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Steve Coogan felt pigeonholed. He told me so in an interview during the last Toronto International Film Festival. "In England, there's the notion that I'm just a comic actor," he said. "And in the U.S., I was getting offered Role number three or four in other people's comedy movies. It just wasn't very satisfying."

Pigeonholed? Coogan? This both surprised and depressed me. The Manchester-born actor and writer, 48, is an expert at one of the greatest contortionist tricks in comedy: skewering oneself in order to skewer the culture. In his frequent alter-ego, the small-time media personality Alan Partridge (the subject of several TV shows and a movie), and in the films in which he plays an exaggeratedly obnoxious version of himself (Coffee and Cigarettes, Tristram Shandy: A Cock and Bull Story, The Trip), Coogan lays bare the fatuousness, falsity, cluelessness and clammy desperation that drives people in show business, and by extension, people in every business. His hurls out caustic barbs, but like a boomerang, they come back, with momentum, to kneecap him. Plus, the scene in Tristram Shandy where someone drops a hot chestnut into his trousers is hands-down one of the funniest moments ever filmed. So if Coogan feels underused in the entertainment industry, what chance does anyone have?

Coogan's frustration had a positive effect, however: He read a newspaper story about a faithful Irish Catholic woman who'd teamed up with an English journalist – an atheist – to find the son she'd given up for adoption 50 years earlier, when she was an unmarried, teenaged, indentured servant in a convent laundry. Coogan bought the rights to her story, found a writing partner who'd done dramas, and wrote a screenplay, tailoring the journalist role for himself. "No one was going to give me a break like this," he says. "I had to give it to myself."

The resulting film, Philomena, directed by Stephen Frears (The Queen), opened in select Canadian cities yesterday, and is generating Oscar talk for Dame Judi Dench, who plays the title character. If there's any justice, Coogan's screenplay should earn a nomination, too. In less sure hands, the story could be unbearably twee, but he finds the right balance of humour and heartache, anger and acceptance. Remarkably, both the faithful and not are likely to exit the theatre with a touch more tolerance for the other's position. To my personal joy, it makes room for a scene that only someone as nervy as Coogan would dare to have written: A chattering Dench relates the entire plot of an old-fashioned period romance novel to a barely-containing-himself Coogan while they whiz through an airport on the back of an electric cart.

"I'm quite proud of that scene," admits Coogan, who in person is shyer than I'd expected, more serious conversationalist than entertainer. "I enjoyed writing the story of the novel, and imagining a whole series of them; The Saddle and the Loom, that sort of thing. People tried to talk me out of it because, if you get it wrong, it can just be boring. But I knew if it didn't work, we could always cut it."

That philosophy propelled Coogan throughout the project: "Stop taking other people's advice – 'You need to be in a comedy opposite Vince Vaughn, that's how you make a career' – and do what I wanted to do, and see if that worked," he says. "And this is exactly what I wanted to do. Something that meant something to me. The story resonated with me personally. It makes me think: Wy didn't I do it earlier?"

Coogan grew up Catholic, the fourth of seven children, and attended Catholic high school. His parents – Kathleen, a housewife, and Anthony, an IBM engineer – frequently took in foster children. "I wasn't particularly academic or well-read," Coogan says. "I escaped into TV. I was a daydreamer. Good imagination. I used to listen to comedy records. But I was very observant. I liked watching people to see how they behaved." His impressions made enough people laugh that he decided to apply to drama school; after five tries he got in.

He remembers thinking: "There has to be a new generation of people who emerge. There must be people all around the country who don't know that they're going to be part of the next generation. It could be me as much as anyone else." He started doing standup comedy, then appeared on TV – but only to get into the actors' union. "I got to comedy by default, because I wasn't getting any acting work," he says. "I hoped one day to edge sideways into acting. And I didn't particularly want to be a writer, either, but that came out of necessity. No one was giving me work, so I made my own. I guess I've returned to that with Philomena."

Coogan's brashness, his success, his stint at rehab and his relationships with the models China Chow and Elle Basey combined to make him a tabloid target. In 2010, he discovered his phone had been hacked by a News of the World reporter; a year later he gave evidence at the Leveson inquiry that helped shut the paper down.

For Philomena, he pursued Dench just as forthrightly. He went to her house, sat in her garden, and – because macular degeneration makes reading difficult for her – read her the entire first act aloud. "She was great, she's everything you want her to be," Coogan says. "Acting opposite her was a tall order for me, but it's harder acting opposite someone who's not good."

Dench brought in Frears, a director with whom she's worked so often (five collaborations since 1974); he jokes they're the Scorsese and DeNiro of Britain. "Steve is a bright guy," Frears says in a separate interview. "Intelligent, generous, not pompous. I knew he could do the jokes. But after the phone-hacking scandal, you realize he's also a person of considerable moral intelligence. He's very perceptive. A more conventional actor wouldn't have been as interesting." He adds that Coogan frequently had Dench crying with laughter on set, with his spot-on caricatures.

"Chemistry happens or it doesn't," Frears says. "You're in the hands of what I call god, and sometimes he's nice and sometimes he isn't. On this occasion he was nice."

Dench's brisk sweetness gives Coogan heart; his anger and drive give her backbone. And huzzah to him for creating a film journalist who feels like a real journalist.

It is, however, a tad ironic that Coogan was so hungry for artistic fulfillment, given that his most iconic characters all wish they were more famous and respected. "There's obviously a bit of truth in their yearning," he says. "I don't mind using things I feel in what I do. I don't mind using my own angst. Whatever works. You have to make your weaknesses your strengths. And sometimes you do need to be fed up, if you're ever going to try something new."

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