The pair make up half of the film's two-tiered narrative, with their period love story sitting alongside a more contemporary affair with Abbie Cornish and Oscar Isaac.
Digital Spy sat down with Riseborough and D'Arcy to discuss school history lessons and why Madonna isn't a "notorious" perfectionist.
"That's a real trait of an artist. I think any artist is a perfectionist by their nature," Riseborough added. "We were on a set full of perfectionists, led by the most famous perfectionist. That was a beautiful thing.
"There was a certain dedication and determination that everybody - from Madonna to our crew and the vast in-between - showed on a daily basis. It felt vital, it felt important and it was a truly passionate."
> W.E. premiere: Madonna brings royal romance to London
W.E. opens in UK cinemas on January 20.