The Coogans lived in Middleton, a suburb of Manchester, and had an edition of the Encyclopaedia Britannica. It wasn’t the leather-bound one or the imitation-leather version. In fact, it was bound in wipe-clean vinyl. “It was sort of spongy,” says Steve Coogan, “and it went ‘eee-urrrh, eee-urrrh’ when you wiped it. It wasn’t a well-thumbed tome in our household.” The Coogans took The Guardian daily, but they had a print of The Hay Wain on the wall.

“I love my background and loathe it in equal measure,” Coogan says. Elsewhere, he has spoken of “the curse of being lower-middle class”. When he became successful, he deliberately bought a red Ferrari. “I got a kick out of the fact that my comedy was admired by intellectuals as edgy and clever. So I got this big, vulgar sports car. I was edgy and clever, and I was driving a big f***ing sports car. It was a sort of ‘F*** off’ to anybody who thought edgy comedy people should behave in an edgy way.” He sold the Ferrari, but he’s still crazy about cars — he has an eight-year-old Porsche Carrera, one of the last of the air-cooled models. This is a very petrolhead machine. On the other hand, he says, when he buys car magazines, he folds them inside a copy of The Guardian. Being seen with them is embarrassing.

And he drinks vodka-tonics. This is a narcissist’s drink, he says. But he also drinks very non-narcissistic pints of bitter, and he does so with the same geeky exactness he brings to his cars. “I like drinking warm bitter slowly in a country pub — it’s a lovely drink. It should be low-alcohol, about 3.8%. That’s better than the stronger ones. It doesn’t keep as well, but it tastes better.”

Steve Coogan, in short, is a man caught between two worlds. One is that of the high-cred, street-smart, media-savvy comic actor (air-cooled Porsche). The other is that of the low-cred, lower-middle-class lummox (red Ferrari). The cultural significance of the first is written about in The Guardian, while the high jinks of the second — hookers, lap dancers, threesomes, Courtney Love, cocaine — are written about in the tabloids.

His head slumps when I bring up the latter. “Go on,” he murmurs gloomily.

I just ask him how he feels about all the drug-fuelled-orgy stuff. “I hate it — but I’m more philosophical than I was,” he says. “It doesn’t affect me in the way it would have done 10 years ago, because I have no control over it and I’ve taken the existential decision not to let it bother me. I can process these things as just ways of selling newspapers. That stuff about me and Courtney Love, there was a modicum of truth in it, but, basically, it’s all wildly inaccurate. But I don’t want to counter it, I want to focus on my work and my writing. I don’t want to be defined by what I am reading about myself, because that way madness lies.”

Anyway, for the record, he lives in Brighton, about a mile away from Anna Cole, his one-time girlfriend. They share the upbringing of their daughter, Clare. There was, for 18 months from 2002, a wife, Caroline Hickman, but a lap dancer seems to have put an end to that. The Porsche is also in Brighton, but an SUV he owns — and was very embarrassed about — is back with the family in Manchester.

So here I am, in London’s Charlotte Street Hotel, with Steve Coogan. I’m having to anchor myself by saying the name over and over again. On the way in, my mobile had rung and I’d said: “Can’t talk, just about to see Alan Partridge,” and I’m worried I’m suddenly going to call him Alan. But that’s the point. The, as it were, “real” Steve Coogan is not someone you ever encounter; on screen, he is always in character.

“I’ve never done panel shows, for two reasons. The first is, despite being in the tabloids, I’m a private person. I don’t pursue fame other than to get enough people to look at my work and to get approval from an audience. Maybe I do hide behind the characters. But the second point is, the more accessible you are, the less you are able to inhabit your characters. Someone like Paul Merton is brilliant at what he does — incredibly quick and skilled — but he’s seared on the collective retina of the British public. It would be difficult for him to play a part in a film.”

The further point is that, like Peter Sellers and John Cleese, Coogan is more of a craftsman than a quick-fire comic. Indeed, he admits the pressure to be funny all the time wears him out. “Here I am, sitting talking like this. If I was with Rob Brydon, he’d be bantering and I’d be giving him back what he was giving to me. I can get on message with that, but I do find the banter a bit tiring sometimes. Rob is always ‘on’. There’s a lightness about him. There’s a heaviness about me.”

Now, with Brydon, Gillian Anderson, Dylan Moran and others, he has compounded the problem of his “heaviness” and his multiple-identity issues by appearing as the eponymous hero in Michael Winterbottom’s film version — called A Cock and Bull Story — of Laurence Sterne’s Tristram Shandy. The novel is a postmodern masterpiece that happens to have been written in the 1750s. Shandy sets out to tell the tale of his “life and opinions”, but, in the end, fails even to get beyond the ticklish matter of his birth. It is one of the great glories of England — mad, moving and magnificent — and is quite unfilmable.

Winterbottom, however, has made the film he thinks Sterne would have made. It is about the making of a film of Tristram Shandy. Some is in costume, but most is in the present and features a rather obnoxious character called Steve Coogan, who drinks only vodka-tonics, and is not the Steve Coogan in the Charlotte Street Hotel.

“I’m playing a character. Some of the things in him are like me, and some are not. I just amplified some things about me. I mean, if I’d played a well-rounded Alan Partridge, it wouldn’t have been funny. You tweak one side of your nature, and that makes better comedy. People laugh at weaknesses and seeing people fall over. And their weaknesses, indiscretions and neuroses, all of the things that make us flawed and human — I amplify and pursue those weaknesses. I’m not as unbalanced as I appear in the film, though I am slightly unbalanced, as we all are.”

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