Steve Coogan has to live with an uncomfortable phenomenon. Wherever he goes, whatever he does, observers will wonder how much of Alan Partridge he is carrying round. When he played Tony Wilson in Michael Winterbottom's fine 24 Hour Party People, critics detected just enough of the East Anglian broadcaster. There was maybe a little too much in his portrayal of Paul Raymond for the same director's The Look of Love. We even view Steve Coogan's personal appearances in these terms. Remember when he appeared before the Leveson Inquiry on the UK press? He was more articulate than his greatest creation. But one detected just a smidgeon of Alan's pomposity.

“Part of the reason that character lasts is because sometimes we secretly agree with him,” Coogan says. “They don’t want to say this thing. But they are glad he’s there to say it. Also, people like to watch him because they are grateful they’re not him. There but for the grace of God . . .”

To be fair, there really isn't too much Partridge on display today. At a Soho hotel to discuss Alan Partridge: Alpha Papa – his alter-ego's first foray into film – Coogan turns out to be terribly serious, a little intense and very, very talkative. He doesn't laugh a lot. And he cracks almost no jokes. Whereas Ricky Gervais really does come across like a cleverer David Brent, Coogan shares little with Alan apart from a 47-year-old Mancunian body (standing in for a 55-year old Norwich man's body).

Yet he admits that, in the two decades since his first appearance on BBC Radio 4's The Day Today, Partridge has continued to sit on his creator's shoulder.

“When things happen, I do wonder what Alan would think,” he says.

We speak the day after a certain royal baby has been born. That’s something that would interest Alan.

“Yes. That’s right. We have some comments we’re going to make tomorrow at the premiere when I am dressed as Alan. He’ll be attacking republicans. Now, there’s an example where I really am the opposite of Alan. I’d abolish the royal family tomorrow if I had any power. But he does sometimes say things that I instinctively think are right.”

Few other characters in British comedy have survived so many iterations with such great success. A deluded little-Englander with a great passion for Abba, Andy McNab and James Bond, Partridge began his virtual life as a sports reporter on the parody news bulletin The Day Today. Knowing Me, Knowing You, a chaotic chat show, later conquered radio and television. He finally appeared in a formal sitcom when I'm Alan Partridge emerged in 1997. Recently, a web-based series of shorts titled Mid-Morning Matters proved there is still much petrol in the tank. Now, we have a movie.

'You have to risk failure," Coogan explains. "In America they have these machines that can keep, say, Friends ticking over for ages. We are more like a cottage industry. You have to risk failure. And you do that by changing the format."

They have also taken chances by allowing Alan himself to change. In his first television incarnation – launched before Coogan hit 30 – he seemed just a little too young for his own Pringle-jumper personality. Partridge was, after all, based on middle-aged presenters such as Elton Welsby and (just compare the names) Alan Titmarsh. Partridge now seems a bit more comfortable in his uncomfortable skin. In Alpha Papa, which finds him held hostage by Colm Meaney's disgruntled fellow DJ, he also appears a little less cowardly than he once was.

“He has definitely changed. We don’t apologise for that,” Coogan says. “He is a little Englander. But over the years he has become aware of the new consensus about things he would have thought fringe issues. He dates from an era before Tony Blair entered Downing Street with an electric guitar. He doesn’t wear the blazers. He probably doesn’t think of himself as behind the times.”

This most English of creations emerged from a surprisingly Irish mind. One of seven children (in a Manchester family that fostered many more), Steve is the son of an engineer and a more than usually industrious homemaker. He was never allowed to lose touch with his heritage on this side of the Irish Sea.

“Some people went to Spain every summer, I went to Mayo. When I left people would ask me when I was coming ‘back home’ again,” he muses. “I also love west Cork and have relatives there. My grandparents were part of the diaspora of the 1930s. My mother then went back during the war. There was never an anti-Englishness. We supported the England football team. My mum would support Ireland as well. It wasn’t like some Scottish people who will support anyone playing England. Ha ha!”

