Somewhere in his computer, Tom Hiddleston says, is a video of him in his trailer on the set of Guillermo del Toro’s Gothic romance “Crimson Peak,” dressed in character as the dashing, darkly mysterious Sir Thomas Sharpe.

“I must find it and show people, it’s so unlikely,” Mr. Hiddleston says of the video. Sir Thomas, who lives in 1901, is playing guitar and singing Hank Williams’s country standard “Long Gone Lonesome Blues.” Mr. Hiddleston plays guitar and sings as Williams in the biopic “I Saw the Light,” opening Nov. 27. “Crimson Peak” opens Oct. 16.

The mashup of British aristocrat and good old Southern boy is typical of his career, in which he is a Marvel supervillain one day and a Shakespearean hero the next. He is best known for his role as Loki, the scheming, evil brother in the blockbuster “Thor” movies, but has also been praised for his recent “Coriolanus” on the London stage. He played a vampire married to Tilda Swinton in Jim Jarmusch’s romantic “Only Lovers Left Alive,” and next will star in the big-budget adventure “Kong: Skull Island,” a prequel to “King Kong.”

“Crimson Peak” is itself a blend of art films and genre movies. Thomas Sharpe and his sister, Lucille (Jessica Chastain) arrive in Buffalo, N.Y. where Thomas courts a young American heiress named Edith (Mia Wasikowska). The film keeps viewers off guard about his intentions and the mystery of the Sharpes’s past, even as Thomas marries Edith and brings her back to their crumbling house called Crimson Peak. There is swoony romance; there are ghosts and psychological terror. Yet Mr. del Toro is as ambitious and visually extravagant as he was in his critically praised “Pan’s Labyrinth,” an allegory of fascist Spain.

“We talked about Rochester in ‘Jane Eyre,’ we talked about Bluebeard, and this idea of the Byronic hero,” Mr. Hiddleston says of his conversations with the director about the varied models for Thomas. “There were archetypes we needed to present, to create expectations which we could subvert and confound,” he says.