It is to Emily Watson's credit that I enter the room unmolested by any preconceptions as to her personality. She's not any sort of chameleon. Ms Watson is recognisable as herself in every film, but she has, over the past decade-and-a-half, managed to avoid being stereotyped, caricatured or patronised. Most of us first encountered her in 1996 when she appeared as Bess McNeill – misused Hebridean innocent – in Lars Von Trier's still troubling Breaking the Waves . Since then, she's been Irish in Angela's Ashes , weirdly muted in Punch-Drunk Love and enigmatic in Synecdoche, New York . You wouldn't sling the word "enigma" in her direction, but she is hard to pin down.

This week, in the adaptation of Markus Zusak's The Book Thief , we can enjoy Emily as Rosa Hubermann, a hard-bitten German woman – softer than she at first seems – who adopts a displaced teenager during the run-up to the second World War. It must be a challenging part to play. On the surface she's a harridan, but slivers of decency gradually show themselves.

“It was really interesting,” she says. “I felt enthused playing somebody unattractive. That’s always a challenge. But you never play ‘bad’. Nobody really wants to be horrid. They are like that for a reason. She was a sort of Everywoman in that world.”

Watson goes on to explain that Rosa is an exemplar of those stubborn people the Nazis targeted – disappointed, disenfranchised – but who managed to resist the party’s broad, savage solutions. Watson clearly thinks hard about her work. Is she the sort of actor who goes for full immersion? Is there any hint of “method” in her approach?

There is a lengthy pause.

“I don’t have a formal methodology,” she ponders. “I do whatever it takes to get to a place that I think is appropriate. It’s different every time you do it. But, yes, I do feel it’s good to immerse yourself in something and let yourself feel that it is real. Mind you, I am never under any illusion that it is real.”

Very cautious. Very couched. You get no sense that Watson is the sort of person who – on set or while partying – is ever likely to sink teeth into the furniture. Every answer is delivered quietly. Reason and calm prevails throughout.

So how did such a sober person find herself in this dangerous business? Born and raised in London, she had an English teacher for a mother and an architect for a father. In previous interviews, she’s explained that they didn’t even have a telly as a child. Somehow or other, she developed an ambition to act without ever admitting it to herself or to anybody else.

"Yeah, I think that's all true," she says. "I don't know quite why it happened. But my parents took me to the theatre a lot. I remember being taken to the RSC and seeing Judi Dench and what-his-name in Much Ado About Nothing . Oh, who do I mean? Very . . .".

She makes slightly fruity, puffing noises. Well, that could be almost anybody.

"Donald Sinden! That's who it was. And I nearly stopped the show because I was laughing so hard. I was in hysterics in the stalls."

Following school, she studied English at Bristol University and then made her way to the Drama Studio in west London. When she was 26, Watson was snapped up by the Royal Shakespeare Company, for whom she played a few small, but significant roles, before securing the lead in Breaking the Waves . She seems to have suffered the usual outbreaks of poverty on the road to that success.

“I was pretty bloody minded about it I think,” she says. “But this was back in the time when it was easier to be not working and be on the dole. I was doing waitressing and photocopying. It didn’t occur to me that this might ever end in disaster.”

On the week that Von Trier's Nymphomaniac goes on release, it is worth reminding ourselves that he did not always have such an unavoidable public persona. Back in 1996 (though the notorious Dogme '95 manifesto had been unveiled), Von Trier was just another promising youngish European film-maker. Breaking the Waves – featuring Watson as a woman who ends up acting out her injured husband's vicarious sexual fantasies – began the director's journey to uneasy celebrity.

“He was eccentric, “ she remembers. “But part of his thing is that he plays the media and it’s sort of a game. He has since had this reputation for being difficult for women to work with. But I didn’t find that at all. I found it very rewarding. It was tough, really tough. But the experience of filming was wonderful.”

An Oscar nomination followed and Watson managed to nurture her potential into a varied and challenging series of roles. She secured a second nod from the Academy for her controversial turn as cellist Jacqueline du Pré in Hilary and Jackie . She featured in Alan Parker's Angela's Ashes and Jim Sheridan's The Boxer .

It is poignant to note that she managed to play opposite Philip Seymour Hoffman on three occasions. As we meet, the news of that actor's death is still buzzing miserably about the electronic ether. I assume it was as much a shock to her as it was to anybody else.

"I wasn't that close to him," she says slightly haltingly. "But I was very devastated when I heard. He was the absolute epitome of what I think a real, true actor should be. Whenever he did something it was an event. He sought to discover something profound and revealing. I had a long scene with him in Synecdoche, New York . That was truly a privilege. I feel devastated that he has gone."

There is, in person, a slight sense of fragility to Watson. But the bloody-mindedness she speaks of is not far beneath the surface. You would need a degree of stubbornness to make the best of the opportunity Breaking the Waves kicked up. More than a few actors have, after such a break, faded into obscurity. But she seems to have kept a level head throughout.

How was that first Oscar ceremony? That could have been daunting.

“I think I was a bit overwhelmed,” she admits. “You were pinching yourself at every turn. Here are all these incredible movie stars and I was amongst them, being feted. People were taking me out and shaking my hand. The whole experience of what happened with that film was amazing: the making was one thing and then there were all the life-changing experiences in the aftermath.”

It must help that Watson has had (for this profession) such an admirably stable family life. She has been married to Jack Waters, a writer, since 1991 and the couple live in London with their two children. Of course, balancing home life with a busy career offers challenges for both fathers and mothers in the business.

“I am at home a lot,” she says. “That’s important because I have a young family. It’s a juggling act. It’s important that you have good help and I do.”

In recent years, she has received acclaim for appearances in Jim Loach's Oranges and Sunshine and the deeply troubling TV movie Appropriate Adult . In that last film, she played a woman appointed by the court to attend interviews with young people during investigations into the Fred West murders. Was it troubling to return to family during that shoot?

“I was shooting in Manchester. So I was going home at weekends. It was hugely disturbing material to be spending time around,” she admits. “When I read it, I felt it might potentially change the tone. Because it was then so much the preserve of the tabloids and that salacious gossip.”

She won a Bafta for Appropriate Adult and is now set to embark on a film about the incident in 1996 that saw eight climbers perish on Everest. It's all worked out very nicely for her. One does wonder, however, if she's ever been tempted to make a lunge for the big Hollywood blockbusters. Yes, she was in War Horse . Sure, she turned up in Red Dragon . But, either by accident or design, she has managed to remain aloof from the noisy explosions and car chases.

“There was a period when I was offered a lot of that I didn’t do. So I suppose I was picky.”

And was she offered the big mainstream franchises?

“No! I rather wish I had. It would help.”

And she offers a rare chuckle.