I made The Sweeney in London — it felt great to be shooting in my hometown. The city is lit so beautifully at night, and I tell you, it's a great place to be after dark. Canary Wharf is like
a mini Chicago.
You forget how beautiful Wales is. I shot Elfie Hopkins there with my daughter Jaime. I used to go to Snowdonia when I was a kid. That was our holiday. We'd walk up the mountain, up waterfalls. I don't know what my dad was thinking. We'd just come out of the East End and had never been to a place like that. Cagoules? Nah, none of that.
Southend was my second home when I was a kid. My nan lived nearby, in Shoeburyness. During the six-week school holiday we got shipped out there. I still take my little girl there. It's always been close to my heart.
We made The Proposition out in the desert in Australia. Once, I was on a horse, and I remember thinking, 'This horse needs to go left', and it was going right and I couldn't do anything about it — and I can ride a bit. But my head had gone because I hadn't drunk enough. Someone saw my eyes roll and gave me water. That's how quick it can hit you.
The best preparation I've ever done for a film was for Sexy Beast, which we filmed near Almería in Spain: lie on the beach for two weeks, eat as much pasta and drink as much vodka as I could. It was great.
New York is my favourite city to visit. My first time there was in 1978, when it was still dangerous. I was walking down Lexington Avenue at 3am — in a red suit — and I was picked up by the Old Bill. I thought they were nicking me, so had a row with them, but they said: 'No son, we're saving your life. Get in the car.' And they took me back to my hotel.
I live in Essex still. It's stunning, and the coast is rugged. It's old England. I like that.
Ray Winstone stars in The Sweeney, on general release now.
Interview: Craig McLean.