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At the end of last season's Boardwalk Empire, forces were aligning against Atlantic City kingpin Nucky (Steve Buscemi), just as Margaret (Kelly Macdonald) had decided to return to him and his life of seeming ease. With the Commodore (Dabney Coleman) hellbent on turning those closest to Nucky against him, things are about to get infinitely more dangerous for the newly reunited couple. "Things get pretty bad for him, and they got a lot worse for Margaret," Macdonald says.  "She really struggles this season with her choices."

Boardwalk Empire Season 2 promo: Who's out to get Nucky? spoke with the Scottish actress, 35, about how Margaret will change now that she's chosen Nucky, why theirs isn't a romantic love, and how some new players on the boardwalk will make her second-guess what she's trying to accept.

Why do you think Margaret returns to Nucky? It can't be all about getting the rag in the cake last season...
Kelly Macdonald:
I don't think that's all there is to it. I do know that theirs is not a love story. Although I think there is something. There is a connection. She reaches something in Nucky that nobody else has managed — and she's aware of it. He's a good man to her, and I don't think she's had that before, you know? He's pretty respectful and knows that she's smart.

Where is her mind at when Season 2 starts? What has she adapted to, and what has she been willing to overlook?
She's been willing to overlook a lot, but he falls within her family now — they're living like a family, so if something is going wrong for him, which it is — everybody is turning against him — she'll protect him the way she protects her children. As the season goes on, she'll struggle more and more with the lifestyle. The stress of various things starts to get to her.

Margaret will begin to search for her Irish family this season. Why does that suddenly become important to her?
Well, I feel a bit sorry for Margaret because she doesn't have any friends! Nucky is very new in her life and she has her children but she kind of wants to have a relationship with people that know her, people she has history with. Her husband's gone, no matter what their history was, and I think she's just finding herself a bit lost in this new life. She thinks by finding her family she'll be able to gain something. But family is family; they can hurt you more than anyone else in the whole world...

She'll also meet Owen Slater (Charlie Cox), who is also from Ireland and who will become an aide to Nucky. They size each other up early on. What's ahead for them? Macdonald: She's a bit freaked out having him around and about in the house. They're from the same place and they both immediately know who the other person is. He knows she's playing the lady of the manor in a way and he gets who she is and where's she's from. She can't stand that. She can't stand feeling like the rug's going to be pulled from her feet in a way. They'll interact a lot more as the season goes on.

At one point in the beginning of the season, Nucky will use his influence to help out one of Margaret's children after a school incident. It's a telling moment for her.
She's totally shocked, and she's kind of appalled at the power Nucky wields and therefore is entitled to benefit from. Also, the nun at the school who informs her that Nucky handled the situation makes it very clear she disapproves, and I think religion is important to Margaret. It definitely becomes moreso. Disapproval from the nun is something she can't really shake.

What's fascinating is very soon after that she saves Nucky from being caught by keeping his dirty dealings hidden, so to speak.
I know! She's very complicated. She thinks she's just a really good person but she does things that really good people wouldn't be able to do. She does it with her family in the forefront of her mind really, but she's capable of things that she finds quite difficult. When Nucky comes home after a "late night," it's like, she can't do anything about it. This is his life and who he is and this is kind of what she signed up for. She's finding her way, she's learning and dealing it with it the best way she can.

Can romantic love ever come into the picture for them?
Love really isn't spoken about but I think whatever connection they've got develops into something deeper, and it's surprising to both of them. I don't think they're romantic — any romantic notions Margaret may have had have been knocked straight out of her. They're supportive of each other in ways that no one else has managed to be.

Check out a preview of the new season of Boardwalk Empire, premiering Sunday, Sept. 25 at 9/8c on HBO:

What do you think is ahead for Margaret?