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"It's a cop drama, I loved the first series and that's what eventually persuaded me to do this, but this just didn't feel right. It's for the best, I haven't seen this series, I don't know how it's done [the reviews have been ecstatic]. Jed [Mercurio, the show's writer] could see in my face I wasn't happy and he didn't need that, he wanted someone who was driven to do it and I just thought: 'No.' " Mercurio has described the incident as "One for the memoirs."

So did he really push Weinstein up against a wall? "No! Have you seen the size of Harvey? He's massive, he'd flatten me. I was in an independent [1990] English film adapted from a Graham Greene novel called Loser Takes All, and Harvey, as only Harvey can, comes in and changes everything including the title to Strike it Rich. He says: 'We don't want loser in the title in America. We want rich,' and I say: 'You can't do that, it's Graham Greene!' So there was a falling out. We've made up now."

^{Revolutionary: Robert Lindsay in Citizen Smith (Rex)}

The Thatcher incident took place in 1996 when Lindsay was playing Henry II to Derek Jacobi's Becket, in the eponymous play. Thatcher was in the audience and announced she would like to dine with the pair after the show.

"I said 'no' and it's one of my greatest regrets. I was in my dressing room after the show. There was a knock and there was Mrs Thatcher, as she was then, asking why I'd turned her down. I said it was because of her politics and she said: 'Well, that doesn't affect your appetite, does it?' I said it did, but I was terribly intimidated. I had to resist the temptation to call her 'Ma'am'. She looked so powerful in her ballgown and I was in my stage make-up and wig and a dressing gown. Then she went on and on about what a wonderful character Becket was, but what an extraordinary deviant Henry II was and I thought: 'She's aiming this at me.' "

He declined out of loyalty to his working-class, northern roots. The son of a staunch trade unionist carpenter, Lindsay grew up in a council house in Ilkeston, Derbyshire, a town deeply affected by the miners' strike. "I thought people would have killed me for going. But my dad said: 'What the bloody hell have you done? You could have got to know her, find out what she's really like.' That was a wise man."

In an open shirt, jeans and trainers, Lindsay comes across as extraordinarily youthful, something he attributes to training for Scoundrels' nifty dance routines. "I'm losing weight like you would not believe, it's pouring off me. I've been very lucky with my weight, but your body changes. For the last 20 years there's been so much sitting around in trailers, eating bacon butties and smoking too much. It was a real shock when I got up in front of 25-year-old Scoundrels dancers who are like rubber and work out all the time."

He's wearing dark glasses, presumably yellow-tinted ones — in past interviews he's said they help him tackle his Seasonal Affective Disorder, which has led to depression. He's genial, but anxiety – that can turn to touchiness – is just below the surface. It's that sensitivity which has led to his various scrapes, but it's also the quality that makes him such a gifted actor.

His manner's old-school thespian, he mentions acting pals ("Maggie", "Helen"), silly voices alternating with perfectly modulated Rada tones. "It was Rada that gave me my working-class chip on my shoulder," he says. "When I arrived I had a very broad DH-Lawrence-country accent, but I had that knocked out of me and," he switches to Fifties RP, "learnt to talk like that."

Throughout his twenties he was "very confused". "I was doing a lot of political theatre, it was all very Brechtian and right-on and my ideas got screwed up, because working-class people aren't like that, working-class people of my generation anyway. I mean, all this stuff about getting working-class people into the theatre – they don't like theatre! It's where middle-class people go! Citizen Smith [about a hapless suburban revolutionary] was the perfect role for me – I was Wolfie Smith then."

He jumps to his feet and starts ambling bolshily across the room. "I went home once in a pair of dungarees with holes in them, a flat cap, carrying a rucksack. I remember my dad's face when he met me at the station; he was in a tie, waistcoat and polished shoes and he just looked at me and said : 'Oh my God' and walked away.

"Dad never had that chip, but it took me until my later years to learn to be the same. Now I know you have to embrace everybody, to accept that there'll be people you object to, but we're all human, we're all vulnerable." He pauses. "I'm mellowing. It's just nicer, isn't it?"

