You can be sure the weather isn’t the actual topic that sends Nina Leeds (Anne-Marie Duff) reeling somewhere in the third of nine “acts” (extended scenes, really) that make up “Strange Interlude,” Eugene O’Neill’s defiantly quirky, often rather wonderful play that seems destined to be forever remembered for a related on-screen witticism: “Pardon me while I have a strange interlude,” snaps Groucho Marx in the 1930 film “Animal Crackers,” which followed the play’s premiere by two years.