In 2010, the British stage actress got her TV breakthrough playing Lady Mary Crawley in Downton Abbey, a big-budget period drama that launched at the start of a global boom in high-end series. After 6 hit seasons of Downton (which garnered Dockerty one Golden Globe and three Emmy nominations for her performance), she shifted to the U.S., playing thief and con artist Letty Raines on TNT’s Good Behavior, one of a new wave of cutting edge dramas coming out of the American cable channels. And, last year, she starred as Alice Fletcher in Godless, Netflix’s female-focused take on the revenge Western, which landed as streaming-only series are receiving the same attention, and often similar-sized audiences, to those on traditional TV.

More than anything else, Dockery has come up in a golden age for actresses on the small screen.

“I feel very fortunate to be among this surge of great roles being written for women,” Dockery said, speaking at the inaugural CannesSeries television festival on Saturday. “Particularly in TV, you are seeing fewer and fewer stereotypes and more and more real women. I feel extremely fortunate to play three such brilliantly and complex women, who are all so different but what they have in common is this truth of the way women actually are.”

It all started with Downton. Dockery had a handful of TV roles under her belt when she auditioned for the role of Lady Mary in Julian Fellowes’ classy soap set in early 20th-century, but never thought she’d land it.

“I walked out of the audition thinking: ‘they’ll give this to someone with more experience.’ Then I saw Dan Stevens (who plays Mary’ s love interest Matthew in Downton) waiting outside: We’d done a play together and I thought: ‘Well, that could work.’ And it did.”

Three years after Downton’s final episode, Dockery says “I loved, I still love” Lady Mary, and admits to relishing the waspish side of the character. “Mary is one of those characters, where you love her more when she has that sting in her tail. If ever she got too nice, I wasn’t sure I liked it,” she says. “When Mary and her sister Edith (played by Laura Carmichael) weren’t fighting, we both used to complain that it was getting boring.” Her last scene with Carmichael —the two sisters’ last fight —was “tremendously emotional. I just wanted to cry and hug her,” said Dockery. “Laura and I are actually the best-est of friends, believe it or not.”

Making the jump to U.S. TV has been seamless for the 36-year-old actress, who traded the rolling hills and period charm of Downton for the dingy diners and run-down motels of South Carolina in Good Behavior. Dockery said it was “a bit of a dream” to act in America, having grown up on U.S. films and TV series. An expert in dialects (Dockery famously smothered her native Essex in Lady Mary’s glass crystal tones), the actress had no problem slipping into the various American dialects that Letty Raines tries on, along with her many wigs, as she changes identities in her various con jobs.

“The wigs on the show are just hilarious: We named them all. The blond one is Britney, obviously,” she noted.

Aside from accents, the biggest difference between a US and British set, Dockery says, is food.

“You get a lot more food on an American set: 90 different colors of M&Ms, everything you want, anytime you want it. On a British set, you’re lucky if you get a biscuit.”

But Godless, Dockery said, was different. Calling the series “the most exciting, powerful thing I’ve ever worked on,” she noted how the show, created by Scott Frank, turned the genre of the Western “on it’s head” by putting the focus on female characters: A group of women in the town of La Belle, widowed after their husbands were all killed in a mining accident.

“It was incredible and truly unusual, because we aren’t used to seeing a Western with such strong, complex roles for women,” she said.

Dockery has just finished her run, alongside Bryan Cranston, in the London stage adaptation of the Sidney Lumet film, Network. While she says returning to the stage after 6 years in TV was “terrifying,” the show, and her performance, garnered rave reviews.

Now, with no immediate plans on the horizon, Dockery says she’s taking a break.

“The play finished two weeks ago, and now I’m on holiday, I’m looking forward to having a bit of time off,” she said. “I’ve got no idea what I’ll do next, and that’s exciting.”