And unusually, he's not just appearing as his on-screen alter-ego: he's facing the questions himself, offering a glimpse into how he creates these memorable characters.

In Grimsby, Baron Cohen plays Nobby Butcher, a lager lout from northern England who ends up on a globe-hopping mission with his long-lost spy brother Sebastian (Mark Strong). As with memorable characters like Ali G, Borat and Bruno, Baron Cohen did extensive research to create Nobby.

Sacha Baron Cohen stars as Nobby in Grimsby

He traces this attention to detail back to his childhood. "I did my first ever comedy sketch when I was 7 years old," he says. "I don't think many people laughed actually, but I really enjoyed it! I was obsessed with Monty Python, so from then on I was writing and trying to be funny, often failing but occasionally succeeding."

Later, he dropped out of Cambridge University to attend a six-month course at Ecole Philippe Gaulier, the French clown academy. "This guy, Philippe Gaulier, would sit there with a little drum. And if you weren't funny, he'd hit the drum and you'd go off," Baron Cohen says. "Some people would start bursting into tears. They'd walk onstage, and after three seconds he'd bang the drum. Sometimes he'd let me stay on for 15 minutes, and the others started to hate me."

With success, he launched himself into increasingly daring projects, which of course brought new challenges. "On Borat, the FBI started following us," he says. And because of his preference for springing his characters on unsuspecting people, Baron Cohen has had to hire a bodyguard. "He's bit like Nobby actually," he laughs. "He's this northern bloke, and his job is to prevent me from being arrested. We always have an escape van waiting in an alleyway!"

As usual, Baron Cohen delightfully pushes the boundaries of taste in Grimsby with a couple of unforgettably shocking comedy sequences. But he knows where to draw the line. "You've got to have some kind of responsibility when you're making a film," he says, "that you're not just being offensive for the sake of being offensive. I can have the character be an idiot, but when I'm writing a joke that's near the edge, there's always a discussion with me and my cowriters as to whether it's the right thing to do."

Watch the trailer for Grimsby: