MAGGIE Cheung is in the Leather Room. One of the three most famous Chinese women in the world - the other two being her fellow actresses and former co-stars Gong Li and Zhang Ziyi - she sits on an ornamental armchair, surrounded by red and gold gilding, panelling and drapery, in a theatrically decorative corner of Edinburgh's Prestonfield Hotel. Conde Nast Traveller recently described this place as "so extravagant it's like walking on to the set of some flamboyant costume drama". Cheung has appeared in dozens of such movies, and looks as if she belongs here. The actress herself, however, has never felt that she belongs anywhere, particularly not on a film set.

"I don't actually enjoy making films, to be honest," says Cheung. "Well, I enjoy acting, but only after they say action', when the camera is rolling. Hair and make-up, promotion, waiting around, I'm fed up with all of that. It's taken up too many years of my life."

She has come to Edinburgh as the special guest of Scotland's inaugural Cinema China Festival. Co-founder,directorandprogrammerMark Cousins persuaded her with his love of her work. A whole strand of the festival, which is now screening at venues across the central belt before touring the Highlands, then England, in April, has been dedicated to The Films Of Maggie Cheung. "I was interested," she says, "because of Mark's intentions, and his sincerity."

She admits, though, that the main reason she agreed to participate was because she had never been to this city, or even this country before. Cousins had to promise her some time off to look - and shop - around. "That was part of the deal, I'm afraid. Usually you do a press junket in one place, and then you go to the next one. I hate that. I want to stay long enough to get a sense of what it's like to live in another city."

She doesn't know how long that might be. Cheung currently lives in Hong Kong (where she was born in 1964), London (she spent her teenage years at school in the UK, which accounts for her confident English), and Paris (which remains home to her ex-husband, the French film director Olivier Assayas) simultaneously, but still feels like a "foreigner" in all of them. Rootlessness has become part of her appeal, and perhaps even her character. Cheung is not just photogenic, but naturally cinematic, and the difference between the two is constant motion.

The first thing she did on arriving in Scotland was spend a morning at Gullane beach, East Lothian. The second was buy a kilt. "Two of them," says Cheung. "Ladies' kilts. They're kind of fashiony. One of them is very nice imitation leather. I thought, Yeah, I can do something with that.'" She used to be a model for Hermes, and was first runner-up for Miss Hong Kong in 1983. There is no reason to doubt that Cheung would look as good in a kilt as she does today in trousers and boots, or as she did wearing a traditional cheongsam dress in Wong Kar-Wai's film In The Mood For Love (2000).

That dress, she claims today, played its own part in a performance which magnetised world cinema at the turn of the 21st century. As a wronged wife in 1960s Hong Kong, Cheung could apparently transmit live currents of emotion just by moving down a staircase. "There was only one way for me to sit in a cheongsam," she says. "Only one way for me to walk. So in a way I did not really have to make any choices in becoming that woman. After a while, it was quite natural." This is typical, it seems - Cheung tends to explain herself first in the simplest terms, before suggesting that things are more complicated with some inadvertently enigmatic turn of phrase. "What you see on screen," she confesses at one point, "is always a shadow of me. I don't think I've been able to erase those shadows from any of my work."

In The Mood For Love remains the most widely acclaimed of the three Maggie Cheung movies selected for this festival, if not the most popular - Zhang Yimou's costly and opulent martial arts romance Hero (2002) became the biggest Chinese hit in history at the international box office. And Stanley Kwan's Centre Stage (1992) was the biographical drama that ended Cheung's joyless 10-year run of Hong Kong comedies and action films, giving her the show-stopping role of Ruan Lingyu, who committed suicide in the 1930s after becoming the first female movie star to rise out of Shanghai's burgeoning equivalent to Hollywood.

Lingyu was called China's Greta Garbo, but the country wasn't then ready to process or forgive the Westernised moral ambivalence she supposedly reflectedfromthescreen.Under British colonial stewardship, Hong Kong's own film industry had never been subject to the politics of the Chinese mainland, so Cheung has never suffered "the same kind of pressure". "Even in China," she says, "there are not so many limitations now on the subjects of films and the roles that women can choose to play. Gong Li and Zhang Ziyi don't have too many problems. But in Hong Kong we were always allowed to do anything. We still have that freedom, even now we are back under Chinese power. I don't have to represent my country, only the interest of my heart."

