Vidya is currently shooting for 'Begum Jaan' in Patjor on the West Bengal-Jharkhand border.
"I think I was a Bengali in my last birth," Vidya said in a statement.
'The Dirty Picture' actress, who hails from Kerala and was also honoured with the Pride of Kerala Award, made her film debut in a Bengali film 'Bhalo Theko'. Her big Bollywood debut was 'Parineeta', which was shot entirely in Kolkata. Vidya says she feels "a sense of familiarity" with the state.
"It is strange considering my family has no roots there," she added.