When the sun streams in through the window of her publicist's office, it makes Lindsay Duncan look almost translucent, as fragile as china tea cup. Later, I find it strange that I can't really picture what she looks like. I know that she was beautiful and was wearing a black blazer with little pin tucks, and a black dress and ankle boots but, off the stage, there is something flyaway about her. It is hard to imagine, then, anyone less suited to becoming Margaret Thatcher.
"If I had a list of parts I wanted to play, Thatcher would never have been on it," she says. "Maybe because my mind was closed to it. Certainly I [was concerned about] the baggage - I'm so used to doing new plays, and there's something so wonderfully pure about that, you can come to them afresh."
The one-off BBC drama Margaret focuses on Thatcher's last days in power, betrayed by her cabinet but refusing to go down without a fight, and Duncan is magnificent. There were actors, she says, who didn't want to be a part of it because of their feelings about the former prime minister. For Duncan, it wasn't a problem. "She was, for me, in a box marked 'bad', 'disastrous'. But that in itself didn't actually put me off because I've never felt I had to like anyone I play. That can be a dangerous path to go down, I don't think cosying up to your character can be very enlightening. You have to find something close to empathy. The director was very clear and said we had to leave our politics at the door ... It was about playing a part and making it believable."
During last year's other Thatcher TV drama, Long Walk to Finchley, I was so charmed by Andrea Riseborough's perky Margaret that I found myself willing her to succeed. Duncan's is obviously more flawed, but there I was, feeling sorry Thatcher when I should have been cheering. Isn't there a danger that these dramas are recasting Thatcher as a heroine and dulling the pain? "Not for me. I don't think you could look back and say it was great then," says Duncan. "When you say that, I'm really struggling to think how good it can look, especially if you're looking from where we are now." Yes, but she's a lefty actor, I point out, and I work for the Guardian.
Others - and not just nostalgic Tories - now consider Thatcher among the best things that ever happened to this country. Even Gordon Brown has her round for tea. "She is iconic and unforgettable for various reasons - she was in power for a long time, she did the Tory party no end of good, she was a woman. Much to my dismay," says Duncan, with a laugh. "She's not a great example. In the film there's enough about her flaws to suggest we weren't in very good hands. But of course it's humanising. She was a mass of contradictions, and we all are."
Duncan likes the way that, while Thatcher was this domineering force, "she liked jewellery and lipstick ... She was a mix and you cannot reduce her to a few brush strokes. One of the things that helped me in my research was coming across someone who had said, 'She lacks sufficient imagination to become a research chemist.' Something dropped into place for me: lack of imagination. Her conviction politics and certainty, combined with the need to dominate makes for a very alarming prospect."
Did playing her - humanising her - change the way Duncan felt about her? "About her politics, absolutely not," she says. "But of course I was fascinated by her. One of the things I realised is, I'm a mother and ... I don't know quite what words to use in looking at her relationship with her children. They were not successful relationships and I find that, personally, what a loss. I don't know if she was capable ..." Duncan lets the sentence dangle. "She made choices about her career that made it difficult to have a fulfilling relationship with her children, but if you reel right back to her childhood, was she ever going to have a chance because of her own upbringing? That balance, for me, is worth doing anything to achieve. It will inevitably be topsy-turvy at some points but if you can create some kind of balance then it is worth so much. I find it really upsetting." She seems so constantly on the edge of emotion, even so I'm surprised to see tears have welled up in her eyes.
Duncan's son, Cal, is 17 and she says she always made sure she and her husband, the actor Hilton McRae, fit their work around him. "As actors, we were lucky to be out of work for some periods," she says. "My son was rarely dropped off or picked up from school by someone other than his parents."
Thatcher, she says, made one great choice. "She married the right man [Denis]. There are a lot of women making it possible for men to enter parliament, but she met the right man. This very conventional man enabled her to have a career. It was pretty unusual." From the film at least, Thatcher's other enduring relationship seems to have been with her dresser Crawford, or "Crawfie", who is still her close companion. There is one moment in the film where she carefully drapes a blanket over a sleeping Crawfie. Could she really have been capable of tenderness? "She was capable of need and she didn't show it in many areas, but I think she needed Denis and she needed Crawfie as well. In the end it was just them, because everyone else had betrayed her."
