Cate Blanchett and Michael Fassbender team up in Black Bag, an espionage thriller directed by Steven Soderbergh. The film follows a married couple, both high-ranking operatives for Britain’s National Cyber Security Centre, as they navigate a mission where professional and personal loyalties collide. Fassbender’s character, George Woodhouse, is tasked with uncovering a double agent within the organization, only to find that one of the suspects is his own wife, Kathryn St. Jean, played by Blanchett.

“They have a strong marriage,” Fassbender said. “He feels like she’s in his corner. There’s a deep sort of respect and understanding of one another. So when this happens, for George, it’s like, where should his loyalty lie? With his country or with his wife?”

The film marks a reunion for both actors with Soderbergh—Blanchett having worked with him on The Good German and Fassbender in Haywire. The director’s signature style,...