Do you remember your childhood in Kenya?
I lived there until I was eight. Coming to a council house in Carlisle was a culture shock. One week, I was in Nairobi; the next, I was in a snowstorm.
What were your early years in Hollywood like?
At first, I sailed through. The first film I made there [Internal Affairs, 1990] was a success, so I went, "What's the problem? This seems easy." But the second was a disaster and I started to get cornered. It was the cliché of the British film-maker who gets caught, like in the Martin Amis novel Money.
Would you describe your work as political?
No, not with a big P. I think you try to reflect some reality about the time that you live in.
What has been your proudest moment?
The corny answer would be, "When I was at the Oscars and Nicolas Cage won . . ." and so on. But I was thinking, "Wow, this is insane." With a complete lack of respect, they rammed Christopher Reeve off the set in his wheelchair while some supermodel licked a man's beard. Pride is such a dangerous thing for a film-maker.
Do you think of yourself as experimental?
I don't do things for the sake of experimentation - it's more for the joy of freshening things up. Film is very repetitive and very conformist. I wouldn't say anyone is pushing the boundaries of film right now.
Are you dissatisfied with the film industry?
Totally. I'm bored and frustrated. If you go into something like the Hollywood system and you have artistic pretensions but, at the same time, you want to make a film that's commercially successful, you realise it's a complete shambles, like British Rail.
What's the problem?
No one communicates and money is wasted. And they change studio heads like we change governments - we don't reform the government, we just change the scapegoats. And they are the same.
Why doesn't anyone shake it up?
They don't want to blow the whistle because they're making a lot of money out of this, and that's the truth.
Do you enjoy exposing the industry?
I love economics. I love going to a film studio and asking: "What's the weekly wage bill? Oh, is that why Tom Cruise costs so much? Are
the economics of film-making in such a mess because we're paying for things we don't need to pay for any more?" Film could be cheap. You're paying for executives, you're not paying for Tom Cruise.
You've directed Lucrezia Borgia for English National Opera. What made you want to do it?
I wanted to do a very traditional opera, with all the corny elements - the high drama, the tragedy, the death.
How did it compare to working in film?
Opera has its advantages - you work for a concentrated period, then you have a performance where the audience boos, claps, whatever. There is a pay-off. I had forgotten it was so terrifying.
Do you read reviews?
I don't. Roman Polanski once said that if you believe the good ones, you are duty-bound to believe the bad ones, too.
Has British film-making got a future?
It has the convenience of a common language with America. As Ricky Gervais said [at the 2010 Golden Globes]: "Now Best Foreign-Language Film - a category that no one cares about." He was absolutely right. If it's got subtitles, forget it.
You shot Kate Moss in a series of commercials for Agent Provocateur. Why?
I had done a lot of commercials. I knew that if you wanted to sell a pair of knickers, someone famous had to wear them. It became a defining moment in the fashion industry. There's a lot of bullshit about art in advertising. It's obsessed with perfection, a fake perfection, designed to make people buy things that they don't want.
Do you think the proposed cuts to arts bodies will damage British art?
I feel sorry for the smaller organisations that need funding; I wouldn't make light of the damage the cuts will cause them. But I have a strong belief that artists will come through and find a new language.
Do you vote?
I didn't vote last time, as I wasn't here. Like a lot of people, I felt dissatisfied with the choices.
Is there a plan?
Yes. Your challenge is to work it out.
Is there anything you'd like to forget?
No. I love memory, good and bad.
Are we all doomed?
Absolutely, but in a good way - it's good for everybody to be reminded of the idea that we are not permanent.
1948 Born in Carlisle. Moves to Nairobi
1964 Plays keyboard in the R'n'B band Gas Board along with a young Bryan Ferry
1980 Founds the Mike Figgis Group fringe theatre company after being rejected by the National Film School
1988 Directs his first film, Stormy Monday
1995 Receives an Oscar nomination for Best Director for Leaving Las Vegas
2011 Directs English National Opera's new production of Lucrezia Borgia
Lucrezia Borgia opened at ENO on 31 January 2011. Tickets at www.eno.org  or call 0871 911 0200. Lucrezia Borgia is on Sky 3D, Sky Arts 1HD, Sky Arts 2 HD at 7.30pm on Wednesday 23 February, and live in 3D in cinemas nationwide. See sky.com/arts