"At that time, I was inconsolable,” she tells WSJ. Magazine in the February issue, "because I felt, 'How will he be able to find us?'"
The Manchester by the Sea actress adds, "This is where we lived, and he won't know where we are. And now I can't believe I thought that. Maybe that's what's making me cry is I feel sad for the person who thought he won't be able to locate [us]."
Williams, 36, and Ledger dated for three years and share daughter Matilda, now 11. Ledger died at the age of 28 in January 2008 due to an accidental mixture of prescription drugs—just four months after the pair split.
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Now, nine years later, the three-time Oscar nominee—who's back in the awards race this year with Screen Actors Guild and Golden Globe nominations for her role as a grieving mom in Manchester—says she's focused on parenthood rather than relationships.
"It's hard to romanticize romance when you're 36," she says. "When you've been a parent for 11 years and you've done it alone, you don't have romantic ideals, because you have a practical understanding that you can do it by yourself. The romantic idea of meeting your person and having a storybook family life that looks like the model you grew up with—that doesn't really exist for me."
Though Williams has dated throughout the years, she tells WSJ. Magazine, "I've not gotten married because I have not had a person to whom I would—so I have not let my sense of conformity or duty override my instincts."
As for her acclaimed turn in Manchester, Williams she was "moved to tears" by her character Randi's "bravery."
Randi's tragic loss was hard for Williams to grapple with. "If it happened to me, I wouldn't be so brave. Sometimes your mind drifts there, to the worst thing you can possibly imagine, and you say, 'How would I cope with the unimaginable?' I can't imagine going on."
Of her own life as a single parent, Williams says, "Sometimes it can feel alienating; at school functions, there's only two of us single mothers. Everyone else has a partner, so we buddy up."
She says she does everything she can to always be there for Matilda's big moments, but admits of her career: "I worry about the next job and when it's coming and will I be able to get it, but when you're looking at something, there's also the criteria of timing, the school calendar, the location, the duration, and just where we're at as a family."
Williams says she sometimes finds projects that "balance up perfectly"—like starring in Cabaret close to home on Broadway—but that it’s not the norm. "We haven't been on location in five years; I haven't taken jobs that put us on the road," she says.
"Everyone told me to travel while [Matilda's] young, but they hit a certain age, and they want a life," she tells WSJ. Magazine. "So we're stuck—in a good place. There's a lot of constancy. She's in such a good place that I don't worry about the stability of our unit when I have to go back to work."
The February issue of WSJ. Magazine hits newsstands on Jan. 28.