One of the most striking things, visually, is really how surrounded by men Thatcher was (by her own design). And yet there seems to have been a trend in recent years to cast her as some feminist trailblazer. "I know! That's bollocks!" says Duncan, nodding. "She couldn't have been further from that. She never developed a pathway for women in politics, never. She just wanted to dominate the men. There was always that view that she couldn't do enough. She was always the last to go to bed. She had to keep up that sense that she worked harder than anyone else and to a greater extent it was true, but in a way it suggests a lack of confidence that she had to keep demonstrating it. Dominating is, to me, a sign of fear. And that, with her intransigence, was very isolating."
Duncan, I suspect, could talk Thatcher all day - partly because of the fascination, but mainly, I think, to avoid talking about herself, which she seems to find distinctly uncomfortable. She was born in Edinburgh, although she grew up in Birmingham. A shy child, she was encouraged to take part in school productions and she went on to study at the Central School of Speech and Drama, followed by several years in rep in the provinces, before joining the RSC.
In 1986, she appeared in the stage adaptation of Les Liaisons Dangereuse opposite Alan Rickman, playing the manipulative marquise whose icy demeanour seems to have clung to Duncan's image like frost ever since, even though it is so at odds with her warmth in person. It won her a Tony award when it transferred to Broadway, but she lost her part to Glenn Close for the film version. Does she regret not having courted Hollywood when she was younger? "Well, no," she says. "It's not even a decision I did or didn't make. I've learnt what kind of career I wanted to have through the work I've done." She likes to joke that, at 58, "if I went to Hollywood now, they'd take me straight to the funeral parlour. I suppose because I do and can work in the theatre, I don't see work as closing down as an older woman." (She has just been nominated for what could be her third Olivier award for her role as a destructive, damaged mother in That Face, the play by the 21-year-old writer Polly Stenham.)
She gives the example of being offered a part in a film when she was just starting out, but turning it down because she was so enjoying working for a theatre company. "So it obviously didn't have that pull. Film wasn't screaming: 'This is your future!' But at the same time, I don't feel that film is closed off for me." In fact, she has just finished filming a part in Tim Burton's film Alice in Wonderland (Duncan is Alice's mother), but she prizes the relative anonymity her choices have given her. "There will be one or two heads that turn, but if I couldn't go on public transport ... I have my life. I think it's unlikely I'd give that up. I think I've ended up with the career which suits me."
Duncan has worked with Alan Bleasdale several times, and she must have been in every Stephen Poliakoff production ever made. She laughs, delighted. "I haven't but it is lovely if people think I have." She was also one of Harold Pinter's favourite actors. When she was 15, she played Rose in her local youth club production of his first play, The Room. As an adult, they became close friends and she was cast in several of his plays including, in a neat but poignant bookend, his last play Celebration at the Almeida theatre in 2000.
I ask her what her relationship with Pinter, who died last Christmas eve, was like and her face falls. "That's really difficult to talk about," she says and then tears fall and she rummages around in her bag for a tissue. "God. Sorry." There is a long silence. "I just loved him," she says in a voice very small. Another long silence, where I can't tell if she's gathering her thoughts or willing me to move on or if she just can't think of anything to say. What was he like to work with? This feels like firmer ground. "In every way Harold was so vivid and so unmistakably Harold," she says. "That focus and fierce concentration in rehearsals - he had a very elegant way of conducting rehearsals, very spare, precise, respectful, wise suggestions. He had a very powerful presence. Because of his writing and because of what he was like, there are an awful lot of actors who feel the way I feel. It's a huge, huge loss and there's something about how extraordinary the man was that makes it really hard to accept that he's gone."
At this point, her publicist comes in and looks horrified to find her with tears coming down her face. "I'm fine," Duncan tells her, then at me: "It's extraordinary how upsetting it is." She pulls herself together, and jokes that now she'll look puffy-eyed for the photographs. When the Guardian photographer asks her if she wouldn't mind climbing of the window and out onto the roof, she gives a little shriek of laughter and does just that. And when she's out there, wrapped up against the cold and wind, she doesn't look so flyaway after all.
A life in brief
Born: 7 November 1950 in Edinburgh
Education: Went to school in Birmingham. Studied acting at London School of Speech and Drama
Family: Married to actor Hilton McRae; they have one son, Cal, born in 1991.
Career: Bus conductor before studying drama. Part of the Royal Shakespeare Company during the 1980's, she won an Olivier award in 1987 for Les Liaisons Dangereuses; London Evening Standard award in 1988 for Cat on a Hot Tin Roof; and a Tony and an Olivier award for Private Lives in 2002. Films include Prick Up Your Ears, An Ideal Husband and Mansfield Park. Television credits include Traffik and GBH
Duncan on Duncan: On being highly regarded without being famous; "Long may that last. It's ideal. I don't have any desire to be better known."