Cheung is freer, then, to take comparisons to Greta Garbo as a compliment. When I mention that the American film critic Charles Taylor has written that a close-up of Maggie Cheung's face contains "as much mystery" as any screen presence since that same icon, she says this makes her day, before pausing to seriously consider what is meant by it. "Do people really see me that way? In my daily life I think I am an open book. But on screen, as an actress, maybe you never quite grasp who I am. I play parts that are very different from one film to another, so maybe that does make people think, Who is she?'"

Cheung divides her own career into two distinct phases. Throughout the earlier of those, she played the girlfriend of kung-fu supercop Jackie Chan in his Police Story movies, which led to similar roles in films with titles that translate awkwardly but expressively into English - Love Hungry Suicide Squad, for example. She had recently returned from the UK, having lived in Kent with her parents since she was eight. She'd been the only Asian child at her school, but became so comfortable with "feeling like an alien" that she stayed behind with her father after her mother divorced him and returned to Hong Kong. When Cheung flew out there herself at the age of 18, she thought it would be a holiday.

"I just wanted to see what Hong Kong was like," she says. "I always thought I would go back to my job in England. I was a cashier in a book shop. I liked my colleagues. There was a boy I fancied who worked in the shop next door." Instead, she took a modelling contract, and went on to make over 70 movies in the next 13 years. She worked too fast to learn how to act - "I didn't know anything about getting into a character. When I was asked to cry, I just tried to imagine my mum dying, over and over again" - and too hard to think about whether she was happy.

Deciding that she wasn't, Cheung quit the film business in the mid-1990s. She learned golf, took up photography and had no plans to perform again. Until Olivier Assayas, compelled by her "quality of elusiveness", wrote a script specifically for her. Irma Vep (1996) came about when the director convinced her to play an imaginary version of herself in a filmic parellel universe - an actress called Maggie Cheung who haunts the Parisian rooftops in a catsuit. "It did it," she says, "because it was Paris. It was strange ground. I felt excited, and anonymous. I didn't know I was starting the second part of my career."

Or, indeed, that she would marry and later divorce the man who coaxed her back on to the screen. Assayas was not the first or last to appeal to Cheung on the basis that his movie needed her in order to exist. Throughout this ongoing second phase, which has now lasted more than a decade, she has been selective to the point of semi-retirement. "Pride is more important to me now, because your films live with you forever. I'm never going to make another one that I don't care for." As a consequence of that policy, she now gets offers from far outside Hong Kong. "It's like romance," says Cheung. "The less interested you are, the more they seem to want you." When American directors tell her she is the only possible choice for roles in X-Men 2 or Mission: Impossible 3, the bottom line is that she doesn't believe them.

When Wong Kar-Wai says the same thing in his own oblique way, Cheung knows there is more chance of a "magic moment" that will make the experience worthwhile. "You're looking for some artistic connection," she says, "not an affair. But in the end I think that directors fall in love with their actors. The films that have come out well for me are the ones where I felt the director loved me. Not me, but the woman I'm playing. There has to be that love, somehow. That's why a lot of actors and directors end up together in real life." It's now three years since Cheung made Clean, her second and last film with Assayas, which they made even after deciding to separate. "Clean was something that we had to do, deep down."

Her wholly atypical role as a recovering heroin addict won her the best actress prize at Cannes, and was, she says, the best work she's ever done. "It was a step forward, acting-wise. I let all my guards down. And maybe for the first time, I felt like I really knew what I was doing. I didn't need to imagine personal tragedies in order to cry. I just cried for the character."

But Cheung has barely worked since then. At 43, she doesn't know or seem to care if she will ever act again. She may or may not continue to divide her time quite so precisely between three cities ("half in London, quarter in Hong Kong, quarter in Paris").

Cheung is at home with uncertainty, and it makes her the perfect movie star. The camera itself might love her because she plays so hard to get. And of course, she's not entirely playing. "Maybe that is what directors see in me: she is a bit of a wanderer in her life. Always moving. Not easy to ... pin down. I have never had the role of a woman who is born and raised and dies in one house in China. I wouldn't mind trying a character like that. It would be a challenge. But I don't think people would believe it."

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