When I was growing up in Kent I often saw a decrepit old woman scuttling along the lanes, her hands pumping feverishly but her legs getting slower until, in 1960 or so, she simply disappeared. She had been going daily to Tonbridge station to meet her fiancé, who had died in the First World War.

Now the woman Vanessa Redgrave plays so brilliantly in Joan Didion’s dramatic memoir is a very different person, being a sophisticated American novelist, yet not different at all. When Didion’s husband, John, slumped forward in their Manhattan apartment, fatally felled by a heart attack, part of her just wouldn’t believe it.

She agreed to an autopsy because it would reveal a fixable problem. She kept his shoes because he’d need them when he returned. She spent the year after December 30, 2003, suspended in secret denial, knowing and not knowing that her husband of 40 close, argumentative, loving years was dead. Indeed, it wasn’t until their only child died more than a year later, of pancreatitis, that Didion fully emerged from what she calls her “magical thinking”: an apt phrase, for what is magic but a desperate, doomed attempt to control the uncontrollable? And Didion’s discovery, message and warning is that death can’t be defeated or grief denied.

At times last night it seemed almost indecent to review David Hare’s production of this haunting one-woman bio, just as it did when Antony Sher performed his solo play about Primo Levi at Auschwitz.

How could one critically anatomise the shadow that passed over the actor’s face when he spoke of not being alive enough to kill himself? Similarly, how can one analyse Vanessa Redgrave when her long grey face creases and her voice breaks as she recalls assuring her daughter that she’ll look after her and all will be well? True, one wouldn’t hesitate to observe and praise a suffering Hecuba; but, unlike Didion or Levi, Hecuba was fictional.

Nevertheless, no actress can be more emotionally true. So Redgrave proves as a series of backcloths fall to reveal an increasingly foggy seascape and, finally, to leave her isolated against a black curtain.

She’s variously cool, stricken, baffled, wry, disbelieving, excited, desolate, anguished as she takes us from hospital to hospital and herself from memory to memory as she tries to avoid what she calls the “vortex”. She learns the medical jargon, thinking that it will somehow stop the inevitable. She learns to decode social workers and doctors.

She even learns to understand the complex contours of her own pain.

Can she turn off John’s favourite stations as she drives alone to Malibu? Yes she can, and is left listening to a sedate talk show called Morning Becomes Eclectic.

But can she avoid taking the detour she meant to miss, stopping near their old California house? No, and for a moment “the vortex takes me”.

Myself, I’ll long remember Redgrave’s wail of “I need him back, I need him” as she recalls how he cherished their girl. Joan Didion uttered it, but it’s everyone’s cry.

Box office: 020-7452 3000

Explore Stage

• Theatre

• Comedy

• Opera

• Dance

Editor's choice

• The top 10 fan versus band scuffles
• Mamma Mia! The first review
• Times critics' 20 best films for kids