There's a few mentions of Keira in Sienna's interview in the latest Elle:
‘I freaked out,’ she says. ‘I had absolutely no time to do all the research I wanted, so a lot of the acting was instinctive. I loved the idea of Caitlin and I loved the idea of working with Keira. I was actually pretty nervous about acting alongside her because my part required me to put on weight. I just stuffed my face for the months that we were in production. It wasn’t hard for me. We were staying in this incredibly eccentric Welsh manor house. I had huge fry-up breakfasts, pasties for lunch and lots of toasties.
‘Then I had to face seeing myself alongside Keira, who is the most beautiful woman in the world. Luckily she is also one of the nicest. We totally bonded on the movie and it was so amazing to find a girl friend in this business. We are actually quite similar.
‘She has said I’m the confident one because at parties she’s very shy and I’m loud. But we just have different ways of dealing with nerves. She goes quiet and I go all effervescent.’ She shakes her head. ‘In Hollywood they don’t know what to make of us because we both drink and smoke and eat. Keira completely shares my obsession with food and cooking. We’re actually on for a cook-off at some point. The competition is pretty tough.'
‘The best thing about the movie was getting to know Keira. We were out in Wales, hanging out in our pyjamas all the time and doing illegal things like sneaking off for secret horse rides and quad-bike rides, which is completely against the insurance policies. We’d spend the night together talking non-stop. I have lots of girl friends from school I’m close to, but Keira is in a very similar position to me. From the outside it seems like we have great lives, but there are pressures, like lack of time, being chased by the paparazzi and being criticised all the time. We’d sit there and moan to each other and then, after a few hours, I’d burst out laughing because ultimately we both love our jobs and are incredibly privileged to have these lives. But it’s such a relief to have a big moan every now and then. We were like two old fishwives.’
Since the movie finished (and the videos Keira and Sienna shot of their ‘illegal’ rides were shown at the wrap party), Sienna has been round to Keira’s for ‘one of her infamous Sunday lunch parties’. ‘Keira has this amazing wooden table that everyone just carves anything they like into, from their names to pictures,’ she says. ‘It’s totally vandalised and completely amazing. She’s also a great cook. I did annoy her last time, though, by going home fairly early. Out came all the guitars and I stood up to leave. She was like, “But Sienna, you’re the party girl. You can’t leave.” It’s true. I’m usually the one forcing everyone else to stay up and do mad things like run naked on the beach or wait for the sun to rise, but I also need sleep. When I’m working, I turn into OhmyGodIhavetogotobed woman.’
As usual, Sienna was ‘alleged’ to be romantically involved with both co-stars, Matthew Rhys (a former flame) and Cillian Murphy, during the filming of Edge of Reason. ‘I’d been there two days when there were reports about me and Cillian. I’d barely spoken to him at that point, his wife was pregnant and I was just mortified. But then I’m always having these so-called affairs. There have been times I’ve had affairs with guys I’ve never met.’ Orlando Bloom, Leonardo DiCaprio and P. Diddy to name check a few. She grins. ‘Actually, everyone missed the big love story, as I was sleeping with Keira during filming. They all missed that.’
Source: sienna-miller.org