It was that same can-do attitude that saw Madonna try her hand at film directing and screen-writing. Creating W.E.’s screenplay with her old friend Alek Keshishian wasn’t, she says, “that big a jump for me, because it encompasses everything I love”.
It’s been said that Madonna has identified with Wallis for years — after all, both women are American divorcees who moved to Britain and attracted serious media interest because of their relationships.
Madonna has been married twice — to actor Sean Penn, from 1985 to 1989, and to film-maker Guy Ritchie, from 2000 to 2008.
Though the marriages failed, Madonna has said that Sean and Guy both encouraged her creative ambitions and were very “supportive” of her latest venture.
Previous love interests include actor Warren Beatty, John Kennedy Jnr, comedienne Sandra Bernhard and Cuban-born personal trainer Carlos Leon, with whom she had her daughter, Lourdes, in 1996. She also has sons, Rocco, 11, and David, six, with Guy, and daughter, Mercy, five.
Madonna’s attempts to find everlasting love are not dissimilar to other people’s, she says. “We women still want what we’ve always wanted. So much has changed for us over the last few decades, in that we have the opportunity for better education, for many different kinds of jobs, for being independent in ourselves.”
“But we all still find ourselves wanting the same thing at the same time — to be swept off our feet by the perfect man. We all think that perfect love is going to change our lives immensely. And of course love does change your life. But what we also have to understand is that happiness lies in our own hands, not someone else’s.”
Madonna is now in a relationship with 24-year-old French dancer Brahim Zaibat, whom she met when he performed at the launch of her clothing range in New York last year. This time around, she’s trying a change of tack to keep the romance alive.
“The older I get, the more I understand about the nature of relationships and how to have a successful one,” she told the Daily Mail in an interview recently.
“I realise that it has to do with compromise and sacrifice, and that’s just the way it goes. Unless you want to be alone for the rest of your life, then you have to realise that.”
The 29-year age gap between Brahim and Madonna has created something of a stir, but the star deals with the comments the way she always has — by ignoring them.
“You can’t live vicariously through other people’s expectations or ideals of what you should be or who you should be with,” she says.
“As women, we’re always looking at other people’s relationships and saying, ‘This kind of man is the one my parents would want me to be with, or my friends would approve of.’
But even if they look good on paper, maybe they don’t actually turn out to be right for us and you have to keep your mind open.
“That’s what I’m trying to teach ms daughter [Lourdes) right now — that we have to make our own decisions in life, we can’t just live by society’s expectations.”
So, an American-born survivor and self-made woman who inspires intense emotions. Does that remind Madonna of anyone?
“No one’s ever given up their kingdom for me yet,” she quips. “And to tell you the truth, I wouldn’t want them to. When a man gives up his kingdom for you, then it’s your job to make him feel like he’s still a king for the rest of his life. That’s a tall order.”
W.E. will be in British cinemas from 20 January 2012.