TORONTO—Penélope Cruz is fresh off one Oscar win (for 2008’s Vicky Cristina Barcelona) and is being talked about as a possible two-category nominee in 2009. She has a supporting role in the Rob Marshall musical Nine, which opens on Christmas Day, and she is the star of a film that opens a week earlier, on December 18, Pedro Almodóvar’s Broken Embraces. In 2006, she won a best-actress nomination for Almodóvar’s Volver.

In a Toronto hotel room during the 2009 Toronto International Film Festival, she says that after working with Almodóvar on four films, they’ve managed to find a lot of common ground. “It has come to a point where we almost know what the other one is thinking. When I get to the set in the morning, I know if he has slept or not. He is the same with me, and we can use that in the work without crossing the line or losing respect. We have a strong friendship, but it doesn’t mean that I get less intimidated or less nervous when I am around him on the set. He is so honest, and so when you do a scene, he will tell you if it is good or bad. That honesty is what is so refreshing about working with him.”

In Broken Embraces, Cruz plays an actor who is involved with a movie director while still the mistress of a jealous millionaire. As the two lovers embark on making a movie together, the millionaire tells his son, who has a job on the set, to follow them with a camera and tell them it is for a “making of” documentary. Then he takes the film and employs a lip reader to tell him what the lovers are saying.

Cruz says that although her character is not a great actor on-screen, she managed to act her way out of an impoverished background. “I think she is very strong because she has one challenge after another and she becomes a great actress in life. I feel a lot of compassion for her to be who she is, and that is why I see three women in one. At the beginning, with her family struggling with the big things in life, and the woman she had to become. Then she creates a character to deal with this change, so she is always playing a part. Sometimes we would go from one scene to another where she would be different every time, so thank God we had Pedro there. But we thought we would have a lot of fun with the good actors acting like bad ones. We thought we would be able to do it as big as we wanted, but Pedro wanted it to be subtle, and that was hard to find.”

To make the shooting of their movie more real for the actors and himself, Almodóvar went back to the Madrid studios he had used to shoot some of his earlier films. Cruz says that the sets allowed for authenticity and for Almodóvar to be inspired by the ghosts of some of his better movies.

“They were the same ones where Pedro filmed Tie Me Up, Tie Me Down and Women on the Verge (of a Nervous Breakdown),” she says. “So we could see Pedro reacting to the different spaces and the memories. I was surprised he wanted to go back there, because there were so many memories from so long ago. He would say, ”˜Here is where we did this scene,’ and I am such a fan of everything that he has done, so I wanted to know all the details of that studio. But I think he chose to shoot there to have all the ghosts there.”

The collaboration between the actor and the director will continue, according to Cruz. She says she doesn’t know what they will do next, just that he will send her a script that will call for her to play an unorthodox character and that she will say yes.

“He doesn’t give you the script until the first draft is finished. So I never know what kind of role he will bring to me. The first time I worked with him, I was a whore who gave birth in a bath, and then I was a nun who gets pregnant by a transsexual. In every film there is this moment where I say, ”˜Really, this is too much, and how are we going to make this believable?’ But he does it well every single time.”