Lindsay's early personal life was as turbulent as his politics. There was a failed marriage, which led to a period of drinking followed by therapy, and various relationships – one of which produced his daughter, Sydney Stevenson, now a 24-year-old actress, who at one point pops in to leave a wrapped quesadilla on his dressing table.

^{Lindsay with Zoe Wannamaker in My Family (BBC)}

"Mexican food!" he bellows. "Do you realise the performance I'm about to do?" "Aah, get the violins out," she giggles, as he jokingly waves her away: "Get out, get out!"

For the past 20 years, however, Lindsay's been living with former Generation Game co-presenter Rosemarie Ford (they married eight years ago), with whom he has two sons aged 14 and 10. Marital harmony was achieved partly by Lindsay committing to My Family for 11 years. The show was hugely successful, but was often dismissed by critics, something Lindsay attributes to snobbery. "Ricky Gervais made me laugh," he's said previously. "He did a big article rambling on, as only Ricky can, about the success of [his own shows]. He said, 'Who watches My Family?' And I felt like saying to him, 'Well, actually Ricky, about 10 million people.' "

It was also a "cushy" role that allowed him home for bedtimes. "But my wife always says that I'm happiest when I'm on the stage – especially in a musical. There's so much politics surrounding movies and TV nowadays and so many people interfering. But with Scoundrels when the creators leave in three weeks [after the show's official opening night] and stop giving us notes and all that nonsense, it's just us and the audience. After Grace of Monaco I need that."

Due to open the Cannes Film Festival in May and to be released in the UK in July, Grace has a troubled history, again involving Weinstein, after the director Olivier Dahan called a version edited by the US producer "catastrophic".

"[The shooting] was a nightmare," Lindsay says. "I'd fly to Monaco on Monday, they'd say: 'We're going to film on Wednesday,' I'd sit there until Saturday and they'd say: 'The weather's changed — we're not going to film now, we'll fly you home.' Then I'd get to Heathrow on a Sunday evening, my wife would call and say: 'They've been trying to get hold of you, don't leave the airport, just catch the next flight back.' That happened six or seven times."

Adversity, however, brought the cast – which, as well as Kidman, includes Tim Roth as Grace's husband Prince Rainier – close together. "Despite everything, we had fun. Nicole felt nervous about taking on such an icon, so we all rallied round. I thought she was amazing. She's so ethereal on screen but so different when she's off, so [he assumes an Aussie twang] loud and Australian. But boy, in front of that camera she's stunning."

He'll miss the premieres, since for the next nine months he's contracted to Scoundrels, adapted from the 1988 film, starring Steve Martin (now comedian Rufus Hound), with Lindsay in the Michael Caine role. "Yes, goodbye life. I've never seen the movie and I've no intention of seeing it. This is not the movie, it's a musical. I took on the role because I thought it was about time I did something fun." He looks wry. "Though it's not half as fun as I thought it was going to be. It's bloody hard work."

The show's already played to acclaim in Manchester and Aylesbury. But will it survive in the West End, where in the past month two new musicals (Andrew Lloyd Webber's Stephen Ward and Tim Rice's From Here to Eternity) closed early? "It's hard for musicals. The amount of money people are paying nowadays to see a show, they want to see something they and their kids are guaranteed to enjoy."

But it's worth splashing out for Scoundrels tickets, not least because it may offer the final chance to see Lindsay on stage. Increasingly disenchanted with acting, he's been writing a musical based on Wind in the Willows, with friends. "I've got to the point where I'm really running out of steam. So I've made up my mind: next year I'm moving into directing."

The irony of acting with Hound, playing a young man eager to learn from his jaded superior, isn't lost. "Rufus is so hungry to be in the West End and I'm saying: 'Can I sustain this?' I get fired off his energy. But there's so much more I really want to do." He sounds convinced, but then as I leave, he implores, "You won't get me in trouble with Harvey?" Clearly, Lindsay's not quite ready to bow out yet.

Dirty Rotten Scoundrels is at the Savoy Theatre, London WC2. Visit scoundrelswestend.com, or call 0844 871 7677

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