It was also a comedy, and that, Thompson says, is what she wants to be doing in the future.
"We're all suffering from existential despair at the moment; I am certainly. So I feel now that that's where I should put my best efforts, into making things that are funny, things that might have serious intent but funny."
It is where she started, after all. At Cambridge, Thompson was a member of the Footlights Dramatic Club. After college she did solo shows (in "Late Night," the video of her character Katherine's old stand-up is actually that of Thompson in 1983) and then joined Fry and Laurie on their comedy shows, "The Crystal Cube" and "Alfresco."
In 1988, she launched her own series called "Thompson." And that was the end of her career in comedy, at least for a while. "'Thompson' was ripped apart by critics," she says. "They said it was 'man-hating.' You can't imagine how terrible they were, so destructive and deeply, inutterably misogynistic. I absolutely know that now, but I didn't then. At the time, I couldn't get out of bed. I thought, 'All right, maybe I shouldn't be doing this.'
"So I got into serious acting," she says, adding with a straight face: "I'm quite good at serious acting."
Thompson is not a woman who is afraid to show anger. During a wide-ranging conversation, her voice rises when she talks about the complaint that increased attention to sexual harassment has left men unsure of how to behave: "Get a grip, guys, it's not rocket science. You just behave with respect and courtesy. Now shut up and get on with it. And please don't make this your ... problem. I'm so fed up with that I just want to smack them."
She's also had it with arguments about pay equity: "I've had people say, 'Well, it's more complicated than that.' No, it's not. It's work that has to be done, and you pay someone to do it and you don't pay them less because she's a woman."
And don't get her started about fracking.
But the notion that her comedy career was derailed by male critics doesn't appear to bother her.
"I think my response was a sensible one," she says. "I had to support myself. I had to earn money. I really mean that," adding, "especially as a woman. You must be able to earn your own living. You cannot be dependent upon someone else's wage. Money is so important to young women."
Thompson feels strongly about young women, about how she can help young women, generally and specifically, off-set and on. "Wherever you are, there's always something you can be doing different and it's usually about communication with the people on the ground. You have to talk to the people who are not paid very much and find out what is going on with them."
After she finished "Last Christmas," a film she co-wrote and stars in, along with "Game of Thrones'" Emilia Clarke and "Crazy Rich Asians'" Henry Golding, she asked some of the younger women who had worked on the film to have a chat about their experience.
"They identified all sorts of things, " she says. "Such as it's quite difficult to say that someone is being inappropriate or difficult if that person costs much more to replace than you. If you're a runner, a little lass on the set, you can be replaced in two minutes. So if you're being bullied or got at by a member of the higher-status community it's very hard to say anything."
To help make women feel safer, Thompson plans to have this sort of meeting before her next movie begins shooting, to arm young women in advance, to let them know they have someone they can talk to. "Bullies and predators are very clever about when they try to intimidate and abuse. They don't do it when there's someone right next to them who's going to say, 'What ... do you think you're doing?'"
The problem, she says, is that there are still too few women in power (see above) and that those who are often lack the time or energy to mentor younger women.
"If you get finally to the place at the end of that rutted track, it's very hard to go back down and say, 'By the way, that's a dead end here and there's a boulder there.' That takes time and women don't have a lot of that."
There's also a confidence issue; Thompson says she has always been quite confident, but she knows many women who aren't and for no good reason.
"Men will say they can do things they can't and the women will say they can't do things that they can do. They will be offered a job that they are absolutely perfect for and they'll say, 'Oh, I can't do that,' and some bloke who can't do it will stand up and say, 'I'll do it, it'll be great.'"
She isn't quite sure why she has never been afraid to say what she is thinking, including, when she was a young comedian, "get your hands off me."
"I guess I just don't care," she says. "I've been trashed in the press, my career was absolutely changed by the response of those misogynistic critics. But I just don't care. It's not to say that it wasn't painful, but I knew I couldn't work properly in a false environment because nothing would be any good at all. It's exhausting."
Maybe. Yet for a woman who claims at least three times in an hour to be in the midst of an existential crisis, Thompson clearly has a lot of energy, in addition to "Late Night," "Men in Black," "Years and Years," and "Last Christmas," she has been working on a stage version of "Nanny McPhee," and, oh, yeah, it's a musical.
"Musicals are hard," she admits.
More important, she is galvanized by climate change.
"Everything is changed by the horrific cataclysm that is happening as we speak, the sixth extinction. Because no one has said the thing coming over the wall is us," she says. "We have to recognize our part and change; it's so hard to change. We are in charge of all this."
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