D'Arcy plays the British monarch who shocked the world when he gave up his throne to marry American divorcee Wallis Simpson in the 1930s.
And to ensure he remained regal throughout the shoot, the pop superstar would bow down to her on-screen king in between scenes.
He tells the BBC, "Madonna used to curtsey to me quite a lot. She used to call me Your Royal Highness, she still calls me that when she emails me.
"It was quite nice being bowed to. I rather enjoyed it."
D'Arcy also jokes he demanded the same respect from his family and friends: "I'm still making them bow and curtsey to me, that's something that's stayed with me until the film finished."