It's a real pleasure to have you here.

Thank you very much.

I don't think I've ever done one of these before, actually.

I've been interviewed for Vogue many times in the past.

Yeah, I've never had a sit down in front of a camera like this.

So it's lovely.

Well, it's lovely to have you.

Having known and watched you for almost my entire life,

I actually feel like I can't imagine a day in the life of Kate Winslet if you felt so bold to talk me through it.

It usually involves making lists, shopping lists and things I need to do.

Our home is full of things and chaos and colour and dogs and people.

And there's always food smells.

Absolutely. Always.

We keep chickens, which I love.

So there's often, you know, the gathering of the chicken eggs.

We don't live on a farm.

We live by the sea.

We are not isolated at all.

We very much live in a lovely neighbourhood community with great people around us.

There's always water involved, particularly cold water.

So there's usually a cold water dip that will take place.

I was going to say, very good for the noggin, the cold water dunking, isn't it?

We are no strangers to ice baths in our house.

Very good.

If ever anyone gets a bit blue or troubled by something, we're like, OK, get in an ice bath.

Those dopamine levels, they stay up.

I'm telling you. So there's a lot of that.

But then I suppose there's times like probably this autumn with, you know,

Lee coming out and where one goes into the other bit of an actor's life.

For those people in the world who might not know who Lee Miller is, tell us a little bit about her.

And obviously you're a producer on the project as well.

How was that kind of side of things?

Well, it was really, honestly, it was really me.

It's a fun and interesting story, actually.

I have some really great friends who live down in Cornwall who work in antiques.

And they called me and they said, oh, Kate, we know how much you love tables, which I do. And I said, well, what is it?

And it had come from the home of a relative of Roland Penrose, who Lee married and became her husband, played by Alex Skarsgård in our film.

The table had been in the center of the kitchen where these sort of hedonistic summers of love would happen.

This was this kind of much talked about, much loved table in the lives of these people in the beginning of their relationships.

Anyway, I bought the table and then I thought, well, Lee Miller, Lee Miller.

God, why has no one made a film about her?

So it started with that.

What kind of fascinated you so much?

So Lee Miller was a woman who, after having a short-lived career as a model and the muse of Man Ray, learned everything underneath him as a photographer.

Lee finds herself in London and it's the Blitz.

And it was a woman's role to go out and contribute to the war effort.

But being an American, that was very hard for her to do.

And so she went to the offices of Vogue in London and she got herself a job as a photographer documenting the Blitz.

And when the time came, she fought her way to the front line and went to war and photographed what was happening, the atrocities of the Nazi regime.

She came from quite a flamboyant, interesting world.

And so to put herself in a position as a woman in a dangerous environment in order to document the truth, you know, that for me was the reason I, as a person who struggles with injustice myself, it was so important that that was the story that we told, but also that we dispelled all the myths about Lee as the model, the muse, and showed her as the cracked, broken, you know, tricky middle-aged woman who went to war.

Even at Vogue, we're a little bit guilty of building that kind of myth of like the most beautiful model who then became the most serious of 20th century documenters. And, you know, that can fit a little bit into our own little kind of box.

Yeah, I mean, she's never had her real moment as the real her.

She was flawed and she was messy.

And she takes that pain, she takes it to the front line to document the things that no one will say.

That's right. Extraordinary.

Her documentation, for example, of the liberation of the concentration camps, you know, her images are among some of the most significant historical images ever taken.

And people don't really know that.

Yeah. The scenes are deeply affecting and have echoes of Lee's own work.

How was it coming to those kind of mornings and heading off the set those days?

I mean, really just horrendous.

You know, there were days that were just so horrendous.

But actually, my job specifically across the shooting of those scenes actually was to look after Andy Samberg.

So Andy Samberg, who plays...

Can we talk about the reinvention of Andy Samberg?

I know. It's extraordinary.

But there are people who see this film and go, wow, who's that actor?

Here's Andy Samberg playing his first ever serious role.

And this is a guy who auditioned and auditioned again and wanted to go on tape again and wanted to be sent research material so he could prepare for the auditions.

And he was absolutely amazing.

I was the lucky one who got to make that phone call and say to him, we'd love you to play Davey.

And that was a very emotional moment.

So Andy is a Jewish man.

And for him, he was dreading those scenes and knowing that I was going to have to just have his back, really.

It's horrible when you recreate that stuff because it looks real.

It feels real.

And, you know, sometimes we forget as actors that there are things that we have to do where we really are recreating or sometimes creating an emotion, a trauma, a moment in order to be able to live it and make it real.

And there were many moments like that.

Leigh goes back to Vogue on her return to London because she is upset at the lack of images that are printed.

And there's that scene with Audrey and the cutting up of the Dachau negatives.

And I have to tell you that that actually happened.

And so I always knew that we would be creating a version of that scene and making it our own for our story.

And honestly, Andrea and I, we've both said that by far that particular day of filming was the hardest day of work or creating something as an actor that we've ever done, either of us ever.

I almost felt a bit sort of possessed.

You know, I felt a little bit as though I had been inhabited by Leigh or something.

It really was quite strange.

It has been by far the most important preparation for any role that I've ever done because no one might play her again for a long time.

And I want what I have been able to contribute in terms of bringing her to life to be something that is important and resonates with people.

And should other people play her in years to come,

I would hope to be part of a group of women who are telling Leigh's story in a way that might last.

How did your shoot with Annie go?

It was so amazing.

The first time I was photographed by Annie Leibovitz,

I can't actually believe I'm going to say this, but I was 21 years old.

I think we both, as women, have evolved massively as people.

And all of that comes into your work.

She's playful in the way that Leigh was also very, very playful.

I mean, that almost defines really who Leigh was.

Has the process of doing it all taught you anything about coping and life?

Well, what I did find is that she and I are phenomenally similar.

You know, that sense of no matter what's happened, no matter how hard I think I might have it,

I absolutely do not and I have no right to ever complain.

And that ability, that remarkable feminine resilience to just keep going.

I wish I'd known her.

I wish I'd known her. We would have been great mates.

Listen, Kate, thank you so much for talking to Vogue.

It's been gorgeous conversations.

Really lovely. Thank you.