The film is a messy crime comedy about criminals and corrupt cops in the American Southwest, and Michael Peña plays a particularly nasty policeman in Alburqueque. He laughs when asked about the dodgy morality of his character. "People will be offended if they don't realise we're taking the p**s," Peña says.

Michael Pena and his co-star Alexander Skarsgard in War On EveryoneMichael Pena Was Kept On His Toes While Making War On Everyone

The actor has enjoyed taking a wide range of movie roles over the past few years, from Fury to Ant-Man to The Martian. "A film has to entertain me, it has to make me see things in a different way," he says. "Or it has to have great dialogue or great set pieces or different gags,or the chance to work with someone."

Known for his improvisational skills, he says the key is to listen to what the other characters are saying and writing down ideas to try out in the scene. "With a movie like War on Everyone, you need to make it seem like it is all off-the-cuff and natural," he says. "So you accept little mistakes. On the day, depending on how the other actor delivers the line, you see whether it ignites those ideas or not, or maybe the room gives you an idea."

Peña is reluctant to talk about his private life, but recently opened up about being a member of the Church of Scientology. He became involved with the group through a detox programme ("I wasn't an alcoholic, but I was doing it too much") and believes that Scientology is more practical than religious. He also thinks that Scientology has helped his career, saying that it "made me a better actor because I felt like it helped my understanding of scripts."

Speaking of which, he will continue to mix things up in his future projects. He has completed filming on the horror thriller The Bringing, as well as Collateral Beauty, in which he stars opposite Helen Mirren ("She impressed the crap out of me"). There's also the Ant-Man sequel, the ChiPs movie, an all-star Agatha Christie mystery with Judi Dench and Johnny Depp, and two animated films: The Lego Ninjago Movie and the My Little Pony movie.

He's also more than open to working with McDonagh again. "I know he is working on a few projects," Peña says, "and I keep bugging him to ask if there are any parts for me."

Watch the trailer for War On Everyone: