Atoddler is playing a tuba in the next room and Carrie Coon apologises in advance if she’s a little distracted. Unexpectedly saddled with childcare duties today, the 40-year-old is keeping one eye on her two children – three-year-old son Haskell and his month-old sibling – while she chats over Zoom from her Chicago home. The Ohio-born actor is currently enjoying something of a well-earned moment. Best known for TV roles including grieving widow Nora Durst in post-apocalyptic saga The Leftovers and divorced, dogged Minnesota cop Gloria Burgle in the third (and best) season of Fargo, for which she was Emmy nominated, she now stars alongside Jude Law in acclaimed new psychological thriller The Nest. This autumn she also plays one of the leads in the eagerly awaited reboot of the Ghostbusters franchise. It’s overdue reward for a versatile performer who came up through regional theatre and served her dues on stage throughout her 20s. Coon’s breakthrough came in a 2010 Chicago production of Edward Albee’s Who’s Afraid of Virginia Woolf?, which transferred to Broadway and earned her a Tony nomination. It was on this play that she met her husband, Pulitzer prize-winning playwright and actor Tracy Letts. He’s currently away filming in New York, hence the solo parenting. The Nest portrays the disintegration of a married couple’s relationship. What do you think the film says about marriage? What struck me when I first read the script was how it’s an unusually honest depiction. It was utterly recognisable to me as a real marriage – one that started out as fun and sexy with a solid foundation. But bit by bit, they fail to communicate, tacit agreements get broken and it all adds up. Did it make you reflect on your own marriage? I have a healthy, happy marriage. When I was younger, let’s say I didn’t always conduct myself with integrity in my relationships. Now I’ve found a partner who I can be truly honest with, I never want to go back. What’s fascinating is how people respond to the film’s ending. I find it hopeful because the couple cut through the bullshit and reach a more honest place. Others find it woefully bleak, which might hint at how honest their own marriage is. Some had an uncomfortable time watching it. The protagonists move from New York to England. How did you find filming over here? It’s very much a fish-out-of-water story for my character, Allison, so it was helpful to spend an extended period in parts of the UK I’d never visited. We stayed in Hampstead and filmed a lot in Oxfordshire, near Blenheim. It’s very different culturally so I could really tap into that feeling of being an American abroad. Jude Law plays your husband. Did you hit it off? We had a ball. It felt like rehearsing a play – two theatre actors digging into the material. Jude’s a character actor trapped in a leading man’s body. Now he’s moving into an interesting phase, taking on more character-driven parts. He’s infuriatingly charismatic, though. A proper movie star. Even when he was in the background of my scenes, I couldn’t take my eyes off him. How has shooting sex scenes changed in the post-#MeToo era? I’ve seen a bigger difference in theatre than on screen. We were making a scrappy independent film, so were left to our own devices and the budget only allowed us to shoot it two or three times. In theatre, you have to do it every night, so there’s an intimacy protocol and scenes are much more codified. There’s a step-by-step plan and you’re not supposed to violate those established pillars. But one of the great things about this job is we get to fantasise and be intimate with other people in a way that’s hopefully safe. As my husband says, people working in a bank are actually sleeping together. We’re just pretending. Showmances do happen. Our marriage is the product of a showmance. They don’t usually last but here we are 10 years later, so you never know. The film is set in 1986. What did you relish about recreating that period? Those fabulous 80s clothes. I’m one of five kids, so I spent the decade in my brother’s hand-me-downs. On The Nest, I wore some gorgeous vintage gowns and trouser suits. There’s lots of smoking too… Everyone smoked back then. My parents both did. My aunt would smoke and drink coffee at the wheel of her car, steering with her knee. Those are my people [laughs]. Allison is a riding teacher and spends much of the film with horses. Did you train for that? I worked with [Buckinghamshire stud] The Devil’s Horsemen and really immersed myself in it. Allison’s horse is played by Tornado, Jon Snow’s horse from Game of Thrones, who’s an absolute showman and scene-stealer. But he was only used for certain shots. We actually had eight different horses – one for jumping, another for galloping, a stunt horse and so on. Continuity people braided their manes and painted them so they matched. After lots of supporting and ensemble roles, were you desperate to play a proper lead? Sure, but I’m an actress in Hollywood. How many films come out that actually have women in the lead? The same 10 actresses tend to play those parts. I’m not on that list. Are juicy roles for women over 30 hard to find? Certainly in film. Actresses find that as we get more interesting and more sure of ourselves, the roles dry up. I have more street cred when it comes to TV. That’s where my career burgeoned. I would argue that TV has led that movement towards more complex roles for older women. Film’s a little late to the party. The film was released last autumn in the US. Did it get lost amid the pandemic? A little, so we’re grateful for the reception it’s getting overseas. It landed at a tough time over here in the States but seems to be gaining some traction [in the UK] with you smarties who like grownup films. Are we a nation of smarties, then? Look, you folks still advertise novels on the subway. You’re quite chameleon-like. Do people ever mistake you for another actress entirely? My Twitter bio used to be “No, that’s not me on Mindhunter” because I was forever getting confused with Anna Torv. This November, you’re in film reboot Ghostbusters: Afterlife. That must’ve been exciting? I’m so proud to be part of it. It feels surreal because I grew up watching the original. Many of the original cast were Chicago guys – Bill Murray and Harold Ramis came up on the Chicago improv scene – and that’s my stomping ground, so it’s special to continue that connection. The kids, Finn Wolfhard and Mckenna Grace, do most of the cool stuff but I see some action, too. Most of the special effects are practical, rather than green screen. There was real smoke and red lights everywhere. It was a treat to do some physical acting. You starred alongside David Thewlis in the third season of Fargo. How was that? Mike Leigh’s Naked was one of those indelible performances. Doing that final scene of Fargo with David was one of the only times I’ve been intimidated as an actor and had trouble doing my job. I was so scared. And, of course, he was word-perfect every take. My husband says I have ice-water in my veins. I just don’t get nervous but, all of a sudden, I was. Do you fear for theatre’s recovery post-pandemic? I worry we’ll see a lot of arts organisations fold. People are struggling to make a living. But storytelling is the oldest profession so it will always rise from the ashes in times of crisis. Theatre will survive and be enriched by all these fresh voices. In a world that’s been historically white and male, space is being made for new work to emerge. What’s in the pipeline for you? I’ve just wrapped The Gilded Age with HBO, the new Julian Fellowes drama – with a lot of extraordinary theatre actors, actually. They sucked up all the actors on hiatus from Broadway. It’s set in New York during the 1880s and it’s gorgeous. That’ll be out next year. I’ll also be back on stage in October, in my husband’s play Bug at the Steppenwolf theatre. Have you sensed a change in mood since the Biden administration? We’re certainly in better hands. I have a close friend who works in the White House and knowing that people like her are now in high places is reassuring. They’re trying to rebuild and pulling in the right people, which gives me hope. The Nest is in cinemas from 27 August