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Thomas M. Wright and Elisabeth Moss star in Jane Campion’s new crime series Top of the Lake.Parisa Taghizadeh

Ah, Miss Marple. Things were so simple in your day. A body in the conservatory, a vicar who wasn't quite what he seemed, a bit of genteel finger-pointing and, bang, you'd be tucked into bed with a hot-water bottle before the pubs closed.

Things aren't so simple for fictional female detectives these days. From Prime Suspect to The Fall and The Bridge, they're a tortured, isolated, wine-swilling lot, battling misogyny by day and serial killers at night.

The latest is Robin Griffin, in the new crime miniseries Top of the Lake, who's trying to solve the case of a molested girl in the wilds of New Zealand while dealing with her own haunted past and caring for a dying mother. Not the kind of thing a cup of tea will solve.

Detective Griffin is played by American actress Elisabeth Moss, best known for her role as Peggy, the put-upon copywriting genius in the 1960s ad-world drama Mad Men.

Peggy has a shark's instincts, but they're hidden under chipmunk cheeks and Peter Pan collars. It is a giant leap from Peggy wrestling a bottle of scotch from Don Draper's hands in Manhattan to Robin wrestling crazed thugs out in the mountains.

Initially, no one thought the actress was up to the task. Not Top of the Lake's Oscar winning, no-nonsense writer and co-director, Jane Campion. Not Moss herself. In fact, the role was originally intended for Anna Paquin, who grew up in New Zealand.

"Before I even auditioned, Jane was saying, 'I love Peggy, I love Mad Men, but I don't know if you're right for the role,'" says Moss over the phone from her home in New York. "I couldn't really disagree with her. I've never played anything like this before."

Whatever magic Moss pulled off at the audition allayed Campion's doubts, but not her own. The 30-year-old Californian arrived in New Zealand in January of last year, three days after Mad Men wrapped. Almost immediately, she was on the phone to her mother in the States, panicking: "I said, 'I don't know what I'm doing. I've never played a character like this. I'm in uncharted territory.' And, like any good mother, she said, 'You'll figure it out.'" Moss laughs. "I'm very close to my mother."

Which is a nice change from her fictional character, who in Top of the Lake has a turbulent relationship with her mother. Having returned from Australia to care for her sick parent, the young detective is drawn into a case involving a pregnant 12-year-old and the malevolent, male-dominated clan with whom she lives. Nearby, a community of damaged women has set up camp on a piece of land called Paradise, led by their guru, GJ (played by Holly Hunter, wonderfully strange under a curtain of witchy hair.)

Moss needed to get over her nerves. For one thing, Campion values toughness in life and art. (Campion and Hunter worked together in 1993's Oscar-winner The Piano, and Campion recently said she wished she'd killed off Hunter's character at the end of that film.) On the first day of the Top of the Lake shoot, Moss was petrified. Her first scene was with Hunter, an actress she'd long admired, in front of the director who'd taken a chance on her, using an accent she'd only recently acquired and wasn't sure would work. The accent is a deliberately vague Kiwi-Australian-English hybrid that she'd worked on for months with a vocal coach.

"I was terrified that people were going to judge me and say that I sounded horrible," Moss says. "But I walked in and saw Holly sitting there and she made me feel safe. I'll be forever grateful to her for that."

Campion is a famously feminist filmmaker – she's said that she'd like to see women make 50 per cent of all movies – and what's unusual about the seven-part Top of the Lake series is the richness that she brings to women's relationships, concentrating not just on the cruelty brought by men, but by women on themselves. Given that background, it's ironic that many of the recent press reports have lingered on Moss's brief nude scenes. (Britain's Sun tabloid relished the opportunity to run some topless shots under the headline, "Mad Men star Elisabeth Moss romps naked in new drama.")

It was, in a word she used repeatedly throughout the interview, terrifying. Actually, as Moss tells the story between giggles, it was terrifying and absurd in equal measure. The outdoor love scenes were built on an unromantic scaffold of paper – "nudity riders" in her contract were hammered out between her agent and the producers – but in the end the deal was sealed in a conversation between Campion and the actress. "She said, 'You can trust me. I'm not going to take advantage of you. I'm not going to put you in a bad position,'" Moss says. "I said, 'I don't think you will.' And she was absolutely right."

Moss talks about her nerves quite blithely. It is, after all, in the past, and last month she won a Critics' Choice Television Award for the role (the series launched in New Zealand, Australia and the United States in March). She survived what she calls "the acting Olympics," and even got a medal out of it.

Soon it will be time to return to the Mad Men set to begin shooting its seventh and final season. Moss doesn't like to speculate about what lies ahead for Peggy, worrying that if the writers hear her wishes, they'll do the exact opposite. She's dreading the end of the show, because the cast members have become like family. "We keep saying, 'Can't we just do another show with all the same people?' We'll stay in touch, but it won't be the same." She doesn't say it, but you know she's thinking: It'll be terrifying.

Top of the Lake premieres tonight at 9 p.m. on Bravo.

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