Let's start with the butterfly.

Last summer Goldfrapp played two gigs at the Manchester International Festival to launch their latest album Tales Of Us. Before the second gig, the heat of the day settled on the Albert Hall, once upon a time a Wesleyan chapel, and didn't lift. By the time Alison Goldfrapp, her band and the accompanying RNCM String Orchestra took to the stage, the building was oven hot.

"I felt like it added to the slightly delirious atmosphere," Goldfrapp recalls seven months later as she sits at home in London, the July weather a distant memory. "The intensity of it all, and everybody being squashed into this building ... I remember looking out and seeing everyone fanning themselves with anything they could get hold of."

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The "intensity" translated to the performance that night. And then, right at the end of a special evening, a butterfly suddenly fluttered in and landed at Goldfrapp's feet. Proof that even mother nature is not above indulging in obvious symbolism.

If never quite a caterpillar, Goldfrapp and her musical partner Will Gregory have been constantly metamorphosising since they formed a band back at the turn of the century. From the Weimar trip-hop of their debut album Felt Mountain to the glam disco of Supernature, then bouncing back to the wicker-man pastoralism of Seventh Tree and forward to the chart-chasing album-oriented rock of their last CD, Head First, the duo have rarely stood still.

Tales Of Us sees them in downbeat mode, playing out Patricia Highsmith-inspired film noir narratives in sweetly elegant music. And, as a special event in cinemas this week highlights, providing sweetly elegant songs to soundtrack a short film.

Alison Goldfrapp's life partner, film editor Lisa Gunning, has directed a 30-minute film that visualises five of the songs on the album. Goldfrapp is delighted with the result. Perhaps that is to be expected when it is your other half who is responsible.

"She (Lisa) had ideas about wanting to make something, and the luxury was she was able to hear all the music all the time and we were able to talk about it. She understood the aesthetic. Normally what has always happened in the past is you finish the album and then the record company discuss what they think is the single and you make a video. It is a very generic way and very cold and very last-minute as well."

That has not been the experience on this occasion. "I think it is the first time I have really felt that the visuals complement the music," she says.

The result is a short film that plays with ideas of gender and identity - not new themes in Goldfrapp's music to be fair - often in a rural setting. Imagine LP Hartley via David Lynch (difficult, I know, but give it a go). Goldfrapp is something of a fan of the latter. "David Lynch is really good with that sort of surreal storytelling and then using that very classic 1950s Doris Day sound over something horrific. It makes it sicker. I kind of like things that contradict each other, but add another layer."

You can hear that in her music. Goldfrapp's second single Utopia is, as one post on YouTube had it, "probably the most beautiful song about Nazi genetic engineering". The same mixture of dread and desire can be found in Gunning's videos for the latest album.

"The films are quite sensual," Goldfrapp says, "with close-ups of skin and hair and grass blowing. A sort of sensual world and the discovery of the body and the mind through that."

Discovery is not a word many interviewers would associate with Alison Goldfrapp. At times she has been elusive, even evasive when faced with a tape recorder. Maybe that is down to shyness. "I am not a confident person," she says. Which seems strange given that many will remember her appearing naked on the cover of Supernature. And on stage she always demands attention.

But that is different, she says. "I don't think that has anything to do with confidence." That is about need. "I have always enjoyed playing music and singing. I remember the first time singing in a choir and feeling the top of my head buzzing and thinking, 'Wow, this is a really great feeling.' It was better than anything else in school. It is always a wonderful feeling, singing with other people - whether you can sing or not. It is quite a basic human need, I think."

When was the last time she danced, I ask? "I think I danced around the bedroom the other night in a sort of manic way before I went to bed. I didn't even have a soundtrack. It was just a fit of giggles in front of the dog."

There is a video on YouTube that might give us an insight into how ­Goldfrapp and Gregory create music. In the video, Goldfrapp turns to her music partner and asks him to "play the colour pink". I like to think, Alison, I tell her, that is a typical day at Goldfrapp mansion.

"It is not like that all the time," she says, laughing. "It is a lot of ­experimenting and adding and eliminating and listening back to things and just playing around. Sometimes you can spend a week on something and then finally think, 'You know what? This isn't happening'. Usually I have gathered ideas and thoughts about the kind of things I want to do and the kind of sound I want to make. The mood."

That was very much the case on Tales Of Us. But there is no formula, she adds, referring to the song Thea. "I woke up in the middle of the night with the tune in my head and recorded it on my phone. I had a duvet on and I was thumping my chest. It's my duvet you can hear at the start of the song."

Goldfrapp and Gregory started working together at the end of the 1990s. "I remember first meeting and talking about the kind of music we love," she says. "And sharing cassettes. Posting music back and forth to each other like a letter." Before that, Goldfrapp had performed with 1990s dance band Orbital, electronic outfit Add N To X and Bristol's Tricky. If you are as old as me, you might even remember her performing with him in Glasgow supporting PJ Harvey back in the mid-1990s. Does she remember the girl she was back then?

"I think I am probably a different person from 1995. No, I think I am probably the same person but I probably got lost a little along the line and then came back and evolved again. That is what you do in life. You are always changing." This time no butterfly is needed to make the point.

The Tales Of Us film, followed by an exclusive live Goldfrapp performance transmitted from Air Studios in London, is in cinemas on Tuesday. Goldfrapp play Glasgow Royal Concert Hall on April 4