There is definitely a bromance going on here. Like an old couple, the actor and the director have their mole-brown felt hats companionably cosied up to each other (trilby for Mark Rylance, homburg for Steven Spielberg), on the arm of their sofa. They are fascinated by what one another has to say and, from time to time, ask each other questions, which feels as though they are auditioning to be the interviewer’s understudy.

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Spielberg says that it’s unusual for him to become friends with an actor after a film: “We became pals [at the end of making Bridge of Spies], which I don’t often do. You know, we’re all gypsies and we move into other worlds, but I didn’t want Mark to leave my world at all.”

They’re now promoting their latest film together, an adaptation of Roald Dahl’s The BFG. Spielberg is even thinking of directing his first theatre piece if Rylance is on board. Perhaps off-Broadway? “If I could add four offs to Broadway, I could do it in my backyard in LA,” he laughs. “That may be my first foray!” They’re also working on another film idea, but it’s not for publication yet.

The giant of American cinema is mentally adroit, with a quick, Jewish New Yorker wit, despite being an LA man since his teens. Rylance, our pre-eminent English actor, is more dreamy, ruminative, considered – with an occasional air of unworldly innocence. When I ask him about Fionn Whitehead, the young new lead in his next film, Christopher Nolan’s Dunkirk, he says, in the polite tones of a granddad from the 1950s, “Do you mean the young boy who’s in a boy band?”, referring to the really quite famous Harry Styles, from One Direction, who’s also in the film.

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Rylance is a beautiful man, with eyes that are strikingly soulful when not laughing, who clearly feels the world deeply. The news of a terrible atrocity that morning had apparently made him publicly weep.

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Spielberg first offered Rylance a part 30 years ago, in Empire of the Sun – but the then not-at-all-famous actor’s response, which became the stuff of thespian legend, was to turn him down! I ask whether Spielberg’s been sulking for the past three decades (was that why it had taken so long to get the actor into one of his films?), which unleashes a torrent of banter between the two.

“I just felt he had a lot to learn, you know – that he had a way to go as a film-maker,” laughs Rylance. Spielberg responds: “What Mark really said was, ‘When you reach the end of your learning curve, call me!’”

It’s going to sound like a tragic love affair, but Mark, did you think much about Steven in the intervening 30 years? “Through my tears, mmm... I had psychiatric treatment for depression, and that’s partly why I wasn’t available for films...” – a huge hoot of laughter from Spielberg – “When you make a terrible decision like that, you have to live with it...” all deadpan, other than a mischievous crease to his eyes, “but Jung and Freud helped me understand.”

Spielberg, I’d read, had also been turned down by Steve McQueen and Gene Hackman – any more? “I’m very proud of the fact that I’ve been turned down by some of the greatest actors in history. Daniel Day-Lewis turned me down three times before I finally prevailed upon him to play Abraham Lincoln.”

“It wasn’t Steven,” Rylance explains, more seriously. “I loved Steven and we had lovely meetings, in my memory of them. But I’d had a very bad experience with a film just before called Hearts of Fire. I did the film because I wanted to meet Bob Dylan and I did meet him, and got to play the guitar with him and sit next to him for ages – but the film itself...” he tugs at a series of coloured string bracelets that sit on the wrist of his long-sleeved T-shirt, “I just wasn’t very happy being part of it.”

The other reason for his declining the film role was that Rylance wanted to work with the theatre director Mike Alfreds. This led to him doing 420 performances as Hamlet over a number of years, spending time at the helm of the Globe Theatre in London and meeting his wife, Claire van Kampen – a musical director, composer, director and playwright. The couple married in 1989, and he became father to van Kampen’s two daughters, Juliet and Nataasha.

The film that finally brought Spielberg and Rylance together was Bridge of Spies – a Cold War legal thriller, based on the true story of a developing friendship between a US lawyer, James B Donovan (played by Tom Hanks), and a Soviet spy, Rudolf Abel (Rylance).

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In late 2013, Spielberg went to see Rylance as Olivia in the celebrated all-male Globe Theatre production of Twelfth Night, which had transferred to Broadway. “I was absolutely so taken by him, I was smitten,” the director says. “I’ve seen Twelfth Night before... but this was the first time I was smitten by it, and by Mark – I went backstage with my son and my wife to meet Mark again.”

It wasn’t long after that he made the offer to Rylance’s agent for Bridge of Spies. He had also been impressed, alerted by his 24-year-old son, Sawyer, by the way Rylance spoke about acting in a short film at his alma mater, Rada, which he’d seen on YouTube. “It was like a tremendous Ted Talk or wonderful podcast. I got the sense, watch- ing Mark talk, that if he accepted the role of Rudolf Abel, he would just completely disappear into it.”

It’s a terrific performance of understated watchfulness (for which Rylance received both an Oscar and a Bafta), with a particularly touching scene in which Abel recalls a friend of his father’s who was beaten by border guards and kept standing up every time he was knocked to the ground. His father named his friend Stoikiy Muzhik, meaning “Standing Man” – an image that resonates throughout the film.

