 In June 1937 the Old Vic company took up an invitation to perform Hamlet in the courtyard of the castle at Elsinore , where Shakespeare located the play . Olivier secured the casting of Leigh to replace Cherry <unk> as Ophelia . Because of torrential rain the performance had to be moved from the castle courtyard to the ballroom of a local hotel , but the tradition of playing Hamlet at Elsinore was established , and Olivier was followed by , among others , Gielgud ( 1939 ) , Redgrave ( 1950 ) , Richard Burton ( 1954 ) , Derek Jacobi ( 1979 ) , Kenneth Branagh ( 1988 ) and Jude Law ( 2009 ) . Back in London , the company staged Macbeth , with Olivier in the title role . The stylised production by Michel Saint @-@ Denis was not well liked , but Olivier had some good notices among the bad . On returning from Denmark , Olivier and Leigh told their respective spouses about the affair and that their marriages were over ; Esmond moved out of the marital house and in with her mother . After Olivier and Leigh made a tour of Europe in mid 1937 they returned to separate film projects — A <unk> at Oxford for her and The Divorce of Lady X for him — and moved into a property together in <unk> , Buckinghamshire . 
