Rob Brydon's part in a largely improvised film -of-a-film gives him a chance to have fun with his public persona, he tells Donald Clarke.

Before our interview can begin, Rob Brydon has to clear up a problem with his motor mechanic. His Audi has, it seems, been detained in the garage for an inordinately long time without any immediate prospect of reprieve.

Brydon leans toward withering logic rather than furious bellowing when upbraiding tradesmen on the telephone. Having been informed - this is my guess from hearing one end of the call - about certain staff problems, Rob calmly lays out the rudiments of customer relations to the flannelling grease monkey.

"Ah, but, you see, the customer really should have priority. Shouldn't he?" he asks in a voice that expects an answer. The conversation continues.

It is a disconcerting display. Rob Brydon, a 40-year-old Welshman, is famous for playing sat-upon men enclosed by limited horizons. His most famous creation, first aired to a wide audience on the BBC TV series Marion & Geoff, is the unaccountably optimistic mini-cab driver Keith Barret, who retains pathetic good spirits, despite being recently deserted by his wife.

Brydon had various grim personalities on the series Human Remains, which he co-wrote with Julia Davis. He was the traffic warden beaten up for comic effect in Guy Ritchie's Lock, Stock and Two Smoking Barrels. He is Roman de Vere, associate of grossly fat socialites, in Little Britain.

With those performances rattling round one's head, it is difficult not to view Quietly Seething Audi Man as another of Brydon's characters. All that grim purposefulness. All that resigned fatalism. Conversely, it is hard to avoid jumping to the conclusion that "Rob Brydon", the character he plays in Michael Winterbottom's hugely imaginative A Cock and Bull Story, is really just, well, Rob Brydon.

Following the horrid fiasco that was 9 Songs, the dizzyingly productive Winterbottom set out to film one of the world's great unfilmable books. Laurence Sterne's rambling Tristram Shandy, which happened upon modernism two and a half centuries before the term was coined, forgoes conventional narrative for self-reference and graphical invention. Winterbottom, retaining the original's tone, follows the production of an imagined film adaptation of Tristram starring Steve Coogan as the title character and Brydon as his Uncle Toby.

The two leads, improvising much of the dialogue, have great fun with their public personae. This Coogan is fantastically vain and pompous. The fictional Brydon, a little dim, a little socially inept, is very much in the star's shadow.

"We take aspects of our personality and work with that," Brydon explains. "But what is missing, I guess, is the affection. I don't sense much of that in the film. Steve says that the more rounded aspects of our personality have been left out of A Cock and Bull Story and I think that is probably right."

Much of Brydon's best work, including Marion & Geoff, was done for Coogan's production company, Baby Cow. A Cock and Bull Story plays amusingly with the perceived difference in status between the two performers. Throughout the production of the film within the film, Coogan tries to persuade the director to allow him to wear stacked soles so that he can be taller than his co-star.

"There is already a perception out there that, because I started doing work through Steve's company, I am a junior Steve. I didn't want to perpetuate that," Brydon says. "Our own relationship is more interesting than that. But we did realise after working on the film for a while that there were things we did - undermining one another in little ways - that we could work with."

Maybe it's simmering Audi fury, but Brydon doesn't manage to slip many jokes into his conversation. Ask him a question and he will ramble on at great length in his gentle Swansea accent, but he will rarely happen upon an anecdote or a punchline. One might be tempted into identifying him as the sort of comic performer - Tony Hancock, Kenneth Williams, other miserablists - whose private conversation is as sombre as their public performances are hilarious.

But he maintains that he was the school clown. His story is, he claims, the classic one of the talented kid who saved his skin by making the bullies laugh. "Yes. There is nothing new in that. Then I went on to become the one who acted. I was the lead in Guys and Dolls, West Side Story. All that." So when he left school, was he clear in his head that he wanted to be make people laugh or did he just want to be an actor?

"No. No. I wasn't really clear in my mind at all," he says. "Actually Steve shares this. He also auditioned for RADA. And he said to me later: 'There were these blokes with long coats on and with long hair analysing the text. That is not what I am into.' Same thing for me. I knew I wanted to act, but I always knew I wanted to be an entertainer. Which is funny, considering how introspective Marion & Geoff and Human Remains are. I felt I would be discovered like Elvis."

