Florence Pugh is a committed chameleon. The English actor, who was nominated for an Oscar for her role in Greta Gerwig’s film Little Women, pictured her family in coffins and cried for hours in preparation for her emotionally wrought turn in Midsommar. She moved to Los Angeles and trained with WWE coaches to perfect her moves as the real-life ring star Saraya-Jade Bevis aka Paige in the lively wrestling biopic Fighting with My Family. In 2023 she shaved her head for We Live in Time, a weepie in which her character is diagnosed with ovarian cancer. All of this has given her essential “credibility” with Hollywood. She has, too, a movie-star aura. Who could forget all the kerfuffle when, in 2022, promoting Don’t Worry Darling at Venice International Film Festival, she had a (possibly imagined) falling-out with the film’s director, Olivia Wilde? All she had to do to look “particularly unbothered” by the ensuing brouhaha was, to quote People magazine, sashay “down the sidewalk, holding an Aperol spritz” that perfectly contrasted with her all-purple Valentino ensemble. That old-fashioned star wattage, not to mention the nickname Miss Flo – leaked from a conversation between Wilde and the Don’t Worry Darling dropout Shia LaBeouf – made celebrity news around the world. Away from the red carpet and various headline-making diaphanous outfits, Pugh is a talent to reckon with. A little over a decade ago, in Carol Morley’s spooky, peculiar film The Falling, Pugh attracted attention as a teenager opposite then starrier names such as Maisie Williams and Maxine Peake. She was clearly a remarkable newcomer. Pugh delivered on that promise. Her lead role in Lady Macbeth, William Oldroyd’s 2016 film, won unqualified raves. That Little Women Oscar nod, and her unlikely rehabilitation of Amy, the story’s brattiest character, compounded her appeal. No wonder the biggest extended franchise on the planet wants her for its own. Pugh has demonstrated her determination to go beyond the everyday demands of the film business. [ Thunderbolts* review: Florence Pugh stars in the least bad of Marvel’s trilogy of obscure team-up flicksOpens in new window ] She now ups the ante in the opening sequence of Thunderbolts*, the 36th film in the Marvel Cinematic Universe. In reprising her role as the sarcastic, wisecracking Russian assassin Yelena Belova, from the Black Widow movie and the Hawkeye TV series, Pugh jumps off the second-tallest building in the world, the Merdeka 118 skyscraper in Kuala Lumpur – in real life. Pestering Kevin Feige, the president of Marvel Studios, to let her take the Tom Cruise-style plunge was trickier than the actual jump. “It was always in the original script, and it was just such a cool way to start a movie,” Pugh says. “I loved reading her voiceover as she steps off the edge. It was so dark. It was so scary. “But, as we were shooting, they tried to get a few people to clear it, and they were definite: ‘We are not throwing our number-one actress off a building.’ So it disappeared from the script. “I was so gutted. The director” – Jake Schreier – “said, ‘If you want to do this, you’re going to have to take this over the finish line yourself, because we cannot be seen to make you do this. It’s a big liability.’ “So I was very sassy in my emails. I cornered a few people. And eventually I got an email from Kevin saying, ‘Well, I hope you like heights.’” Pugh is here today with her Thunderbolts* costar David Harbour, the rugged-voiced Broadway star who played police chief Jim Hopper in the Netflix series Stranger Things. He has subsequently landed leading roles in the action remake Hellboy, the Santa-themed horror Violent Night and, preparing the ground for his current role, the Marvel film Black Widow, from 2021. The mismatched team of anti-heroes in Thunderbolts* – Pugh’s Belova and Harbour’s Red Guardian are joined by Bucky Barnes (Sebastian Stan), Ghost (Hannah John-Kamen), Taskmaster (Olga Kurylenko) and John Walker (Wyatt Russell) – are tricked into a perilous mission by the duplicitous CIA director Valentina Allegra de Fontaine (who is played by Julia Louis-Dreyfus). They form an uneasy, bickering alliance. (The asterisk, in case you’re wondering, denotes that “the Avengers are not available”.) “We