Graham – who was named Best Actor at last year’s RTS Programme Awards for his portrayal of the detective investigating the murder of Rhys Jones in the harrowing ITV real-life drama, Little Boy Blue – was in conversation with Alice Feetham, his co-star in current Sky Atlantic thriller Save Me.

The actor, who was born in Kirkby, a satellite town of Liverpool, first trod the boards at primary school where he played Jim Hawkins in Treasure Island. He was spotted by Andrew “Drew” Schofield – a local actor who played the title role in Alan Bleasdale’s Channel 4 drama Scully – who was in the audience, watching his nephew perform in the play.

“He said to my mum and dad that he thought I had some talent and that they should look at getting me to the Everyman Youth Theatre – and that’s what we did. It started from there,” recalled Graham.

“Drew was the inspiration for me being an actor,” he added.

Graham’s first paid acting job was as a teenager in children’s drama Children’s Ward, which was developed for ITV by Paul Abbott and Kay Mellor at the very start of their writing careers.

Other early TV appearances included The Bill. “It was great because it gave you on-the-job training – part of your apprenticeship. You can learn a lot from drama school, but you can learn much more when you’re working,” said Graham.

The actor went to drama school in London, but said he doubted whether it’s a “necessity nowadays”. He added: “And let’s be completely honest: is it affordable for most people? I would love everybody to have the opportunity to go but, if I hadn’t had a grant, I wouldn’t have been able to go.”

Graham talks broad scouse, but made his name as a cockney boxing promoter in Snatch, Guy Ritchie’s 2000 comedy crime flick. “Snatch was a joy to do – it was a lot of fun,” he said. “It did dramatically and drastically change my life – and all for the good.”

“There was a part of me at the very beginning [that thought] this is me and [Liverpool] is where I’m from, and that authenticity is beautiful. I’m very proud of where I come from and my upbringing,” he said.

Equally, Graham didn’t want to be typecast: “[I thought] learning to do different accents could hopefully open doors for me and give me different opportunities.”

In fact, Graham is a virtuoso at accents, filling the evening with impersonations of some of the acting greats he’s worked with, including Al Pacino and Robert De Niro.

He played Al Capone in Martin Scorsese’s HBO series, Boardwalk Empire, but he was adamant “that there was no conscious decision to make it in America – that was never my objective.”

But it was an opportunity that Graham “grabbed with both hands”. He added: “For a young lad who grew up in Liverpool who always wanted to be an actor, to be given the opportunity to play Al Capone was amazing.”

Back in the UK, though, gritty dramas – of the type he used to watch as a child – pepper his career. “I was brought up on fantastic drama in this country, the likes of (Bleasdale’s) Boys from the Blackstuff and [the BBC’s] Play for Today. I used to watch that with my dad, kitchen-sink type of drama, which I used to adore. I always wanted to do that kind of work.”

British drama has given Graham his best roles, including the racist skinhead Andrew ‘Combo’ Gascoigne in Shane Meadows’ 2006 drama This is England and its later TV incarnation on Channel 4. “If I’m honest, that particular job was where I grew up as an actor. It really [helped me to] understand the process completely,” he said. “I really learned how to dive into a character.”

He then starred as alcoholic bookie Shay in Jimmy McGovern’s RTS award-winning BBC One drama The Street, for which he was himself nominated for Best Actor at the RTS Programme Awards.

Currently, he is appearing in Save Me, which was created and written by its star, Lennie James. Graham plays troubled Fabio “Melon” Melanzana, with Feetham as his much-younger wife, Bernie.

Later this year, Graham will appear in Scorsese’s latest gangster film, The Irishman, playing a mobster in the company of De Niro, Pacino and Joe Pesci. He has also reunited with Meadows for Channel 4’s The Virtues, in which he portrays a man with a troubled childhood.

And, he stars in the latest instalment of Jed Mercurio’s police corruption thriller Line of Duty. As is the way with a series known for keeping its dizzying plot turns well hidden, nothing is known of his criminal character, John Corbett, except from the teaser released by the BBC, which shows a picture of the actor pulling off a black balaclava. Pressed for further details, Graham said only: “He wears a balaclava.”

Looking back over more than two decades in film and television, Graham reflected: “This, to me, is not a job – I adore what I do.”

“In conversation with Stephen Graham” was a joint venture between the RTS and Premier Communications. It was held at King’s Place in central London on 18 February.