Then there was his notorious first film, Henry: Portrait of a Serial Killer, a dank, deadpan, provocatively unmoralistic piece about an everyday psychopath. Its chequered history is well- known - unable to get a rating, it languished unseen in America for three years. Eventually a cassette was sent to Martin Scorsese, who thought it was the best debut film he'd seen for 10 years and hired McNaughton to direct Mad Dog and Glory.
And even this, a dollars 22m budget studio picture starring Robert De Niro, Bill Murray and Uma Thurman, lingers in the rancid world of Chicago homicide (De Niro plays a nerdy crime-scene photographer). 'I see the stories as entirely different, but the world they take place in is fairly similar - it's the modern, urban, American world, which is a pretty bad place,' says McNaughton, who grew up on Chicago's working-class South Side, and retains a base in the Windy City, at a safe remove, geographically and artistically, from Hollywood. Richard Price, the writer of Mad Dog (and Sea of Love) has described him as 'very committed to being an artistic outsider, to being on the edge as much as he can'.
Researching Mad Dog was not an edifying experience. 'I went out with the cops four or five times. They only respond to homicide, so there would always be a corpse or two involved. You'd have to turn off to it real quickly, which is what they do. One time there was this guy lying on the bed in this apartment with his head hanging off the edge of the mattress. It had been beaten in with a hammer which was lying on the floor. And then he'd been strangled with the phone cord.
'Whoever had killed him had taken a little ashtray and put it under his head to protect the carpet from the drippings. He'd been there three days, they estimated, and it was a very hot summer in Chicago and the air conditioning wasn't on . . . I think there's no smell as repulsive as a rotting human corpse. The TV had been left on and Patrick Swayze was doing Dirty Dancing and on the night table was a copy of The Silence of the Lambs. Strange contrasts, but the strangest was standing in a room with one of the biggest movie stars in the world and a dead guy.'
The cops were used to touring film crews and would put on a little dog and pony show. 'They have books of 'The Best of' and take you through them. We saw a picture of a young woman who jumped out of a skyscraper in Manhattan and half-way down she struck a railing and her intestines snagged, and there's another 20 storeys of intestines. They'll stand around and watch you looking at the photographs and if you don't gag or throw up after about five minutes, they'd go Aw] and walk away.
'Having done so many special effects, for us it's like looking through an issue of Fangoria - 'Wonder how they did that one?' We probably have a more macabre fascination with it than a lot of people. But it was different to go on an actual scene and see a human being with a bullet through his head.'
There isn't too much congealed blood in Mad Dog; it's more of a quirky character comedy. And it has garnered very divided reviews. The film certainly has its supporters - Variety called it 'a pleasurably offbeat picture that manages the rare trick of being both charming and edgy'. But you get the definite feeling that McNaughton has toned down his oddness, as with the murder which opens the film. 'People at crime scenes never get to see the actual crime, they always see the aftermath. So for them it happens 'in the dark', some other place, some other time. Our initial intent was to have it happen in total black with audio only. But the film was too big to do that.' (They settled for monochrome instead.)
And they've had a spot of bother with the ending, which had to be reshot after the film tested badly at previews. Elmer Bernstein, who wrote the music, suggested in the Chicago Tribune that they weren't comfortable with a big Hollywood movie. 'Left on their own I suspect they would have made a harder-edged picture.'
But the film still has something of a bite to it - it has annoyed some people mightily for its central plot device: De Niro saves the life of Bill Murray's crazy mixed-up gangster and, in return, is sent Uma Thurman ('I'm like a seven-day singing telegram) as a gift for a week. It's a (vastly more sophisticated) variant on the Indecent Proposal / Honeymoon in Vegas / Pretty Woman riff.
'We knew there would be some flak, but unfortunately the world is not a politically correct place. And we should think: what is a film, what is dramatic? Murder, incest, rape: these are subjects that film deals with and perhaps defuses. It depends how you deal with the material.
'The whole idea of political correctness, to me, is the equivalent of the thought police. Even with A River Runs through It, there were complaints because it showed people smoking cigarettes. I have no patience with that. Some of John Hughes' pictures I've liked, and Spielberg's. This is where they choose to work because this is where their sensibility lies. But, as Martin Scorsese says, 'I love Steven's pictures, but we shouldn't all have to make them.' '
'Mad Dog and Glory' opens on 2 July. 'Henry: Portrait of a Serial Killer' is released on video by Electric Pictures.