In a show full of dastardly characters, Nikolaj Coster-Waldau’s Jaime Lannister emerged at the end of season five as Game of Thrones’s sympathetic dark horse—well, almost. “There is a lot that people connect to,” says Coster-Waldau of Jaime. “He’s in love with this woman, but she happens to be his sister. It’s a messed-up situation.”

If he relates to some of the more likeable aspects of Jaime’s temperament, other parts—ruthlessness, megalomania, bloodthirstiness—are anathema to the 46-year-old father of two teenage girls. His “normal” life—when he’s not shooting GOT or the film projects he shoehorns into the show’s hiatus—is based in Denmark, where he lives with his wife and kids. “In a perfect world I would be with my family all the time,” says Coster-Waldau, “and every movie I’m in would shoot in Copenhagen.”