rehearsed a lot for this movie and dug into the script,” Harbour says. “That’s something you don’t always get to do on a movie like this. We had a full week of digging into these scenes, rehashing them, reworking them. The director really wanted our takes on the script. He wanted us to own this thing. That was useful and helpful.” Pugh’s character was introduced in Black Widow; raised in a fake Soviet-American family, she is “sister” to Natasha Romanov, the original Black Widow (who was played by Scarlett Johansson). Like her, Yelena trained as a child in the assassin programme known as the Red Room. Unlike Natasha, who died in Avengers: Endgame, Yelena remained loyal to her training until she was freed from mind control. “One of the things I loved about Yelena is that the job isn’t going to bear down on her,” Pugh says. “But in the time since we’ve seen her last, she’s lost her sister. And she doesn’t have a great relationship with her dad any more. “When a story takes place over years, it might not be respected in the right way; they might skip a few beats of her healing, and I was just so grateful that we had a script that represented what maybe someone is feeling after trauma.” Thunderbolts* is the second of four movies from ​the Marvel Cinematic Universe slated for release in 2025. The film lands after the underwhelming Captain America: Brave New World and before a reboot of Blade, in November, and a re-re-reboot of Fantastic Four, in July. The latter will herald the beginning of Marvel’s Phase Six. Phase Three, fans will recall, climaxed with Avengers: Infinity War and Avengers: Endgame. Phase Four explored the multiverses of Spider-Man and Doctor Strange. Phases Five and Six are slowly building towards something called Secret Wars. But plans have had to change. Superhero fatigue and the executive-troubling box-office failure of The Marvels, in 2023, prompted a hasty recalibration. Next year Marvel Studios will retreat to tried-and-tested personnel: in 2026 Avengers: Doomsday will reintroduce Robert Downey Jr as Doctor Doom; in 2027 Avengers: Secret Wars will pivot around Benedict Cumberbatch’s Doctor Strange. The Russo brothers, directors of the earlier Avengers films, will return to both projects. Pugh has been paid an eight-figure sum for her work on Thunderbolts* and Avengers: Doomsday – and with good reason. Her role in Black Widow earned some of the Marvel sequence’s most enthusiastic reviews. The star knows what Marvel requires of her. Still, this is an interesting and very Hollywood career path for a girl from a comfortable Oxfordshire background. Dad was a restaurateur. Her brother, Toby Sebastian, got into the acting game first, with a role in Game of Thrones. “I watched how brutal the audition process was,” Pugh told The Irish Times in 2017, when she was 20. “You have to convince yourself to keep going, because you are the one that’s being hurt every time they say no.” [ From the archive: Florence Pugh – the best actor you haven't heard ofOpens in new window ] Being passed over at auditions doesn’t seem to be a problem Pugh has had since the critical success of Lady Macbeth. Her combination of credibility and glamour have brought the Shrekiverse and the Dune sequence a-courting. Greta Gerwig perhaps put it best in 2020. “She has movie star written all over her, but she’s also a character actor, which is the best kind of movie star,” the director of Little Women said. Therein lies the rub. Can the cred survive so much exposure to the Marvel Cinematic Universe? For now Pugh is happy to honour Black Widow on the promotional circuit and make those death-defying leaps. “She was loved by so many people before I touched it,” the actor says. “Whenever you put your spin on something that people love, of course you hope that people are going to like it. I think I stepped up to the challenge. And I loved coming back to her. She’s such a complicated character. She’s so unique. She’s really large as a character. “I really appreciated that everybody accepted the version that I‘ve brought to the table. When someone believes in you like Kevin Feige, or Marvel Studios, or the fans, it encourages you to come back with confidence.” Thunderbolts* is in cinemas from Friday, May 2nd