I am never disappointed by the Scandinavians’ ability to deliver gripping and compulsive thrillers for the big and small screens. And now Sofi Oksanen has extended this ability to the stage with her first and only play Purge, translated from the Finnish by Eva Buchwald.

An older Allide (Illona Linthwaite) watches her younger self (Rebecca Todd) bathe Enemy of the People, Hans (Kris Gummerus)

Elgiva Field directs the UK premier of Purge for the beautiful Arcola Theatre – that has as good as overtaken The Donmar in my eyes for its choice of productions, acting talent and atmosphere.

The lights go down and you have barely a moment to draw breath before it is stopped in your chest. Estonia. 1947. Basement of the Town Hall. A grainy, black and white film:  woman tied to a chair, head covered with a sack. Shirt torn open, breasts exposed, private parts prodded and poked with a cold steel gun.

Estonia was handed over by the Nazis to the USSR in 1940. The Soviets actually staged a sham revolution in which the people “demanded” to be part of the Soviet Union. Following WWII, it remained Eastern Bloc. Thousands were killed, sent to Siberia, remained under oppression or fled to Finland. A guerilla movement was established – the Forest Brothers – to fight the Reds, but to little avail.

Surrounded by the atrocities of the post-war Soviet rulers and the present-day clamber out of economic destitution, two entwined tales of murder, love and survival take place in Estonia’s back and beyond. The story slides back and forth between 1947 and the Now, with old woman Allide revisiting her painful past and having to confront her awkward present. Rosemary Flegg has made the space feel like we are sitting in Allide’s wood cabin. It is close, stifling, smoky and intoxicating.

The two Allides – old and young – played by Illona Linthwaite and Rebecca Todd respectively, were cast superbly well together. It may have taken a while for Todd to show us how talented she is, but by the beginning of the second half all eyes are on her. Kris Gummerus gave all in his vulnerable portrayal of Hans – member of the Forest Brothers and in Anne Frank hiding in the cellar – the man Allide will go to endless and extreme lengths to protect. Elicia Daly, Liam Thomas, Johnny Vivash and Benjamin Way all give good supporting performances.

Oksanen – her own mother an Estonian immigrant – uses the country’s monstrous political history as the insidious instigator of a powerful drama. The plot is magnificent and possibly the leading element in this production. Leaving us teetering on a cliffhanger at the interval, this is as captivating as Denmark’s The Killing.  Purge is an ideal candidate for a Film or TV reworking: shooting for the Finnish-made film version took place in Estonia at the end of 2011. One to look out for.

Field has taken a brave step and come out victorious. To see a play like no other, catch Purge at The Arcola before 24th March.