Before I go on stage, says Michael Ball, I ask myself a question: “Do I smell nice for all the ladies and gentlemen?” The actor chooses a signature scent for each of his roles, from bay rum for the vengeful barber Sweeney Todd to his mum’s favourite Madame Rochas for Hairspray’s Edna Turnblad.

Ball’s not alone in deploying scent to to get beneath a character’s skin. Anne-Marie Duff has a fragrance for each role too. “If ever I smell that perfume on somebody else,” she has said, “it will remind me of a story I’ve told.” Nikki Amuka-Bird, meanwhile, says she “uses aromatherapy oils – lavender for characters with a slow tempo, ylang ylang for sensuous characters”.

But why should an actor fret about something no spectator can share? “The senses are incredibly important,” says Fenella Woolgar, who is playing the tormented heroine Miss Roach in a new adaptation of Patrick Hamilton’s wartime novel The Slaves of Solitude. “You think about everything around the character’s physical life, their sensuality. Fragrance is absolutely to do with emotion, so it’s useful to investigate.”

What scent might suit the painfully awkward Miss Roach? “She has lost her parents,” says Woolgar, “so I imagine she might have worn something from her mother. Guerlain, perhaps. Something light for daytime – and Shalimar for the evenings. I can also imagine her making scent mistakes – wearing something like [the sultry] Tabu which isn’t her style, making her feel very self-conscious.”

Woolgar always researches her characters’ ideal fragrance – in particular, for the “cruel, horrid” aristocrat she played in the doxy drama Harlots, set in Georgian London. “People wore civet, musk and ambergris – a waxy substance from the digestive tract of the sperm whale – though fragrance would also have been covering up unpleasant bodily smells.” Her 1950s snob in Welcome Home, Captain Fox! was never without Chanel No 5. “I used to put on an extra squirt before a crucial scene.”

How about Margaret Thatcher, whom Woolgar alarmingly embodied in Moira Buffini’s Handbagged? “Her favourite scent was Bluebell by Penhaligon. That was quite upsetting, because I loved it as a teenager, so in the end I didn’t wear anything.” What did that suggest about the character? “It’s a pretty young girl’s scent, floral. Perhaps it connected with something in her?” There’s something melancholy in the notion of the Iron Lady dabbing a reminder of lost innocence at her pulse points.

Scent memory is part of an actor’s arsenal. Woolgar evokes her heavy-smoking grandfather to conjure the pervasive wartime stench of cigarettes. She also recognises the “sulphurous smell” that would accompany the trauma of Miss Roach’s bombed-out London home. “In my last year at Rada,” she recalls, “my boyfriend and I were in a flat next to the Admiral Duncan.” That was the gay pub targeted by a nail bomber in 1999. “I still remember the sulphurous smell that got in my hair. It really freaked me out.”

The perfumer Sarah McCartney, of retailer 4160Tuesdays, isn’t surprised that smell can help actors. “We’ve been smelling for a lot longer than we’ve been talking,” she says. Smell is about safety, she continues: familiar scents reassure us; unfamiliar ones, or those associated with danger (smoke, decay), put us on high alert. So it makes sense that fragrance might heighten the senses, ignite the imagination.

Lizzie Ostrom, author of Perfume: A Century of Scents, points out that for Experience, a 1915 morality play in New York, the actors were given “different fragrances to help them perform their roles as embodied emotions – lemon for hate, frankincense for passion, patchouli for deceit”.

Yet, unlike most rehearsal exercises, scent-whispering is a largely personal process. Woolgar admits her fellow Solitude actors were bemused by the idea, and was delighted to meet a fellow fragrance-fancier in Zoë Wanamaker on an episode of Inside Number Nine (“she wore Joy, and we agreed that my character would have worn Poison”).

“You do keep it to yourself,” agrees actor Arthur McBain. “But smell for me is very important. Every time I get an audition, I find a smell that starts me thinking.” Preparing to play a homeless man, the vital scent was “an old Costa cup with no coffee left inside. It felt that I was sat outside in the city.” More recently, he wore McCartney’s Evil Max (“thick and spicy”) as a 1960s rock drummer in the ABC miniseries Friday on My Mind.

Some odours only make sense to an individual. Tinned mackerel helped place McBain in the harsh mountain environment of Dunsinane, David Greig’s take on Macbeth. Medieval Scotland was short on tinned fish, but McBain remembered “going camping and climbing mountains with my mum when I was a child. We’d always have tinned mackerel – you’d crack it open and eat it from the tin. John West mackerel fillets in a rich tomato sauce. For me, the smell carries a world of outdoors, of cold and vast landscapes.” He didn’t tuck fish into his costume – that could skew a cast’s camaraderie – but “in my mind’s eye I would open a tin, smell it and go on. It does some of the work for you, but it’s a very personal thing.”

Other performers go even further. The ballerina Lauren Cuthbertson works with a perfumer, sometimes over months, to devise the perfect scent for her roles with the Royal Ballet. “I learn a lot when I work with her,” she once told me. “I talk it all through, from the beginning to the end of the ballet, while she asks many questions. There was a moment in act two of Giselle” – where the heroine appears as a spirit – “which she captured unbelievably. I’d said I wanted to feel like there was a veil or gauze over me, and she did it in scent.”

The unique relationship between scent and psyche is familiar to McCartney who I meet at her west London workshop (a beguiling muddle of bottles, tubs and paper spills, plus a research shelf of pongs peddled by Lady Gaga and the Smurfs). Devising a bespoke fragrance often involves asking clients which smells take them to a happy place. Vanilla is popular, she says – though it reminds Woolgar of the forlorn scented candles she used to bring to cheer up her digs on tour.

McCartney worked with a former drug-dealer, who requested the precise aroma of his previous life: a blend of “marijuana cigars, rum cocktails, hookers, blackouts and regret”. She has scented productions, including Handel’s Acis and Galatea. The opening fragrance summoned cut grass and cucumber, “fresh, green and outdoors”. During the interval, as the plot darkened, she sprayed a muddy, leathery, mossy brew called Foreboding from bottles in the balcony. Currently, her assistant Harry Sherwood is working with the director of a Polish play set in the 1870s, who has requested the smell of sperm to suit its promiscuous patriarch.

Searching for suggestively scented theatrical atmospheres is nothing new. In Scents and Sensibility, her new book on Victorian culture, Catherine Maxwell quotes Oscar Wilde’s plan for mood-enhancing fragrance in Salome. He wanted “in place of an orchestra, braziers of perfume. Think – the scented clouds rising and partly veiling the stage from time to time – a new perfume for each emotion.” It never happened: how could you air the theatre between emotions?

However, Wilde’s fans ensured an aromatic premiere for The Importance of Being Earnest in 1895. Ada Leverson reported that “nearly all the pretty women wore sprays of lilies against their large puffed sleeves, while rows and rows of young elegants had buttonholes of the delicate bloom of lily of the valley.”

Anthony Tudor also sprayed the auditorium with lilac perfume when his ballet Jardin aux Lilas opened in 1936. More recently, Yaël Farber’s production of The Crucible opened by filling the auditorium with the smell of burning sandalwood – appropriately alluring and mysterious.

But is there one smell that sums up the job of acting itself? After taking part in one of McCartney’s productions, McBain asked her to help him create a fragrance redolent of an actor’s life. The resulting scent combined the “woody smell” of long-trodden boards, citrus (“there’s always oranges in a rehearsal room”), red wine and whisky. “And tobacco for the smokers around the entrance.”

• The Slaves of Solitude is at Hampstead theatre, London, until 25 November. Box office: 020-7722 9301.