I say it’s the opposite of loud, showy acting (similar in that sense to his mesmerising resurrection of Thomas Cromwell in Wolf Hall, which Spielberg watched and loved), to which the actor replies, quite sensibly: “Unless you have a loud, showy character – then you have to disappear into that.” A case in point, of course, is Johnny “Rooster” Byron in Jerusalem, a bravura role – for which “larger than life” might have been invented – written for him by Jez Butterworth, and for which Rylance won a Tony and an Olivier award. Thrillingly, he announces that he will reprise the role for a third time. Hurrah.

So what was it like when you finally got to work with one another – 30 years on? “It was like meeting an old friend,” Rylance says quietly.

Spielberg, huskily, says, “Yes, that’s how I felt, too. I felt like we had been working together all my life. It felt like I’d known him all my life.”

Back to The BFG, which is why we are in a large New York hotel room, a battalion of agents and publicists sitting at one end, apparently absorbed by their digital devices. It’s the story of a friendship, among other themes, between a Big Friendly Giant and a little girl called Sophie, whisked away by him from an orphanage.

I wonder whether both men read the story to their children? Rylance’s girls came into his life when they were three and seven and would talk to him about the book, which they already knew.

“I read all of Dahl but The BFG has been a member of my family for as long as I have had a family,” Spielberg says, “because it was written in 1982 and I read it to my first-born, Max [with his first wife, actress Amy Irving; he has another two boys and four daughters with his second wife, Kate Capshaw, in a blended family].

“I fell in love with The BFG because I was listening to myself read the book every night – just a couple of chapters. I was so tempted to read ahead, but I didn’t – I put on the brakes, even though I couldn’t wait to find out what happened next between Sophie and the BFG.”

The BFG’s screenwriter, Melissa Mathison, Harrison Ford’s ex-wife, who also wrote the screenplay for ET, died last November of neuroendocrine cancer, during filming. It had been her project for five years. “It was very dear to her,” Rylance says, “so I’m absolutely sure her spirit would stay around it.”

She was, unusually for a writer, on the set every day: “Just like when we did ET, I would have been conferring with her all the time,” says Spielberg. It must have been very tough for you all... “It’s still tough for us,” he continues. “I feel that Melissa is still alive inside the experience of completing The BFG. She’s with me on the scoring stage and she’s with me in the editing room and I feel she’s with me when I’m working on all the special effects shots.

“And I haven’t really had a chance to mourn her or to acknowledge the fact that she is not interacting with me, even now. But I know the day is going to come when The BFG stops being an orphan and gets adopted by a lot of people on the planet, and that’s going to be the time when I’m going to have to deal with Melissa’s loss.”

I ask each of them whether, in their own lives, they have had to be Standing Men.

“That’s a good question. Anything coming to you, Mark?” says Spielberg.

“Yeah, when my daughter died.” Nataasha died in 2012, aged 28, of a suspected brain haemorrhage on a flight. Rylance spoke about the after-effects of grief last year, when he poured it into his performance as Thomas Cromwell, who also experienced the loss of a child: “There’s a lot of rage you feel when someone dies. You think about the cruelty of nature, the cruelty of random fortune.”

“I think it’s every time my kids have a problem and come to me with it...” Spielberg says.

What makes them happy? “My children, my marriage,” says Spielberg. Rylance adds, “Acting makes me very happy.”

So are both of you happy? “Yeah,” in unison. Because we are in a therapy session now. “In a therapy session, no one asks you if you’re happy,” Spielberg chortles, in his amiable way, sounding as though he has a gobstopper in the corner of his cheek. “Because if you said, ‘Yes’, you’d have to go home!”

The only time we have a frisson of tension, which is unintentionally funny (and a bit alarming), is when I ask them about Donald Trump, and the whole back line of the room stands as one and moves towards me. Wow! Is he that bad, I gasp? “This is not about that,” Spielberg says firmly, while Rylance twinkles with amusement. “I want to stick to the art part.”

Let’s see: how important is music to them, both in their work and personally? “Vital!” says Rylance. “It’s wonderful,” says Spielberg. “Music has been a huge influence, what with Mom being a concert pianist all her life and growing up with all the classics and the grand piano being in our living room. When I became a movie director, my mind immediately went to the classics. In a way, movie scores are only a short hop, skip and a jump away from classical music.”

Soon the bromancers are riffing off each other like a couple of Nick Hornby characters. Spielberg: “I used to collect soundtracks when I was younger.” Rylance: “Me, too!”

“I had over 1,500 LPs by the time I went to college. I still have them – they’re in my archives... the actual albums..."

“Yeah, ’cos you had the cover with the picture and...”

“...all the information about the movie on the back – and sometimes brochures on the inside...”

Frankly, I could leave the room and they probably wouldn’t even n...

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The BFG is in cinemas nationwide from today

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