To celebrate their first wedding anniversary the couple remarried. "Yeah, we got married again, at the house," he says. "We had this lady come by, who's a preacher and she's also a psychic. She was amazing. She started saying all this stuff that was really spooky. Personal stuff which she had no way of knowing. She's like my mom, you know."
When we talked in Cannes, it was the eve of the world premiΦre of the new Joel and Ethan Coen movie, The Man Who Wasn't There, a loving, detailed homage to film noir of the 1940s and 1950s, in which Thornton plays a laconic, introspective barber who blackmails the wealthy lover (James Gandolfini) of his adulterous wife (Frances McDormand).
"I love that film," Thornton drawls. "I'm proud of all my films, but the thing I am most proud of is the fact that I am with the person that I belong with now in my life, and my kids are healthy and I'm honest. Those are the things I am most proud of now. I'm totally honest every minute of my life, whether it's bad or good. I haven't always been. I've lied to myself and to other people before, but I'm never going to do that again.
"I've given up about trying to impress anybody in my life. In my personal life I feel perfect, but in my movie life I think I've finally given up. I've given up ever believing I'm going to be a movie personality. I don't get that. I finally realised that." Yet, earlier in our conversation, he had expressed his opinion that it's hard for someone to be an actor if they don't want some kind of attention.
"Sure," he says. "No matter what actors tell you, no matter how moody they are and how much they don't want to come out of their hotel room, the fact of the matter is you wouldn't have got into acting if you didn't want to say something to people in some way.
"What's hard sometime, with a part like this film for the Coens, or Sling Blade, where you tow the line, so to speak, is that you have to reserve yourself at all times and remain in the character and resist the temptation to be noticed. In this movie, I'm probably a guy who only wants to find out if there's somewhere he belongs, if there's some place he can go. I found out that for myself in a lot of ways in terms of the movie business, because I don't really feel very much a part of it. I've retired."
Is that due to frustration with the treatment of his work as a director? "You mean, with All the Pretty Horses?," he asks immediately. His ambition with that film was to turn Cormac McCarthy's acclaimed novel into an epic western in the spirit of John Ford. It stars Matt Damon and Henry Thomas as two young Texans who, in the late 1940s, travel to Mexico, lured by the romance of cowboy life south of the border, and PenΘlope Cruz as the landowner's daughter with whom Damon gets involved. Thornton's original cut on this $45 million movie ran to four hours and he was willing to cut it down to three. However, after it had undergone the notorious screen testing process in the US, it was pared down to just over two hours.
"I had no idea it would take me three years to pull off All the Pretty Horses, and that film was a nightmare," he says ruefully. "A real nightmare because they wouldn't let me do it the way I wanted to. We shot it the way I wanted to. In fact, making the movie was one of the most best experiences I've ever had, but the aftermath was a pure nightmare.
"They cut it to shreds and took the score out. But I have nothing against anybody. I'll say, 'Hi, how are you? Nice to see you. No, thank you.' My experience on All the Pretty Horses made me tired and not feeling like fighting the system anymore. But I think all that fighting about the film was a good experience for me in the end, because it made me realise that you're never going to win if you're going to play in that world. So I just refuse to be in that world.
"Then I showed Angie Mr Smith Goes to Washington recently, because she had never seen it, and there's a line in it that goes: lost causes are the only ones worth fighting for. So I'm going to keep doing it, but I'm not going to do it in their world. I'm going to do it in mine and hopefully you guys in the press will like it. The studios aren't the ones ultimately who tell people about a movie. They can put up all the billboards they want, but in the end it's the press who tell people what they need to hear."
In this context, it seemed churlish to ask him about another of the stories about him and Jolie, that he wears her underwear to the gym so that he can feel close to her - and scowls at any man who gives him a funny look.
Instead, the conversation returns to the Coens' film and to Thornton's remarkable ability to look different in every movie he makes.
"When I watch a movie I want to disappear into that world," he says. "How can you do that if the actors look the same in everything they do, as is the case with so many actors? I want people to be with the character and not the actor, so I purposely look different in every movie I do. And I look the way the character feels.
"People ask me if I tried to study Humphrey Bogart or Frank Sinatra in this movie for the Coens, but of course I didn't. You know where I got the idea for the hair from? An early picture of Raymond Burr. Other than that, I didn't study anything for this part. The way the character feels dictates how I look in a movie." He also learned to cut hair for the movie - which left the Coens, among others, distinctly unimpressed. "The sad thing is that Billy Bob actually thinks he's good at it," says Ethan Coen. "He's like one of those guys who trains to be a boxer for a movie and then thinks he can beat people up. It was quite funny seeing extras tense up in their chair as Billy Bob got ready to work with them. I must say, we saw some pretty gruesome haircuts."
But Billy Bob doesn't think so. "Yeah, I got pretty good at it," he drawls. "I worked in a barbershop a few times. I cut some customers' hair. I did pretty good. You know, curly hair is easier to cut than straight hair because you see the mistakes in straight hair. I think I would screw your hair up if I tried to cut it."
At Cannes he was put up at Hotel du Cap, probably the most expensive hotel in Europe: "It's fine, you know. It's a little too antique for me, because I'm afraid of antiques, so I asked to stay in the more modern part of it down by the water. It's nice, but I found out last night you can't go in the restaurant without a jacket. I don't believe in that. So I found somewhere else to eat - a place called Tattoo."
What is it about antiques? "I don't know. I've always had a phobia about them. I get freaked out." And he admits to being nervous about the Cannes premiΦre of the Coens' film: "I love this movie, but I get really embarrassed by these red-carpet jobs, you know. I get uncomfortable." Even though he took up acting to attract attention? "I think that was the case initially, years ago when I started out as an actor, because I didn't get much attention when I was growing up. These days it's quite the opposite. I prefer to stay home and make music in my basement. I like to do that. You'll hear it this year. I've got this deal with Mercury Records and I've got a record coming out. I'm really excited about it.
"It's like a cross between Leonard Cohen and Tom Petty. I wrote all the songs except for two covers I did - Lost Highway by Hank Williams and an old song by the Byrds, He Was a Friend of Mine. The rest is original stuff I wrote out of my guts. I wrote a couple of songs for my wife. I'm not even remotely as talented as John Lennon, but I tried to do what he did in his solo albums, to speak his mind.
"I'm maybe going to direct one more movie, but I'm not going to ask for any money. I'm going to do it for nothing and direct a movie with the two of us and make it on a very modest budget in Los Angeles. It's something that means very much to both of us. The subject is hard to say, which is why I'm probably not going to be very successful at it. Hopefully, finally I can rest after that."
All the Pretty Horses is on general release. The Man Who Wasn't There opens in August.