"If you spend your evenings going to these horrible places, it's part of your life." Take it from an actor who knows. Kate Fleetwood has played both Lady Macbeth and Medea. Her last stage outing, in Tracy Letts' Bug, was as a delusional heroin addict, hiding from a violent ex-husband, traumatised by the loss of her son. She has gone to some pretty horrible places.

Actors have to – that’s the job. But that’s not to say it doesn’t take a toll. As audiences, we look on, invest and exhale a cathartic sigh as we head home to bed, safe in the knowledge that it was all just make-believe and pretence. Only, of course, it’s not. Not entirely.

To act is to be bound up in a fiction. It is to use one’s own life, one’s own emotions and experiences, to stand in for someone else. At some level, it’s real: a real act in real time with real consequences. “You don’t not feel it,” Fleetwood stresses. “You’re not just technically producing it. When you cry, you really cry – physically, emotionally, everything. It’s in you. It’s part of your life.”

Whereas screen actors have to summon that once, perhaps for a few takes in a row, stage actors have to do so night after night after night. As Lady M, Fleetwood wrung the blood from her hands almost 300 times, having to hit the same (damn) spot every time. “The thing we don’t talk about is the repetition,” she says – the way it embeds emotions into a person, the way it affects the rest of one’s life, the way it rewires the brain.

Michelle Terry found the same with Sarah Kane's Cleansed, a play that put her through torture every night for three months. As Grace, she grieved for her brother, watched horrors and realigned her gender – two hours of extreme emotions every day.

"Living with that was quite hard," she remembers. "You're not meant to feel those feelings all of the time. It's an emotional shock, having to remind your body of feelings you've felt in the past." It came with consequences, carried off stage into life. "I was living with a low-level grief. Tom Mothersdale [who played the torturer Tinker] found he had this underlying rage."

“The process of training or rehearsing is really good at getting you inside the world of a play, inside the mind of a writer or the psyche of a character, but there’s nothing about dropping it,” Terry points out. Several studies have shown that actors are particularly susceptible to mental health issues.

There are different schools of thought on acting and emotion. Some, from Constantin Stanislavski to Lee Strasberg, stress the equivalence of actor and character, pushing performers to replicate the emotional states they are representing. Others, Diderot first, then Vsevolod Meyerhold and David Mamet, advocate detachment: a kind of "just do it" approach.

Dutch psychologist Elly Konijn has looked into this. Her research proved that, although actors (even method actors) don't experience the same emotions as their characters, they do undergo heightened emotions – largely as a result of being on stage in front of an audience with a job to do. It's a highwire act, live performance, the psychological stresses of which one medical study has likened to "a small car crash". That might explain the adrenaline rush actors feel immediately after coming off stage, and the strange hangover that can come the next day.

There's a curious duality in this, a kind of split-consciousness, as if actor and character coexist in performance. "It's an interesting state," says Ben Miles. "On the one hand, you're behaving, psychologically and physically, like someone else. At the same time, it's you doing it." To be seen and heard, actors have to remain aware of their situation, yet they have to give in to it as well. "It's a sort of trance-like state – I don't mean running around boggle-eyed and dribbling, but a mix of control and complete surrender."

Even if their feelings aren’t equivalent, actors are nonetheless indivisible from their parts. They can’t escape themselves on stage. Hence the old saying: there are as many Hamlets as there are actors. Each brings something of themselves to every role. “We’re all capable of being many different things,” Terry says. “What happens is that you’ll access those bits of you that fit.”

There is, therefore, an element of self-discovery in playing somebody else. For Terry, it means “unearthing bits of yourself, and depending on how near the surface or how dormant they are, that determines whether it’s painful or not”. Actors rarely open up about these things, certainly not outside of rehearsal rooms. It can be a very private process: whatever gets you into a role. “It’s never self-indulgent, though. You’re never using it as therapy.”

That act of entwining, of identifying with a character, cuts both ways. Just as the actor puts themselves into a part, so that part can creep into the actor. When we speak, Terry is in Henry V mode and, uncharacteristically, she has found herself pulling rank. When her director brought a drill sergeant into rehearsals to put the cast through their paces, she resisted. "I went: 'Absolutely not. You're not shouting at me for two hours.'" In a writers' meeting a few days later, she found herself pitching idea after idea about conflict. "They were like: 'You're doing Henry V, aren't you?' You only clock what's happening to you gradually."

That can unlock things for the good. Henry has forced Terry to take ownership of authority, something she says she naturally shies away from, while playing Titania unlocked some newfound sexuality. “I don’t live my life like a sexy woman, but my partner pointed out that it’s in me. If I chose to, I could.” Acting, then, can be liberating; a way of playing out other versions of yourself, almost rehearsing for life. After finding herself typecast as victims, Terry pushed for assertive, assured roles; it was a way of discovering “what it means to take responsibility for your own identity. That can be incredibly empowering. Once you put a part down, you come to crave being that person again.”

All this means that actors carry characters around with them – sometimes for years. Miles still catches himself thinking of Thomas Cromwell, as Thomas Cromwell, a year after Wolf Hall ended, while Terry occasionally finds herself caught off-guard when her life echoes something she has lived out on stage – a chance phrase or a fleeting look. "Quite a few times, I've flinched in recognition."

For Fleetwood, it is more controlled: her past characters lying dormant, their mental and emotional states ingrained through repetition. “You can turn it on and off,” she says. “I can be sat in traffic and take 30 seconds to check someone’s still in there. It’s bizarre.”