NEW YORK — In her new film “Mrs. Henderson Presents,” Kelly Reilly plays blonde, pinup-worthy Maureen, one of the lead girls in a nude revue show at London’s famous Windmill Theatre. But in real life, the British actress is slightly flustered when she admits to having left all of her knickers at the Soho Grand Hotel when she checked out.

“Hi, I’m calling because I left some underwear in my room,” she says, blushing as she phones the hotel. “And could you please, umm, put them in a bag for me?”

Despite spending the majority of her screen time in the movie unclothed, Reilly clearly maintains an air of modesty.

“I had never imagined that I would ever take all my clothes off because it was never something that I ever gave any thought about,” the veteran stage actress explains. “I’m not one of those actresses who’s kind of, ‘Oh yeah, I’m just totally free with my body and it’s so liberating!’ I’m liberated fine in my own private life, but it’s another thing doing it in front of millions of people.”

In the case of “Mrs. Henderson Presents,” however, the nudity is the story itself. Directed by Stephen Frears and based on actual events during World War II, the film stars Judi Dench as the wealthy widow Mrs. Henderson who, out of boredom, takes over the Windmill and, with the help of manager Vivian Van Damm (Bob Hoskins), transforms it with a musical show featuring naked girls.

Reilly, who can also currently be seen in “Pride and Prejudice” and “The Libertine,” was immediately captivated by the theater’s history.

“It was so feminine, but so gorgeous and embracing and sexy. But it wasn’t jutting, pointed hips and pouting and being provocative,” explains the naturally flame-tressed actress. “It was just about being a naked woman. And then you have all the music and the dancing, which give it a life and soul and spunk … at a very frightening time. I think it was probably very needed.”

Though her current résumé might suggest a fondness for period pieces, Reilly is looking forward to some more modern settings. “Get me a film with a pair of jeans, please,” she jokes.

This story first appeared in the December 9, 2005 issue of WWD. Subscribe Today.

Such projects are in the works. Early next year, she will appear beside Audrey Tautou and Roman Duris in “Russian Dolls,” the French-English sequel to “L’Auberge Espagnole.”

And at the Royal Court Theatre in London next fall, the 28-year-old will star in “Piano/Forte,” a new play by Terry Johnson, in which she and Alicia Witt will play sisters. After all, the stage is where Reilly got her start at age 17 and she has no plans to abandon it.

“I feel like I’m flirting with film. I feel like I have a sort of long love affair with theater and I feel comfortable there, whereas film I don’t know what it’s all about,” she says. “But I’m loving it.”

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