Actor Elisabeth Moss
A creative life: Elisabeth Moss has been performing since she was a child. Photo: Getty Images
Elisabeth Moss' cheeks are pink from the cold and the excitement of her first helicopter flight. All afternoon she has been flying over the mountains and lakes of New Zealand's South Island. The flight was part of a scene in Jane Campion's television drama, Top of the Lake, in which Moss plays a detective on the hunt for a lost child. The shoot took hours longer than anticipated and the evening has grown dark and chilly. Moss faces a long drive back to her accommodation in Queenstown, but the day seems to have left her energised rather than depleted.
''I've never been in a helicopter before,'' she says. ''It was so cool. You are kind of left a little breathless by it, you know?''
You learn to balance fear with self-assurance. 
Helicopter aside, Moss has steered clear of Queenstown's adrenalin-fuelled tourist circuit. There has been no bungee jumping, no paragliding or white-water rafting. ''I've taken the other route with Queenstown - the fine dining, the wineries,'' she says. ''I'm not the most adventurous person in the world.''
Moss apparently limits her risk-taking to her work. The 30-year-old actor has built a reputation for deft handling of complex, inscrutable characters. As Peggy Olson, the ambitious young secretary-turned-copywriter in the acclaimed American television series Mad Men, she kept audiences guessing through series one to five. Was the character an ingenue? A feminist icon? A psychological mess? Season six will screen in April, and much online speculation centres on Peggy's fate.
Her character in Top of the Lake is likewise riddled with secrets and contradictions. Detective Robin Griffin is a New Zealander who has spent years living in Sydney (Moss manages a passable antipodean accent). On returning home to visit her mother, she becomes obsessed with the case of a missing girl.
Campion initially imagined the role would go to an Australian. When Moss asked to try for the part, neither she nor Campion thought she had much chance. But as Campion watched Moss' taped audition, she found herself enthralled.
''It was a bit like the Mona Lisa quality,'' Campion says. ''She holds you, and she's mysterious. The material is quite difficult, quite complicated. You can't get away with just being real, you have to have some other quality that holds your interest.''
The decision to cast an American in the lead cost the production its backing from the ABC. Instead, it will screen in Australia on the pay television channel UKTV. Campion was disappointed but, she says, ''our job is to do the best for the story''.
On set in New Zealand, Moss refuses to demonstrate her accent. ''You can hear it when the show comes out,'' she says. ''It's definitely a huge part of the challenge because it's such a difficult accent … We're not trying to do regionally specific Australian or Kiwi or whatever. We just want to take all the American out of it so we can hear the story.''
For six months she worked with Victoria Mielewska, the voice coach behind Kate Winslet's flawless Australian accent in Campion's 1999 film Holy Smoke. Moss and Mielewska spent hours rugged up against the cold on Moss' balcony, drinking tea - or occasionally pinot noir - and talking.
''There was an element of hesitation at first … because it's a huge leap into the unknown,'' Mielewska says. ''Elisabeth, she is real dynamite … She is a very vivacious, bright spark - very positive.''
As Moss shed her American vowels, Mielewska realised how versatile a performer she could be. ''I feel this is only the tip of the iceberg of the work we are yet to see. She has huge capacity to develop those chameleon characteristics.''
For Moss, Top of the Lake is a ''welcome wardrobe change'' from Mad Men's 1960s period costumes. The thread of sexual menace that runs through the story is ''darker than the ass-grabbing that we've done on [Mad Men],'' she says. ''It is emotionally taxing … This is definitely the biggest thing I've ever done.
''There is a pressure to it, but I prefer to think of it as a challenge. You have to or you get scared.''
It is not unusual for actors in long-running television series to take on dramatically different roles in order to break free of a familiar character. But Moss says she has no desire to run from Peggy. ''I'd play her for the rest of my life if they'd let me. She's not something you get sick of … I don't feel boxed in by the character. On a lot of television shows, I'm sure there's a sense of, 'And we're doing this again,' but I don't feel like that with her. It's always changing, always new.''
