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The Spanish star reflects – and no longer spies – on her directors. By Dave Calhoun

Penélope Cruz delivers a double dose of bedroom angst in two sex-obsessed films about filmmaking. First, Cruz reunites with her Spanish mentor Pedro Almodóvar for Broken Embraces, in which she plays a call girl turned actress and a film director’s tragic lover. Then the 35-year-old Spaniard returns to Hollywood for Nine, a musical directed by Rob Marshall (Chicago) and loosely based on Federico Fellini’s 1963 classic 8½. In that all-singin’, all-dancin’ extravaganza, she’s the mistress of Daniel Day-Lewis’s tortured Italian filmmaker.

You’ve now made four films with Pedro Almodóvar. The first was Live Flesh in 1997. Did you always want to work with him?
He was the whole reason I became an actress. When I was a kid, I would go to the set in Madrid where he was shooting and hide and watch him. I did it when he was making High Heels in 1991. I got right next to the monitor and could hear how he was directing the actress Victoria Abril. I was just 14.

How did you get into the studio?
I convinced the guy at the door, the security, to let me in. I was there for an hour, watching him direct and hoping that one day I could be directed by him.

Did you meet him before making Live Flesh?
Yes, three years after hiding on his set. He called me after seeing my first film, Jamón Jamón, which I made when I was 17, and said that he liked what I did and maybe one day we could work together. I was blown away.

I love the idea of you spying on Almodóvar while he worked.
I don’t know if he knows about it.

You never told him?
I don’t think so. I always forget to tell that story.

When you were growing up in Spain in the 1980s, what was Almodóvar’s reputation?
As somebody who was very brave, very provocative, very: “Oh my God, look at what this man is doing, how outrageous!” He inspired so many people at a time when my country was changing so much after Franco died in 1975. I can’t imagine that transition without the figure of Pedro. My country would have been culturally much poorer.

Your character in Broken Embraces is a typical Almodóvar woman – good, but dumped on by men.
I love those women. I love playing those women who are going through all those hard situations. It’s inspiring to see someone fighting for what’s right, and a lot of his women have that.

His stories often give the feeling that if someone else tried to tell them, they’d just seem ridiculous.
Yes, sometimes he can tell you a story and you think: How are you going to make that work? You have to remind yourself it’s him and he’s done the most outrageous things before. In All About My Mother, I was a nun who has an affair with a transvestite who has HIV and dies when giving birth. But when making that film, we met people in even more extreme situations! His eye can make a tragic reality beautiful to watch.

You won Best Supporting Actress for Vicky Cristina Barcelona. How was Woody Allen? He has a reputation for being reserved on set.
No, I had great conversations with him. At the beginning he was shy. But then when you relax and approach him in a natural way, it’s okay. If you are both shy, then it’s a disaster. But when the ice is broken, he’s the funniest person. He can really shock you. He’s like Pedro: you never know what they’re going to say. You’re like: “I can’t believe you just said that.”

Like what?
Things I can’t repeat, of course. But he’s so funny. I felt like I should write down every line that came out of his mouth.

The trailer for Nine suggests you do a lot of dancing.
I had to do a lot of training because I used to dance years ago growing up but I had to learn again. Also I sing for the first time, so I had to train for that, too.

Your performance looks quite raunchy. I’ve seen a still of you in lingerie doing the splits.
What is that word? Raunchy?

It means sexy – in a good way.
Oh, yes, some of the numbers are very sexy.

Broken Embraces opens Thursday 28. Nine opens February 25.