Sadly, as things worked out, real success was a long time coming for Brydon. During his second year at the Welsh College of Music and Drama in Cardiff, he secured a job as a DJ at Radio Wales. Six years later he was still there. Desperate to make things happen, he moved to London where he spent time as the host of a home shopping show on cable television.

"Then I got to host this movie show on Sky," he explains. "I went around the world interviewing actors - doing what you are doing. And that was a little worse than the home shopping thing. I would be interviewing Robin Williams and he would be calling me a journalist. Now I like journalists, but I am not one myself. I wanted to say to him: 'No. No. I do what you do.'"

Time progressed and Brydon managed to carve out a good living doing voice-over work (he can still be heard on dozens of British commercials). But the impetus to surge forward came, surprisingly, from that little cameo as the traffic warden in Lock, Stock and Two Smoking Barrels.

"I almost didn't do it, because I had become very tired of the word 'nerdy' coming up when I met casting directors," he says. "'We would like you to be a nerdy policeman.' 'We want you to be a nerdy commentator.' And so on. Guy Ritchie was quite nice about it and made it clear that a Labrador could do the role. Anyway, the catalyst for me was that I got mentioned in Empire magazine's review of the film: 'Robert Brydon plays an extremely unlucky traffic warden.' "

Buoyed up by this tiny spasm of acclaim, Brydon set about writing and shooting a comedy showcase. Rob Brydon: An Extremely Unlucky Traffic Warden, as he named the completed tape, featured four characters, one of whom was Keith Barret.

By chance, while leaving the BBC after delivering another voice-over, Rob bumped into his old friend Hugo Blick, a producer and director. Blick liked the tape and suggested they develop Keith's story into a series of monologues. Barret is an unnerving character, who, assailed daily by unhappy circumstances, remains psychotically chipper at all times.

"The minute you say something to the press it becomes simplified," he says, as we muse on similarities between Keith and Rob. "People tended to say to me: 'He is divorced and you are divorced, therefore he is you.' It's like: elephants are grey. This is grey, therefore this is an elephant."

Keith, though a brilliantly original creation, still fulfils many of the criteria - delusion, failed aspirations, lack of influence - for the classic British comedy hero. He sits outside the house his wife now shares with her new lover desperately hoping to catch a glimpse of his two children.

"The basic comic device is that we know something he doesn't," Brydon explains. "We know things are bad all the while he thinks they are good. And it, thus, works as drama as well as comedy. One thing I have always liked in comedy is the character who thinks he is one thing when he is something else: Inspector Clousseau, Rigsby in Rising Damp. Right up to David Brent in The Office."

Though not a huge ratings success, Marion & Geoff established Brydon's reputation as a superb comic actor. Having had to wait until his mid-30s for proper renown, Rob has spent the past five years making up for lost time. His agreeably morose presence has graced such fine shows as Cruise of the Gods, Supernova and the highly original Director's Commentary, a hilarious take on DVD bonus features. He stretched himself further playing Kenneth Tynan, the notoriously acerbic critic and recreational spankee, in the TV movie, In Praise of Hardcore.

I wonder though how his compatriots back in Wales feel about his success. The plaintive misery he trades in might be seen as reinforcing certain negative preconceptions about the Welsh. Has there been a backlash?

"Yes, there are some who think I should apologise for that," he says. "But I just try and perform what I know to be true. There is a melancholy to Welsh people and also a sense of drama. I don't do sheep jokes about the Welsh. I have never lived near a sheep. But, actually, I object to those assumptions about Welsh people that involve beer and rugby. I mean I like rugby, but not because I am Welsh."

He is on a roll now. I hear a lot more gentle muttering about notions of Welshness before he returns to the point.

"But when people object I like to think of that Elvis comeback special. You watch that great show and there are people in the audience who are bored to hell. These people really hate it and this is Elvis, for goodness sake. What can you do?"

A Cock and Bull Story is on limited release from Jan 20