During the Sars scare in Toronto in 2004 she was confined for days to her hotel with Colin Farrell, with whom she was co-starring in A Home At The End Of The Wo r ld . Now she's just finished filming the Robert Zemeckis epic Beowulf with Brendan Gleeson.

The 5ft 5in blue-eyed former model will forever be adored by little girls for her role in the 1987 fairytale The Princess Bride, but darkly intense is what she does best, whether as the doomed love of Tom Hanks in Forrest Gump or undercover cop Sean Penn's girlfriend in State of Grace. "It's becoming sort of a bad habit. It's like, God, you really play that stuff well. The problem with Hollywood is they need to create categories.

For two years I was offered scripts that were just like remakes of The Princess Bride. Now it's all heavy roles. You're placed in those categories. I'd like to create my own."

Meanwhile she's acting serious again as Jude Law's manic-depressive Swedish-American wife in Breaking And Entering, an Anthony Minghella drama that employs a series of chance events to bring Juliette Binoche and her Bosnian immigrant family into Law and Penn's affluent London world . . .

with awkward consequences.

"I went to Stockholm to observe Swedish women, " Penn says. Her idea was to find clues to her character, a woman so wrapped up in caring for her autistic daughter that she's shut her husband out.

"There was a consensus among Swedish women I met that they were all born depressed. They said we're all in the same boat because there is not a lot of light and that produces clinical depression and alcoholism. I asked if it was irreparable. They said yes, we're depressed all the time. If you look at Bergman, you'll get it.

When I spoke to Anthony he said that's why he chose to make my character Swedish. It may be a cliche, but dramatically it's right."

She feels her character's problem is that Law doesn't just grab her and ask what does she want.

"She's such an ice block. She can't let him in. All she ever needed and wanted was for him to take her.

Because we're girls. We need a guy to be a guy and just pick us up."

Which is what happened when she met Sean Penn, but not right away. She first noticed him when she was in New York for the daytime Emmy Awards in 1985 . . . she'd been nominated for her role in Santa Barbara, and was with her then husband and co-star Dane Witherspoon . . . but she didn't even realise who he was until she saw him in Racing With The Moon four years later. By then he'd divorced Madonna and she was divorced from Witherspoon. They've been on and off since. "He's the most loyal person you'll ever meet."

She has starred with his pal Jack Nicholson in two of the three movies Penn directed, The Crossing Guard and The Pledge. So how does being married to a director work? Do they talk through her part doing the washing up? "Sean never washes up, " she laughs. "We don't talk about the movie off the set, because there's so much of that on the set. He's much calmer than when he's acting. When you're acting it's like you're in your trailer and knock, knock, you're to be on set in five minutes, you've to maybe take your clothes off, rip your heart out and play this scene at seven in the morning when your senses aren't even alive. That's the drag of an actor. So it's no wonder he's as he is. And he's had to take so much. He's run the whole gamut. We're two complicated people, but we speak the same language. We cut to the chase."

She was born in Dallas, Texas in 1966, but grew up in San Diego, California after her parents divorced when she was three. All she remembers of Texas are "mosquitoes, watermelons, crickets and my brother teasing me".

Her mother, a cosmetic sales executive, married an Englishman so she has two English step-sisters, which was a help when she was shooting Breaking And Entering.

She wasn't very sociable at school. She feels moving around so much made her "turn inward".

She had to keep reinventing herself, an experience she shares with many actors. She was spotted at a disco when she was 14 and did some commercials which led to lingerie and beauty ads . . . she wasn't tall enough for the catwalk . . .

before making her debut as a drug addict in Hollywood Vice Squad.

"It's always more fun as an actor to have some complexities to play with. That's why I've always wanted to work with Anthony. My one loss was that I could not do The English Patient because I was pregnant with my second child.

The great thing is that he gives you five layers to play simultaneously."

She doesn't bring her characters home with her. "At least not consciously. It comes naturally.

I'm already depressed." She laughs again. "Looking back now a year ago, I remember feeling very insecure when I was making the movie, I don't know why. I couldn't burst out and talk about what we were doing with Anthony every day . . . we didn't rehearse, we had therapy sessions together."

She feels more confident and has fewer fears now at 40. "With all those years and experiences with men and marriage and children, there are more dimensions to play with. I feel very light.

Maybe getting older you don't care about petty things any more.

Now I'm dying to do a comedy."

But first she has a HBO movie with the Sopranos star James Gandolfino about Ernest Hemingway in which she'll portray Martha Gellhorn, the foreign correspondent who inspired For Whom The Bell Tolls. "I'm never happy with any movie I make, " she says. "I always want to go and re-shoot the whole thing. I see only moments that I think maybe I nailed. I'm just happy with a moment or two."