Would I be wrong to suggest that immigrants in the north of England seem, well, a little more Irish than those in London?

“I think so,” he says. “In London they maybe felt the need to assimilate more. They lost the ‘o’ from their names more often than in Manchester. The London Irish felt more need to refine themselves. That is less a problem in the north. There’s less gentility.”

Coogan's name may not have registered until the early 1990s. But his talent for mimicry had, by that point, already won him a place on satirical marionette show Spitting Image. In 1992, he won the Perrier award at Edinburgh for a show featuring drunken Mancuinans Paul and Pauline Calf. He then entered into a slightly unlikely partnership with Oxbridge-educated talents such as Armando Iannucci and Patrick Marber to create The Day Today and Knowing Me, Knowing You.

He has had, let us say, a complicated tussle with the notion of modern celebrity. The tabloids have enjoyed digging up stories about supposed outbursts of excess. Yet when the phone hacking scandal led to the establishment of the Leveson Inquiry, he enthusiastically joined Hugh Grant as a visible campaigner against press intrusion. Surely, this was just inviting the tabloids to drag up earlier scandals.

“Yes, we knew that would happen,” he says, working up a head of steam. “But we thought that was outweighed by other considerations. The irony was that the tabloid obsession with us gave us a platform to speak out against all this stuff. We knew we would invite that kind of ire.”

As he explains, the obsession with celebrity hands Coogan and Grant a soapbox not granted to the families of murdered teenager Milly Dowler or missing child Madeleine McCann.

“They try to confuse the argument and make it about all about hypocrisy or press freedom,” he says. “Press freedom is very important. Just because I don’t want to see the press abuse the Dowlers and ruin their lives doesn’t mean I am opposed to press freedom.”

There's a great deal more where that came from. Coogan is honest enough to admit that he is in a position where he "can't be sacked" and is, therefore, able to speak out against the tabloids with some confidence. Sure enough, his production company, Baby Cow, has developed hits such as Gavin & Stacey, The Mighty Boosh and Moone Boy. He has appeared in Hollywood pictures such as Tropic Thunder, The Other Guys and Night at the Museum.

Recently, he played a worryingly heightened version of his own tabloid caricature – fond of fame, drugs and himself – opposite Rob Brydon in the TV series The Trip. That seemed almost as brave (or reckless) as appearing on Newsnight to denounce the Daily Mail. The "Steve Coogan" of The Trip stirred up quite a few lingering rumours.

“The best way to exorcise that stuff is to take it and own it yourself,” he says. “That way you empower yourself and disempower those who attack you. You make a virtue of something that I may have regarded as a weakness. We make it a fiction. But we sail close to the wind.”

The next time we see Coogan it will be as Martin Sixsmith, BBC journalist, in Stephen Frears's Philomena. Filmed largely in Ireland, the film, co written by Coogan, tells the true story of Philomena Lee, a Tipperary woman whose baby, born outside marriage, was effectively "sold" to an American couple in the 1950s. Judi Dench plays Philomena as, half a century later, she searches for information on her lost child.

“This is not a secular attack on Catholicism,” Coogan says. “We dignify people who have faith. We are not firing more guns at people who are already down. What’s sad about this story is that some of the victims are the genuine people who have simple faith. I am an atheist. But this makes me angry for decent practicing Catholics, like my parents.”

The Irish blood really does seem to run strongly in Coogan’s’s veins. He sees it as separating himself from the people who run the United Kingdom.

“I distrust the British establishment,” he says. “My background’s made me not want to be part of any establishment. I don’t want to be welcomed with open arms anywhere.”

He must know what I am going to say next. Surely, he and his media friends have formed their own alternative establishment.

“Champagne socialists? Yeah, yeah, yeah” he says slightly wearily. “Maybe so. But it’s a better establishment to be in than the real one.”

yyy Alan Partridge: Alpha Papa is on general release.