LARS von Trier has directed nude, been thrown out of the Cannes Film Festival for sympathising with Hitler and caused Bjork untold psychological damage.

But Alexander Skarsgard wasn't the least bit intimidated by the prospect of working with the Danish director on his new film, Melancholia.

"Absolutely not," says the Scandinavian actor, best known as brooding vampire Eric Northman in True Blood, the sexy HBO vampire series.

"As an actor, you can't have more fun than working on a Lars von Trier set. His way of working is so unconventional - it's not like a master, a two-shot and a close-up - you never know whether the camera is on you or not.

"He runs around with it on his shoulder and shoots a lot. And he doesn't light the set so you don't spend a lot of time in your trailer. It's as close to working on stage as you can get to working on film."

One of the reasons Skarsgard leapt at the opportunity to work with von Trier on Melancholia - an exquisitely beautiful, utterly inscrutable meditation on love, manic depression, family feuds and the end of the world - was his father Stellan, who had collaborated with the director six times before on films such as Breaking the Waves, Dogville and Dancer in the Dark.

Father and son play unlikely workmates in von Trier's return to form, which also stars Charlotte Gainsbourg (another von Trier favourite), John Hurt, Charlotte Rampling and Kirsten Dunst, who won best actress at Cannes this year for her mesmerising performance as a self-destructive bride who unravels during her wedding celebrations.

Skarsgard is cast as her oblivious new husband - an easy going boy-next-door type who has no idea what he's letting himself in for.

"It was fun exploring that side of a character," he says.

"This is supposed to be the best night of his life and the fact that she is slowly drifting away from him is just heartbreaking."

Skarsgard's former life as a sergeant in the Swedish navy no doubt stood him in good stead for the rigours of a von Trier set. He signed up, voluntarily, at the age of 19.

If that seems like a strange choice for a relatively privileged young man who has grown up in a liberal-leaning family, there's your answer.

"I guess that's why. I come from a very artistic family," Skarsgard explains.

"I grew up in South Stockholm, a very urban area. I think I needed that challenge.

"I didn't know whether I wanted to be an actor. I didn't know what I wanted to do. I really wanted to do something different and challenge myself."

In retrospect, Skarsgard says, it was a good choice.

"I mean, it was very tough and I hated it at times, but I'm very, very glad I did it. It was an amazing experience and I think I learned a lot about myself."

Like what, exactly?

"I was put in situations that I have never been in before. Physically and mentally it's very, very tough," he says.

Skarsgard has been able to use some of those experiences in his work as an actor.

"I played a marine for seven months on a show for HBO called Generation Kill.

"There were a lot of similarities and my background helped me a lot."

His military stint also stood him in good stead for the sci-fi fantasy Battleship, directed by naval buff Peter Berg and co-starring Liam Neeson, Taylor Kitsch and singer Rihanna.

It had less application on the set of his two most recent films: What Maisie Knew, a contemporary adaptation of a Henry James novella in which Skarsgard plays Julianne Moore's husband - "It makes perfect sense when you see it," he says of the age difference - and The East, in which he and Ellen Page play eco-anarchists who take on big corporations.

The East is the second film Skarsgard has shot in Shreveport, Louisiana, the town where his True Blood character owns a bar.

"When I came out here with Straw Dogs two years ago, that was the first time I had been in Shreveport. True Blood is actually shot in Los Angeles. It was great to finally see (the town)," he says.

Nowadays, however, he is practically a local.