It’s been less than 12 years since Dan Stevens raised a middle finger to the British aristocracy, quitting “Downton Abbey” as the show neared its Emmy-amassing zenith and setting sail for America with his family. As he admits, he had “absolutely no idea” what was going to happen to him.

“There was no roadmap,” the 41-year-old actor explains with frank honestly about a decision that, at the time, was considered by many to be sheer lunacy. “I left ‘Downton’ with a blank slate. It was just, ‘I think I want to do other things.’ But I didn’t know what that looked like.”

To have an idea of what that currently looks like, anyone need just head to their nearest cinema, where Stevens is going head-to-head against himself in two of the biggest studio releases of the season. In what has become something of a calling card for the Brit...