'm guessing that means Buscemi's character, Nucky, but I haven't seen it yet either.

Thinking about character arcs, you could argue that Macdonald's own has been pretty impressive as well. The Glasgow girl made good. Famously working in a bar when she was discovered at an audition for the big-screen version of Irvine Welsh's novel Trainspotting, she has cut out a quiet but determined career ever since, one that's taken her from nude scenes with Ewan McGregor to being an animated heroine in Brave.

Boardwalk has perhaps done more than anything to raise her profile, as she admits. "People respond well to my character and the show in general. Just this morning someone said 'hey, it's Mrs Thompson.' It's just really funny that that's who I am, even when I'm out with my husband, who is clearly not Mr Thompson, and my two children. So, yeah, it's definitely been a big thing. It's a big show. I think it opened the door for a lot of other shows, just in its attention to detail, starting with the pilot with Martin Scorsese directing. It's very filmic. They film it on film, which is quite unusual."

Note the present tense there. She may have finished Boardwalk but perhaps it hasn't quite finished with her yet. What next, you wonder? How do you follow up something so hugely acclaimed? Such a big part of your life? Too early to say, but she'll find something. She always has.

The last time I spoke to Macdonald was 11 years ago. She was then in her late twenties, and dating Travis's Dougie Payne. She told me at the time that she felt she was nesting. That, though, was before she had even got married (to Payne, in case you missed it) or had kids. Two sons later, she's clearly been nesting a lot.

And yet she's also worked. Hasn't stopped working. Back then she was promoting State Of Play, Paul Abbott's political thriller for BBC One, in which she starred alongside John Simm and David Morrissey. TV was something of a novelty for her then. Not something she really expected to do. A few years later it has become the main thing she's done.

But hardly the only thing. She has over the years acquired a rather remarkable CV. Just look at the people she's worked with. Her IMDb listing puts her name alongside the likes of Robert Altman (on Gosford Park), the aforementioned Scorsese, the Coen Brothers (on No Country For Old Men), even Joe Wright (on Anna Karenina). That's an impressive coterie of directors. "And Danny Boyle," she reminds me. "I started with Danny." She has been lucky, she says.

From that list, if forced, she will single out Altman as possibly the most fun to work with. "He had a real twinkle in his eye." But no sooner than she's said it than she's raving about how open and approachable Scorsese was or how rewarding it was to work with the Coens. What they all have in common, she says, is a sense of play, a willingness to experiment. And they're all good with actors. Ahead of the film or the character or the script or its potential commerciality, the thing most likely to sway her into accepting a part are the other people who are involved.

In that case, who's missing from that list of directors on her CV? Who would she still like to work with? "Spielberg," she says immediately and firmly. She mentions Andrea Arnold and Richard Linklater too. She's just seen - and loved - Boyhood. It's a long film but she wouldn't have minded if it had gone on for days.

I tell her I've been reading an interview Jamie Lee Curtis did with her dad Tony. At one point she asked him what had he thought the first time he'd seen his face projected 30ft high in a movie theatre. Curtis, narcissist that he was, loved it. What about her? What was it like sitting down the first time to see herself on screen in Trainspotting. Truth is, she can't remember really, she says. "I remember Bobby Carlyle more. Because he appeared first. He was just sliding down in his chair. He was so uncomfortable."

She's not one for watching herself anyway, she adds. She's only seen the first episodes of each series of Boardwalk. She's usually been too busy filming the next series to watch.

What, I wonder, would have happened to her if she hadn't got that life-changing break in Trainspotting. Where would she be now? What would Kelly Macdonald be doing? The same thing, she says. She's certain she would have made it into acting anyway. "I don't know how it would have happened, but I'm fairly certain I would have found my way into this industry because it's the only thing I've ever ..."

She pauses, reins in what she was going to say slightly. "I think it's a bit daft to say that it's what I was destined to do. It's all luck in the end, but I hope that if I hadn't got that audition it would have spurred me on to audition for drama school at least."

There's a drive there. It's overlooked sometimes. She is so often characterised as a quiet one in interviews, but it's not how she sees herself at all. "Yeah, there's a drive. You know what? That's been the bane of my interviewing life. I'm always described as nervous or shy or I don't know what. I am just the way I am, but I don't think anyone who knows me would describe me in those terms. I find it quite odd. I feel certainly more my age than I have at any other point. I feel quite confident in my shoes."

Confident, settled, successful. And, yes, domestic. When I phone her back a few days later to check a couple of things, she tells me she's putting moisturiser on her legs. How has she changed between the time we spoke back in 2003 and now. A lot. Two kids, a husband. "You should change between 27 and 38."

If there's a shadow, it's just the recognition that things might get harder. She's working in a sexist industry. Roles for women over 40 can sometimes be hard to find. Or at least that's the perception, I say. It's more than that, she answers. "I'm trepidatious," she admits. "I've read enough older actresses saying that very thing, so I know it's real. And yeah, it's different for girls. It is. Men can play the love interest forever." She points to the example of Sean Connery and Catherine Zeta Jones in the 1999 film Entrapment and the fact that he was nearly four decades older than she was at the time. Enough said. "It's just a different bag for girls," she concludes. But she has no plans to change course.

I wonder, is she a New Yorker now? She's spent most of the last few years moving back and forth between Scotland and the eastern seaboard. But filming for nine months a year means she's spent more time there than here overall. Her kids have lived mostly here, she admits, thinking about it. And she's no plans to go anywhere else at the moment. "Freddie is back at school soon." So, the next time she returns home she might be coming to a different country, I point out. "I'm not talking about that," she says with a firm finality. Shy's not the word for her really. Maybe it should be smart.

Okay, what's the most New York thing she's done recently? She hums and haws. And then comes up with it. "I'm partial to perogies." Come again? "They're a Ukranian thing that New Yorkers know all about." (Actually, according to Wikipedia they may be Polish, but let that go.) "You know how every country has its delicious fried potato dish? Ours is potato scones. Wherever I am, I'll find something like that. So potato perogies."

Let's leave it there, with the image of Kelly Macdonald scoffing down fried food. A Scottish woman in New York who's been cleaning up at home and on the screen. She doesn't need to shout to make herself heard. She never did.

Boardwalk Empire: Season 5 begins on Saturday at 9pm on Sky Atlantic HD