“She had seen My Own Private Idaho. I was in New York and I was told that this photographer, Steven Meisel, was doing this book with Madonna. So I went and met Madonna, and she said, ‘Do you want to do a sex book with me?’ She wanted me to play her decadent husband. We shot in a nightclub with naked men, riding on naked men. Then I went home to LA, and I got another call from Madonna in New York, asking if I would be ready to do hardcore. I said, ‘Of course!’ So I went to New York again and said, ‘How far can I go?’ She told me to do whatever I wanted. And you don’t say that to me. Immediately I went around and there were these high heeled, provocation shoes, and I asked if I could put champagne in one so it looks like piss and hang in a sling and drink piss out of the shoe. She told me to go ahead. We had a good time!
At one point I had to lie down while she stood over me, wearing a short skirt, and of course she wore no underwear. A journalist in Zurich asked me many years later, how it looked under the skirt. I said, ‘Very organised.’
I wouldn’t have done it with anybody else in the world. A lot of people asked me why I did it, but I just said, ‘Do you know how many people would be jealous, when they see that book?’ That’s why I did it. Then we did the video where I’m her guru, ‘Deeper And Deeper’, and then that was it. I haven’t seen her for many years. As an actor you never keep in contact with people if they’re more important than yourself. They’ll think you want something. And I don’t need anything.”