Peggy's strength and gumption in Mad Men's sexist universe inspires passionate devotion from fans. Christina Hendricks' killer curves and va-va-voom necklines get more attention, but Peggy is the thinking man's crumpet and the thinking woman's imaginary best friend. Wherever Moss goes, strangers approach her to say hello.
''People coming up to you and saying nice things is never something you should get angry about,'' she says. ''The only time [it feels awkward] is when I'm not wearing any make-up or buying something embarrassing at the store.''
Often, those who admire Peggy's spiky intellect have certain expectations of Moss. The fact that she is a Scientologist, for example, causes waves of disbelief and even disappointment. She recently told The New York Times that public perceptions of the religion she has belonged to since birth did not bother her.
''For me, you gotta make up your own mind about anything in your life, whether it's a relationship or a job or religion - or Pilates,'' she says.
What bothers her more is the constant speculation about her private life and the expectation that she talk about it with anyone who asks. When her short-lived marriage to Saturday Night Live comedian Fred Armisen broke down, the gossip mill blamed Scientology. More recently she has been linked to Australian cinematographer Adam Arkapaw.
''In a way you get used to it and in a way you never will,'' she says. ''If I were to sit here and say, 'Well, tell me about your last break-up,' you'd be like, 'Absolutely not. Who do you think you are?' That's the natural reaction.''
She has sometimes spoken about her love life - her remarks about Armisen have been cutting - but feels uneasy about the attention that comes with her job. ''Whatever you manage to say in that moment will be recorded for the rest of your life,'' she says. ''So it puts you a little on your back foot, I think, and makes you really conscious of your words … In the beginning you think you have to talk about your relationships or you have to talk about your life. But I think that maybe you don't if you don't want to. That's OK, and if people get mad at you, that's fine. But it's always awkward. It's always weird.''
Moss has had plenty of time to get used to the attention. Strangers started recognising her in the street when she was 17, after she landed a role on The West Wing as president Jed Bartlet's youngest daughter. By that time, she was already a veteran of advertisements, television series and films.
The daughter of musicians - her father is a jazz musician and manager, while her mother is a professional blues harmonica player - she has always lived a creative life. As a child, she balanced television and film work with ballet. Her first acting job came when she was six, in the mini-series Lucky Chances.
Despite her long experience, she frets - like every jobbing actor - about the next gig. ''That's a given,'' she says. ''It's just something you get used to. I've had so many periods where I haven't worked and I've had the fear, but then something's come along. You learn to balance fear with self-assurance.''
As Moss grew up on screen, television matured with her. She remembers being on The West Wing set the night it premiered, discussing its chances of success. ''The predominant theory was that no one was going to understand it. It'd be way too smart and way too fast. It was a legitimate fear … But we were wrong.''
Since then, television has become a natural home for complex, long-form storytelling. American channels such as HBO and Showtime are prepared to take risks. A band of TV auteurs, including Mad Men's Matthew Weiner, have redefined the medium.
''I feel like the divides that there used to be between film and television, and even theatre, are disappearing,'' Moss says.
''You have famous film actors doing television and you have people who get famous from television doing films. It seems like the doors have been opened.''
As for Moss, she has dabbled in theatre. When she performed with Keira Knightley in the 2011 West End production of The Children's Hour, it was the fulfilment of a long-held wish. As a teenager, she saw a Royal Shakespeare Company production of Twelfth Night and vowed she would perform in London one day. She framed the ticket stub to harden her resolve.
Working with Campion, she says, is another dream come true. ''She has a great way of making you question yourself,'' she says. ''Making you step outside your little box and your habits … But at the same time, she's given me a tremendous belief in myself and my instincts.
''It's been a huge challenge, but I should hope that's what I get for a while - to be challenged.''
Top of the Lake begins on Sunday, 8.30pm on UKTV. Mad Men season six begins on April 8 at 4.45pm on Showcase.