Brian Cox on playing football legend Matt Busby

Brian Cox, left, plays Matt Busby in a new film. Picture: Adam Lawrence

Brian Cox has a theory about why Britain will never really have a thriving film industry the way America does. “Films are the product of egalitarian cultures,” he says. “We can make great films, but it’s not what we do; whereas theatre is the product of feudal cultures: the patronage, the Earl of Southampton and Shakespeare – it sometimes challenges the system, but it’s part of that order.”

Sitting in Edinburgh’s Caledonian Hotel, Cox tells me this as part of a detailed explanation about why it took him so long to become a movie actor when cinema has always been his main love. Although we’re here ostensibly to talk about his performance as Manchester United manager Matt Busby in his new film Believe, at 68 Cox has been looking at his own life through more of a historical prism of late, ruminating on the journey he’s taken from being a grocer’s son in Dundee – one who experienced terrible poverty when his father died and his mother had a breakdown – to being able finally to do what he always wanted to do.

“Nothing has come easy,” he says, “and that’s fine. I don’t object to that. But then you realise there are certain political restraints that create these barriers that you have to overcome.”

Moving to England in his youth to train and work, conquering the London stage even though he didn’t want to become one of those “theatre Johnnies” and have “the Derek Jacobi or the Antony Sher or even the Michael Gambon career” – these were things he used to chalk up to his youthful tenacity and his brash self-confidence.

Now, though, he views them more philosophically as the necessary consequence of trying to make it in a culture that isn’t as egalitarian as he thinks it ought to be. “The conditions were such that I had to do it that way,” he says.

This is part of the reason he’s come around to the idea of Scottish independence. “I used to be the opposite,” he smiles. “I used to go around making jokes [about how] you cannot have President Sir Sean Connery.”

When he was making Braveheart and Rob Roy back-to-back in 1994, for instance, he wasn’t interested in the political debate swirling around them and says he couldn’t have had a conversation about it at the time.

As we are meeting on the morning after an “anniversary” screening of Braveheart (marking 20 years since production started), I ask if he sees any significance now in Braveheart and Rob Roy coming together when they did. “I just think there was a synchronicity to it,” he says. “It was part of the zeitgeist of starting to express who we were and what our background was on an international scale… Scots have always struggled with that. That’s why we’re having the debate we’re having at the moment with the referendum.”

Although now based in Brooklyn with his second wife, German actress Nicole Ansari (they settled in New York because their eldest son has special needs and it is where the best school for his condition is located), Cox has been vociferous in his support of the Yes campaign.

As he points out, he’s worked here more in the last seven or eight years than at any point in his professional career, though he’s quick to distance himself from fellow ex-pats who think it their birthright to have a vote come September. “That’s a right I have abdicated by being peripatetic,” he says. “That’s my loss, but I will be as vocal as I can be about saying, ‘Give it a go.’”

Nudging the conversation on to Believe, I point out that there’s an interesting correlation between his career and that of Busby: both had tough childhoods and both found success only after leaving Scotland.

Escaping life as a miner in Bellshill, Busby played for Manchester City and Liverpool before eventually presiding over Manchester United as the team’s manager.

He rebuilt the club in the wake of the Second World War, then again in the aftermath of the 1958 Munich air disaster, which he survived, but which killed some of United’s most promising young stars. As a kid in Dundee, how aware was Cox of Busby? “Oh I was always aware,” he says. “And I think the interesting thing about Busby was that he came out of one of these mining communities dotted around Hamilton and Lanarkshire and Ayrshire, alongside the likes of Jock Stein and Bill Shankly – all these great managers at a time when football really was something quite extraordinary.”

Although Believe is a fictionalised family movie as opposed to a savvy, Damned United-style biopic, it does try to grapple with the terrible effect the Munich tragedy had on Busby. Cox plays him in his later years as a haunted man, one whose attempt to help a troubled, football-mad kid is somewhat representative of the way Busby’s lifelong belief in developing young talent might have helped him come to terms with the loss of the so-called “Busby Babes”.

“I thought it was a fantasy, but I gather it’s not as much as it might seem,” says Cox of the plot. “He just identified talent and trusted it and created the conditions in which it could grow.”

That support of young talent is something else Cox has in common with Busby. Indeed, his remarkable, late-flourishing career has coincided with him working with almost every significant director to have emerged in the last 20 years, including Wes Anderson, Spike Jonze, David Fincher, Doug Liman, Paul Greengrass and Bryan Singer. “I don’t think there are very many actors who could say they’ve been there at the start of so many careers,” says Cox. “And Michael Mann was the first of those young directors, going back 30 years.”

He’s referring to Manhunter, of course, the film that saw him become the first actor to portray Hannibal Lector on screen (or Lecktor as it was spelled back then). That film’s troubled release meant it didn’t quite launch Cox into the big league, but it didn’t matter.

By that point his mentor, Fulton McKay, had told him to forget about being a star and concentrate on being an actor. “That was like a huge weight being lifted from my shoulders,” he says. And when he later returned to Hollywood – re-energised by the example of younger British actors such as Gary Oldman and his Rob Roy co-star Tim Roth – that’s what he did.

But his willingness to work as a supporting actor hasn’t just seen him become an integral part of game-changing movies such as Rushmore, X-Men 2 and The Bourne Supremacy: his role as ribald theatre impresario Jack Langrishe in HBO’s shortlived but revered western series Deadwood made him part of American TV at the very moment people starting recognising it as the new dominant cultural force.

Ask him about Deadwood and he waxes lyrical about the show’s creator, David Milch, describing him as a “wild genius” and marvelling at the way he ran his writers’ room, dictating episodes and then creating little enclaves that would go off and write and experiment with actors. “That was really the start of what’s going on now with Mad Men and Breaking Bad. David really started all that.”

Cox says he’s dying to get back to working that way, which hardly seems surprising given that it seems to chime with his egalitarian instincts. “It’s owned by us all,” he says. “But it’s set up in a proper way. There’s a structure to it.”

• Believe is in cinemas from Friday.