On a rainy morning this week, the Spanish actress Rossy de Palma, who’d somehow managed to make herself completely at home in the stuffy conference room of a Midtown New York hotel, took a break from snacking on jelly beans and reminiscing about the various pranks and jokes she’s pulled on the sets of Pedro Almodóvar’s films over the past few decades to, in between peals of laughter, moan.

“I was always saying to Pedro, ‘This is being an actress? I’m so fed up, I’m so boring in this film,” de Palma recalled of being on the set in his 1988 dark comedy Women on the Verge of a Nervous Breakdown, which had her playing a “bourgeois, high society, virgin woman — nothing to do with myself” who passes out almost immediately, thanks to some sleeping pill-laced gazpacho. So she kept up pressing the director for “some more action” until Almodóvar finally conceded, writing in a scene where de Palma’s otherwise inert character has an orgasm. That's what de Palma was re-enacting for me, in this conference room, nearly three decades on.

Such is the way things work in the “very, very familiar” relationship between de Palma and Almodóvar, one that began 30 years ago, when Almodóvar came across de Palma in a café in Madrid, where she’d moved to pursue her band, Peor Imposible. (The name, which translates to “the worst possible” from Spanish, was designed to set expectations low.) Even then, Almodóvar could see the unique possibilities in his new muse: He almost immediately tapped de Palma for her first onscreen role in his 1987 film Law of Desire, and instructed the hair stylist, makeup artist, and costume designer to all leave de Palma untouched. “He wanted to capture exactly what I was in that moment, aesthetically,” de Palma recalled.

Rossy de Palma, left, in Kika, 1993.

Courtesy Sony Pictures Classics

Though de Palma doesn’t consider herself primarily an actress, having dabbled in music, art, and modeling — over the years, she's also been a muse of one Jean Paul Gaultier — she has gone on to make seven films with the director in three decades. In fact, de Palma had just spent the previous evening with Almodóvar at a screening of his latest film, Julieta, in which she appears, at the Museum of Modern Art. The film, which will open in theaters December 21, kicked off the major Almodóvar retrospective at the museum (it runs through December 17). The exhibition put de Palma in a particularly reflective mood. “These films never get old; it’s so great,” she said, adding with a laugh, “and politically incorrect."

Take 1993's Kika, for example. A significant portion of the comedy stems from a subplot involving an escaped rapist, who also happens to be the brother of de Palma’s character, a maid named Juana. “Impossible to do that now, imagine,” de Palma said of one particularly graphic scene. It wasn't a condemnation. What she loves about Almodóvar’s films, she continued, raising her arms as if spreading her wings, is that women, “like phoenixes,” always have “this capacity to restart.”

“No matter the drama thrown at you, no matter if you’re depressed” — she clapped her hands — “it’s like, come on, hurry up, change, put on lipstick — go!”

Katie McCurdy, produced by Biel Parklee.

It’s the type of spunk and perseverance common among all of Almodóvar’s muses — or “survivor women,” as she calls the actresses, many of whom she's close to. “I always say that even when I’m not in the films, I feel like I am,” she said. “When the crew of [six] women from Volver" — Penélope Cruz, Carmen Maura, Lola Dueñas, Blanca Portillo, Yohana Cobo, Chus Lampreave, most of whom are Almodóvar regulars — "all won the Palme d’Or for Best Actress in Cannes, I was at home watching the TV. But I felt that I was also there with them, because they were awarding this kind of survivor woman that Pedro designs and gives birth to in his films.”

She forged a similar bond with Almodóvar’s new wave of women on the set of Julieta, like Adriana Ugarte and Emma Suárez, who play the younger and older versions of the title character. The film, which is based on three stories from Alice Munro’s collection Runaway, is a bit of a departure for Almodóvar: although it deals with mothers and daughters, a constant in the Almodóvar universe, Julieta is a heavy, heartbreaking tale of loss that is nearly devoid of the director’s usual dose of dark comedy. De Palma’s role as a housekeeper is a ways away from that she played in Kika — a grey-haired, stern-faced matron who, Greek tragedy-style, acts as the ominous bearer of bad news.

Pedro Almodóvar directs Priscilla Delgado and Emma Suárez (from top) in Julieta.

And while the usual alliance among the actresses helped de Palma get through the “flashes” and deep breaths when the film’s heaviness took a particularly emotional toll, much of the levity this time came not from her “sisters,” but Almodóvar himself. He implored de Palma to take advantage of the fact that his new stars had never worked with him before. Once, after Almodóvar called "action," she delivered her lines not in Spanish, but instead gobbled like a turkey. “We had a lot of fun,” she recalled.

Part of their closeness, de Palma admits, might be because she’s never felt the pressure of being the lead in his films, sticking instead to supporting characters who are nevertheless always memorable, and not only because of her distinctive, Modigliani-like face.

Both de Palma and Almodóvar live in Madrid, still. They have an easy rapport off the set. And when they do come together to work, “for me, it’s very easy,” de Palma said, adjusting her leather bucket hat, which matched her leather pants and elbow-length gloves at her side. “In Spain, we say actuar, but in French,” — another language that de Palma speaks — "they say jouer, which is exactly like ‘to play’ in English. The playing, the jokes — this is the real feeling I have with Pedro.”

“Pedro is like a little boy, and I’m a little girl inside,” she went on. “I’m very proud of myself because I’m 52 years old and still innocent, and Pedro hasn’t changed so much,” she said of the director, who’s now 67. “For me, you say 30 years, but it seems like yesterday. He’s so cute with his white hair and really huggable. So much huggable.”